Chenlei Leng (冷琛雷)
Assistant Professor
Department of Statistics and Applied Probability
National University of Singapore
6 Science Drive 2
Singapore, 117546
Office: S16-6-106
Phone: (65) 6516-4462 (Office)
Fax: (65) 6872-3919
Email: stalc AT nus DOT edu DOT sg
Some photos of Hui and me.
Research Interest
- Model selection and dimension reduction
- Penalized likelihood
- Smoothing spline ANOVA models
- Nonparametric and semiparametric models
- Computer intensive statistical methods
Please send me an email if you are interested in short term visits/postdoc positions/collaboration.
Employment
- July 2004 - present, Assistant Professor, National University of Singapore.
Education
Awards
- Young Scientist Award, Faculty of Science, NUS, 2009.
- Teaching Excellence Award, Faculty of Science, NUS, AY 2008/2009.
Statistics Publication
Acknowledgements: Research supported in part by NUS research grants. For published versions, please visit the corresponding journal websites.
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Leng, C., Xia, Y. and Xu, J. (2009). An Adaptive Estimation Method for Semiparametric Models and Dimension Reduction (pdf). Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics, edited by Kung-Sik Chan. World Scientific.
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Xu, J., Zhao, L. and Leng, C. (2009). Statistical Inference for Induced L-Statistics: a Random Perturbation Approach. Journal of Nonparametric Statistics, 21, 863-876.
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Wang, H., Li, B. and Leng, C. (2009). Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters (pdf). J. Roy. Statist. Soc., Ser. B., 71, 671-683.
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Leng, C. and Wang, H. (2009). On General Adaptive Sparse Principal Component Analysis (pdf). Journal of Computational and Graphical Statistics, 18, 201-215. GAS-PCA Code and an example.
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Leng, C. (2009). A Simple Approach for Varying-Coefficient Model Selection (pdf). Journal of Statistical Planning and Inference, 139, 2138-2146.
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Leng, C. (2008). Sparse Optimal Scoring for Multiclass Cancer Diagnosis and Biomarker Detection Using Microarray Data. Computational Biology and Chemistry, 32, 417-425. Supplementary Materials.
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Leng, C., Shi, P. and Tsai, C.L. (2008). Clarification of Residual Information Criterion. J. Roy. Statist. Soc., Ser. B, 70, 1067.
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Leng, C. and Wang, H. (2008). Discussion on "Sure Independence Screening for Ultra-high Dimensional Feature Space" by Fan and Lv, J. Roy. Statist. Soc., Ser. B, 70, 896-897.
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Wang, H. and Leng, C. (2008). A Note on Adaptive Group Lasso (pdf). Computational Statistics and Data Analysis, 52, 5277-5286.
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Wang, H. and Leng, C. (2007). Unified Lasso Estimation via Least Squares Approximation (pdf). Journal of the American Statistical Association, 102, 1039-1048. LSA Code and an example.
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Leng, C. and Ma, S. (2007). Accelerated Failure Time Models with Nonlinear Covariate Effects (pdf). Australian and New Zealand Journal of Statistics, 49, 155-172.
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Leng, C. and Ma, S. (2007). Path Consistent Model Selection in Additive Risk Model via Lasso (pdf). Statistics in Medicine, 26, 3753-3770.
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Leng, C. and Zhang, H. H. (2006). Model Selection in Nonparametric Hazard Regression (pdf). Journal of Nonparametric Statistics, 18, 417-429.
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Leng, C., Lin, Y., Wahba, G. (2006). A Note on the LASSO and Related Procedures in Model Selection (pdf). Statistica Sinica, 16, 1273-1284.
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Wahba, G., Lin, Y., and Leng, C. (2002). Penalized Log Likelihood Density Estimation via Smoothing-Spline ANOVA and ranGACV - Comments to Hansen and Kooperberg `Spline Adaptation in Extended Linear Models' (pdf). Statistical Science, 17, 33-37.
Collaborative Research
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Shankar, A., Leng, C., Chia, K., Koh, D., Tai, E., Saw, S., Lim, S., Wong, T. (2008). Association Between Body Mass Index and Chronic Kidney Disease in Men and Women: Population-Based Study of Malay Adults in Singapore. Nephrology Dialysis Transplantation, 23 (6), 1910-1918.
Manuscripts
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Leng, C. (2008). On Variable Selection via Regularized Rank Regression (pdf). RRR Code and an example. Statistica Sinica, to appear.
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Leng, C., Zhang, W. and Pan, J. (2008). Semiparametric Mean-Covariance Regression Analysis for Longitudinal Data (pdf). R Code and an example (to be posted soon). Journal of the American Statistical Association, to appear.
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Xu, J., Leng, C. and Ying, Z. (2008). Rank-based Variable Selection in the Accelerated Failure Time Model. Statistics and Computing, to appear.
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Brown, B. M. and Leng, C. (2009). A Cramer-von Mises Penalty Function Smoother. Lecture Notes-Monograph Series of the Institute of Mathematical Statistics, to appear.
- Leng, C. and Leung, D. (2009). Model Selection in Validation Sampling: An Asymptotic Likelihood-based LASSO Approach. Statistica Sinica, to appear.
- Leng, C. and Li, B. (2009). Least Squares Approximation with a Diverging Number of Parameters. Statistics and Probability Letters, to appear.
- Nott, D. J. and Leng, C. (2009). Bayesian Projection Approaches to Variable Selection and Exploring Model Uncertainty.
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Tang, C. Y. and Leng, C. (2009). Penalized High Dimensional Empirical Likelihood.
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Leng, C. and Tang, C. Y. (2009). Improving Variance Function Estimation in Semiparametric Longitudinal Analysis.
- Leng, C. and Tang, C. Y. (2009). Penalized Empirical Likelihood for High Dimensional General Estimating Equations.
Teaching
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ST3240. ST4231. ST3131. ST5202. Teaching materials available on IVLE.
Society