T. Lai

发表

Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains

T. L. Graves, T. Lai, T. Graves, 1997 .

Asymptotically efficient adaptive allocation rules

H. Robbins, T. Lai, 1985 .

Adaptive treatment allocation and the multi-armed bandit problem

T. Lai, 1987 .

Machine learning and nonparametric bandit theory

S. Yakowitz, T. Lai, 1995, IEEE Trans. Autom. Control..

Sequential changepoint detection in quality control and dynamical systems

T. Lai, 1995 .

Asymptotically efficient adaptive control in stochastic regression models

T. Lai, 1986 .

Extended least squares and their applications to adaptive control and prediction in linear systems

T. Lai, Ching-Zong Wei, 1986 .

Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

T. Lai, C. Z. Wei, 1982 .

Parallel recursive algorithms in asymptotically efficient adaptive control of linear stochastic systems

T. Lai, Z. Ying, 1991 .

Self-Normalized Processes: Limit Theory and Statistical Applications

T. Lai, V. Peña, Q. Shao, 2001 .

Stochastic approximation: invited paper

T. Lai, 2003 .

Strong consistency of least squares estimates in multiple regression

H. Robbins, T. Lai, C. Z. Wei, 1978 .

Asymptotically efficient self-tuning regulators

T. Lai, C. Z. Wei, 1987 .

Adaptive Design and Stochastic Approximation

H. Robbins, T. Lai, 1979 .

SELF-NORMALIZED PROCESSES: EXPONENTIAL INEQUALITIES, MOMENT BOUNDS AND ITERATED LOGARITHM LAWS

T. Lai, V. Peña, M. J. Klass, 2004, math/0410102.

Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings

T. Lai, Y. Chow, 1975 .

Optimal learning and experimentation in bandit problems

T. Lai, M. Brezzi, Tze Leung, 2000 .

Control Charts Based on Weighted Sums

T. Lai, 1974 .

Asymptotic Optimality of Invariant Sequential Probability Ratio Tests

T. Lai, 1981 .

Time series and related topics : in memory of Ching-Zong Wei

T. Lai, Hwai-Chung Ho, C. Ing, 2007, math/0703053.

Strong consistency of least squares estimates in multiple regression.

H. Robbins, T. Lai, C. Z. Wei, 1979, Proceedings of the National Academy of Sciences of the United States of America.

Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant stochastic systems

T. Lai, 1991 .

Adaptive design in regression and control.

H. Robbins, T. Lai, 1978, Proceedings of the National Academy of Sciences of the United States of America.

Theory and applications of multivariate self-normalized processes

T. Lai, V. Peña, M. J. Klass, 2009 .

Optimal stopping and dynamic allocation

T. Lai, F. Chang, 1987, Advances in Applied Probability.

Maximally dependent random variables.

H. Robbins, T. Lai, T.L Lai, 1976, Proceedings of the National Academy of Sciences of the United States of America.

SEQUENTIAL DESIGN OF COMPARATIVE CLINICAL TRIALS

H. Robbins, T. Lai, D. Siegmund, 1983 .

Optimal sequential sampling from two populations.

H. Robbins, T. Lai, 1984, Proceedings of the National Academy of Sciences of the United States of America.

Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters

T. Lai, C. Z. Wei, T. Lai, 1983 .

Statistical Models and Methods for Financial Markets

T. Lai, Haipeng Xing, 2008 .

Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials

T. Lai, Zheng Su, 2008, 0805.2492.

Herbert Robbins Selected Papers

T. Lai, D. Siegmund, 1985 .

Power-One Tests Based on Sample Sums

T. Lai, 1977 .

Pseudo-maximization and self-normalized processes

T. Lai, V. Peña, M. J. Klass, 2007, 0709.2233.

Incorporating scientific, ethical and economic considerations into the design of clinical trials in the pharmaceutical industry: a sequential approach

T. Lai, 1984 .

Open bandit processes and optimal scheduling of queueing networks

T. Lai, Z. Ying, 1988, Advances in Applied Probability.

Incomplete learning from endogenous data in dynamic allocation

Tze Leung Lai, Monica Brezzi, T. Lai, 1999 .

Iterated least squares in multiperiod control

H. Robbins, T. Lai, 1982 .

EFFICIENT RECURSIVE ESTIMATION AND ADAPTIVE CONTROL IN STOCHASTIC REGRESSION AND

Zhiliang Ying, Tze Leung Lai, Armax Models, 2006 .

