Tze Leung Lai

Professor of Statistics
Contact Info: Department of Statistics Sequoia Hall 390 Serra Mall Stanford University Stanford, CA 94305-4065 Phone: 650.723.2622 Fax: 650.725.8977 Email:

Research Interests
My present research areas include sequential experimentation, adaptive design and control, stochastic optimization, time series analysis and forecasting, change-point detection, hidden Markov models and particle filters, empirical Bayes modeling, multivariate survival analysis, probability theory and stochastic processes, biostatistics, econometrics, quantitative finance and risk management. My methodological research in these areas has been motivated by and is closely related to my applied interests in engineering, finance and the biomedical sciences. As director of the Financial Mathematics Program and co-director of the Biostatistics Core at the Stanford Cancer Center, I am involved in several research projects in these fields.

Personal Website
lait.web.stanford.edu