ST5226 Spatial Statistics [module outline]

Office: S16-6-102.
E-mail: stachp@nus.edu.sg
Address: Department of Statistics and Applied Probability, National University of Singapore, Singapore 119260, Singapore

Education:

  • 1998 Ph.D., Statistics, Stanford University.
  • 1993 B.Sc.(Hons, 1st class), Mathematics, National University of Singapore.

Experience:

  • 2011- Professor, National University of Singapore.
  • 2005-11 Associate Professor, National University of Singapore.
  • 1998-04 Assistant Professor, National University of Singapore.
  • 1993-98 Senior Tutor, National University of Singapore.

Manuscripts:

  •  Infinite-armed bandit: Optimality via confidence bounds (with S. Hu), accepted for publication by Statistica Sinica. [pdf]
  • The multi-armed bandit problem: An efficient non-parametric solution, Annals of Statistics 48 (2020) 346-373. [pdf]
  • Optimal sequential detection in multi-stream data, Annals of Statistics 45 (2017) 2736-2763. [pdf]
  • A double application of the Benjamini-Hochberg procedure for testing batched hypotheses (with Q. Cai), Methodology and Computing in Applied Probability 19 (2017) 429-433. [pdf]
  • Multiscale adaptive inference on conditional moment inequalities (with T. Armstrong), Journal of Econometrics 194 (2016) 24-43. [pdf]
  • Theory of segmented particle filters (with C.W. Heng and A. Jasra), Advances in Applied Probability 48 (2016) 69-87. [pdf]
  • Optimal detection of multi-sample aligned sparse signals (with G. Walther), Annals of Statistics 43 (2015) 1865-1895. [pdf]
  • A general theory of particle filters in hidden Markov models and some applications (with T.L. Lai), Annals of Statistics 41 (2013) 2877-2904. [pdf]
  • Discussion of “Change-points: From Sequential Detection to Biology and Back” by David Siegmund (with T.L. Lai), Sequential Analysis 32 (2013) 22-27. [pdf]
  • Detection with the scan and average likelihood ratio (with G. Walther), Statistica Sinica 23 (2013) 409-428. [pdf]
  • Rare event simulation of heavy-tailed random walks by sequential importance sampling and resampling (with S. Deng and T.L. Lai), Advances in Applied Probability 44 (2012) 1173-1196. [pdf]

CV: [pdf]