On the concept of excitation in least squares identification and adaptive control

T. Lai, Ching-Zong Wei, 1986 .

MOMENT INEQUALITIES WITH APPLICATIONS TO REGRESSION AND TIME SERIES MODELS

T. Lai, Ching-Zong Wei, 1984 .

Convergence systems and strong consistency of least squares estimates in regression models

T. Lai, C. Z. Wei, Chen Gui-jing, 1981 .

Orthonormal Banach systems with applications to linear processes

T. Lai, C. Z. Wei, 1985 .

Strong consistency of least-squares estimates in regression models.

H. Robbins, T. Lai, 1977, Proceedings of the National Academy of Sciences of the United States of America.

Recursive identification and adaptive prediction in linear stochastic systems

T. Lai, Z. Ying, 1991 .

A Law of the Iterated Logarithm for Double Arrays of Independent Random Variables with Applications to Regression and Time Series Models

T. Lai, C. Z. Wei, 1982 .

Lacunary systems and generalized linear processes

T. Lai, C. Z. Wei, 1983 .

Asymptotic properties of projections with applications to stochastic regression problems

T. Lai, C. Z. Wei, 1982 .

Recursive solutions of estimating equations and adaptive spectral factorization

T. Lai, Z. Ying, 1992 .

A class of dependent random variables and their maxima

H. Robbins, T. Lai, 1978 .

Boundary Crossing Probabilities for Sample Sums and Confidence Sequences

T. Lai, 1976 .

On Confidence Sequences

T. Lai, 1976 .

AUTOREGRESSIVE MODELS WITH PIECEWISE CONSTANT VOLATILITY AND REGRESSION PARAMETERS

T. Lai, Haipeng Xing, Haiyan Liu, 2005 .

Stochastic segmentation models for array-based comparative genomic hybridization data analysis.

T. Lai, Haipeng Xing, Nancy Zhang, 2008, Biostatistics.

Nearly Optimal Sequential Tests of Composite Hypotheses

T. Lai, 1988 .

Optimal Stopping and Sequential Tests which Minimize the Maximum Expected Sample Size

T. Lai, 1973 .

Stochastic Neural Networks With Applications to Nonlinear Time Series

T. Lai, Samuel Po-Shing Wong, 2001 .

Pitman Efficiencies of Sequential Tests and Uniform Limit Theorems in Nonparametric Statistics

T. Lai, 1978 .

Extended Renewal Theory and Moment Convergence in Anscombe's Theorem

T. Lai, Y. Chow, C. A. Hsiung, 1979 .

Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities

T. Lai, H. Chan, 2007, math/0703910.

A Nonlinear Renewal Theory with Applications to Sequential Analysis II

T. Lai, D. Siegmund, 1977 .

Stochastic integrals of empirical-type processes with applications to censored regression

T. Lai, Z. Ying, 1988 .

Particle Filters in Hidden Markov Models

T. Lai, Yuguo Chen, Bin Wu, 2019 .

Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection

T. Lai, H. Chan, 2006 .

Likelihood Ratio Identities and Their Applications to Sequential Analysis

T. Lai, 2004 .

WALD'S EQUATIONS, FIRST PASSAGE TIMES AND MOMENTS OF LADDER VARIABLES IN MARKOV RANDOM WALKS

T. Lai, C. Fuh, 1998 .

Exercise Regions And Efficient Valuation Of American Lookback Options

T. Lai, T. Lim, 2004 .

Random walk duality and the valuation of discrete lookback options

T. Lai, 1998 .

Pricing and Hedging of American Knock-In Options

T. Lai, L. Imhof, F. AitSahlia, 2004 .

A STATISTICAL APPROACH TO ADAPTIVE PARAMETER TUNING IN NATURE-INSPIRED OPTIMIZATION AND OPTIMAL SEQUENTIAL DESIGN OF DOSE-FINDING TRIALS By

Xin T. Tong, T. Lai, W. Wong, 2020 .

