Tze Leung Lai
Academic Appointments
- Professor, Natural Sciences Cluster - Statistics
- Member, Stanford Cancer Institute
- Professor (By courtesy), Health Research & Policy
Key Documents
Contact Information
- Academic Offices
Personal Information Email Tel (650) 723-2620 Tel (650) 723-2622Alternate Contact Cindy Kirby Administrative Associate Email Tel Work 650.725.2229
Professional Overview
Administrative Appointments
- Director, Interdisciplinary Program in Financial Mathematics, Stanford University (1999 - present)
- Chair, School of Statistics, Chinese Academy of Sciences (2003 - present)
- Co-director, Biostatistics Core, Stanford University Cancer Center (2004 - present)
- Steering Committee, Methods of Analysis Program in the Social Sciences, Stanford University (2005 - present)
Honors and Awards
- COPSS Award, Committee of Presidents of Statistical Societies (1983)
- Fellow, John Simon Guggenheim Foundation (1983)
- Member, Academia Sinica (1994)
- Fellow, Center for Advanced Study in Behavioral Sciences (1999)
- Abraham Wald Prize, Sequential Analysis: Design Methods & Applications (2005)
Professional Education
| B.A. with First Class Honors: | University of Hong Kong, Mathematics (1967) |
| M.A.: | Columbia University, Mathematical Statistics (1970) |
| Ph.D.: | Columbia University, Mathematical Statistics (1971) |
Internet Links
Scientific Focus
Current Research Interests
Lai is widely recognized as a prolific leader in the field of sequential statistical analysis. Among his principal achievements is the development of a comprehensive theory of sequential tests of composite hypotheses, unifying previous approaches and providing far-reaching extensions to cope with the practical complexities that arise in the applications to group sequential clinical trials. In particular, this theory paved the way for his ground-breaking work with Shih on flexible and nearly-optimal group sequential tests that can self-tune to the unknown parameters during the course of the trial, under pre-specified constraints on the maximum sample size and significance level.
Other major breakthroughs include (a) accurate confidence intervals following sequential tests by using an innovative resampling approach, (b) a definitive solution to the long-standing multi-armed bandit problem, and (c) the development of statistically and computationally efficient sequential change-point detection procedures in multivariate time series and stochastic systems, for applications to industrial quality control, fault detection in engineering systems and segmentation in computational biology.
Besides sequential analysis, Lai has also made ground-breaking contributions to (i) stochastic approximation and recursive estimation, (ii) adaptive control of linear stochastic systems and Markov decision processes, (iii) saddlepoint approximations and boundary-crossing probabilities in Markov random walks and random fields, and (iv) survival analysis, in particular, rand- and M-estimators in regression models when the response variable is subject to censoring and truncation, and interim analysis of clinical trials with failure-time endpoints.
Publications
- Adaptive trial designs. Annu Rev Pharmacol Toxicol. 2012: 101-10
- Clinical trial designs for testing biomarker-based personalized therapies. Clin Trials. 2012; (2): 141-54
- Sequential design of phase II-III cancer trials. Stat Med. 2012; (18): 1944-60
- Sequential generalized likelihood ratio tests for vaccine safety evaluation. Stat Med. 2010; (26): 2698-708
- Stochastic segmentation models for array-based comparative genomic hybridization data analysis. Biostatistics. 2008; (2): 290-307
- A combined superiority and non-inferiority approach to multiple endpoints in clinical trials. Stat Med. 2007; (6): 1193-207