Data Science, Statistical Modeling, and Financial and Health Care Reforms

T. Lai, 2013 .

Sequential generalized likelihood ratio tests for vaccine safety evaluation

T. Lai, J. Heyse, M. Shih, 2010, Statistics in medicine.

Introduction to Hastings (1970) Monte Carlo Sampling Methods Using Markov Chains and Their Applications

T. Lai, 1997 .

ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*

T. Lai, 2002 .

ON OPTIMAL STOPPING PROBLEMS IN SEQUENTIAL HYPOTHESIS TESTING

T. Lai, 1997 .

A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis

T. Lai, Limin Zhang, 1994 .

NEARLY OPTIMAL GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN MULTIVARIATE EXPONENTIAL FAMILIES

T. Lai, L. Zhang, Li Zhang, 1994 .

A general theory of particle filters in hidden Markov models and some applications

T. Lai, H. Chan, 2013, 1312.5114.

Functional Laws of the Iterated Logarithm for the Product-Limit Estimator of a Distribution Function Under Random Censorship or Truncation

T. Lai, M. Gu, 1990 .

Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes

T. Lai, 1974 .

A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS

T. Lai, C. Ing, 2011 .

Time Series Modeling and Forecasting of the Volatilities of Asset Returns

T. Lai, Haipeng Xing, 2010 .

Sequential Medical Trials (Stopping Rules/Asymptotic Optimality).

H. Robbins, T. Lai, D. Siegmund, 1980 .

Limiting Behavior of Weighted Sums of Independent Random Variables

Tze Leung Lai, T. Lai, Y. S. Chow, 1973 .

Rank Regression Methods for Left-Truncated and Right-Censored Data

Zhiliang Ying, Tze Leung Lai, T. Lai, 1991 .

A new approach to regression analysis of censored competing-risks data

T. Lai, Yuxue Jin, 2017, Lifetime data analysis.

Innovative Clinical Trial Designs

Philip W Lavori, T. Lai, P. Lavori, 2011, Statistics in biosciences.

Novel Clinical Trial Designs and Statistical Methods in the Era of Precision Medicine

Tze Leung Lai, Michael Sklar, T. Lai, 2020 .

Adaptive design of confirmatory trials: Advances and challenges.

Tze Leung Lai, Ka Wai Tsang, Philip W Lavori, 2015, Contemporary clinical trials.

Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials

Jay Bartroff, Tze Leung Lai, T. Lai, 2008, 1105.4667.

Power, sample size and adaptation considerations in the design of group sequential clinical trials

Tze Leung Lai, Mei-Chiung Shih, T. Lai, 2003 .

Rank Tests Based on Censored Data and Their Sequential Analogues

Tze Leung Lai, T. Lai, K. K. Lan, 1991 .

Weak Convergence of Time-Sequential Censored Rank Statistics with Applications to Sequential Testing in Clinical Trials

Tze Leung Lai, Minggao Gu, T. Lai, 1991 .

Statistics in pharmacology and pre-clinical studies

T. Lai, 2000 .

A sequential Monte Carlo approach to computing tail probabilities in stochastic models

Tze Leung Lai, Hock Peng Chan, T. Lai, 2011 .

Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes

Tze Leung Lai, Herbert Robbins, H. Robbins, 1981 .

Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

T. Lai, Haipeng Xing, 2009 .

Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

T. Lai, K. Tsang, 2016 .

Statistical inference in dynamic panel data models

Dylan S. Small, T. Lai, D. Small, 2008 .

ASYMPTOTICALLY EFFICIENT PARAMETER ESTIMATION IN HIDDEN MARKOV SPATIO-TEMPORAL RANDOM FIELDS

T. Lai, Johan Lim, 2015 .

Adaptive Filtering, Nonlinear State-Space Models, and Applications in Finance and Econometrics

T. Lai, Vibhav Bukkapatanam, 2013 .

Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models

Tze Leung Lai, T. Lai, 1994 .

Bias correction and confidence intervals following sequential tests

Tze Leung Lai, Zheng Su, T. Lai, 2006, math/0611677.

Sequential Monte Carlo Methods for Filtering and Smoothing inHidden

T. Lai, Mark Chen, 2003 .

Evaluating probability forecasts

Tze Leung Lai, Shulamith T. Gross, T. Lai, 2012, 1202.5140.

Dynamic Empirical Bayes

T. Lai, 2014 .

Saddlepoint approximations and boundary crossing probabilities for random fields and their applications

T. Lai, 2005 .

The Contributions of Herbert Robbins to Mathematical Statistics

T. Lai, D. Siegmund, 1986 .

Design of clinical trials with failure-time endpoints and interim analyses: An update after fifteen years.

T. Lai, Zheng Su, Pei He, 2015, Contemporary clinical trials.

Stochastic Regression Models and Consistency of the Least Squares Identification Scheme

T. Lai, 1983 .

Group sequential designs for developing and testing biomarker-guided personalized therapies in comparative effectiveness research.

Olivia Yueh-Wen Liao, T. Lai, Dong Woo Kim, 2013, Contemporary clinical trials.

Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund

T. Lai, H. Chan, 2013 .

Comparison of Treatments with Multiple Outcomes

T. Lai, D. Bloch, P. Tubert-Bitter, 2002 .

SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES

T. Lai, 2001 .

Moments of randomly stopped U-statistics

T. Lai, V. Peña, 1997 .

Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

T. Lai, H. Chan, 2004, math/0412428.

Self-normalized Limit Theorems in Probability and Statistics

T. Lai, Q. Shao, Lianfen Qian, 2007 .

Multivariate stochastic regression in time series modeling

T. Lai, K. Tsang, 2017 .

Singular Stochastic Control in Option Hedging with Transaction Costs

T. Lai, T. Lim, 2012 .

Adaptive choice of mean or median in estimating the center of a symmetric distribution.

H Robbins, H. Robbins, T. Lai, 1983, Proceedings of the National Academy of Sciences of the United States of America.

conveyed. In my opinion the book fails to display that kind of concern

T. Lai, R. Wijsman, 2007 .

Adaptive trial designs.

Tze Leung Lai, Philip William Lavori, Mei-Chiung Shih, 2012, Annual review of pharmacology and toxicology.

Power of an Adaptive Trial Design for Endovascular Stroke Studies: Simulations Using IMS (Interventional Management of Stroke) III Data

T. Lai, P. Lavori, J. Broderick, 2016, Stroke.

Point of Care Comparative Effectiveness Trial Design for Stroke Prevention in Atrial Fibrillation

T. Lai, M. Turakhia, M. Shih, 2014 .

Option prices and pricing theory: combining financial mathematics with statistical modeling

T. Lai, T. Lim, Ling-Hi Chen, 2011 .

Efficient valuation of American floating strike lookback options

T. Lai, T. Lim, 2004 .

Singular stochastic control in optimal investment and hedging in the presence of transaction costs

T. Lai, T. Lim, 2003 .

Wald’s equation and asymptotic bias of randomly stopped -statistics

T. Lai, V. Peña, 1997 .

Exploration Enhancement of Nature-Inspired Swarm-based Optimization Algorithms

Weng Kee Wong, Tze Leung Lai, Kwok Pui Choi, 2021, 2103.11113.

Option hedging theory under transaction costs

T. Lai, T. Lim, 2009 .

A New Approach to Pricing and Hedging Options with Transaction Costs

T. Lai, T. Lim, Ling-Hi Chen, 2011 .

Oncology clinical trials

P. Müller, T. Lai, G. Rosner, 2013 .

Combining domain knowledge and statistical models in time series analysis

T. Lai, S. P. Wong, 2007, math/0702814.

Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

T. Lai, H. Chan, 2004, math/0412428.

Beyond the blockchain announcement: Signaling credibility and market reaction

T. Lai, Qingfu Liu, Katia Chen, 2022, International Review of Financial Analysis.

Information Sets and Excess Zeros in Random Effects Modeling of Longitudinal Data

T. Lai, S. P. Wong, K. Sun, 2010 .

Time series and related topics : in memory of Ching-Zong Wei

T. Lai, Hwai-Chung Ho, C. Ing, 2007, math/0703053.

Martingales in Sequential Analysis and Time Series, 1945-1985 ∗

T. Lai, 2009 .

Convergence Properties of Some Recursive Identification Schemes and Adaptive Predictors

T. Lai, C. Z. Wei, Y.G. Zhang, 1982, 1982 American Control Conference.

Adaptive Data Depth via Multi-Armed Bandits

Tavor Z. Baharav, T. Lai, 2022, 2211.03985.

Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data

Zhiliang Ying, Tze Leung Lai, T. Lai, 1991 .

The Law of the Iterated Logarithm and Upper-Lower Class Tests for Partial Sums of Stationary Gaussian Sequences

Tze Leung Lai, William Stout, T. Lai, 1978 .

Spatial Economics in the Era of One Belt One Road and Counter-Globalization

T. Lai, Jiqiang Tang, Hao Yin, 2018 .

Confidence Intervals and p‐Values