Tze Leung Lai

This page is a disambiguation page, it actually contains mutiple papers from persons of the same or a similar name.

Bibliography

2023
Adaptive Data Depth via Multi-Armed Bandits.
J. Mach. Learn. Res., 2023

2021
Oscillatory Biomedical Signals: Frontiers in Mathematical Models and Statistical Analysis.
Frontiers Appl. Math. Stat., 2021

2017
Multiple Testing in Regression Models With Applications to Fault Diagnosis in the Big Data Era.
Technometrics, 2017

2012
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk.
Oper. Res., 2012

2008
A hidden Markov filtering approach to multiple change-point models.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007
Identification and Adaptive Control of Change-Point ARX Models Via Rao-Blackwellized Particle Filters.
IEEE Trans. Autom. Control., 2007

2004
Valuation of American options via basis functions.
IEEE Trans. Autom. Control., 2004

2000
Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems.
IEEE Trans. Inf. Theory, 2000

1999
Efficient recursive algorithms for detection of abrupt changes in signals and control systems.
IEEE Trans. Autom. Control., 1999

1998
Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems.
IEEE Trans. Inf. Theory, 1998

1995
Machine learning and nonparametric bandit theory.
IEEE Trans. Autom. Control., 1995

1992
Bootstrap confidence bands for spectra and cross-spectra.
IEEE Trans. Signal Process., 1992

1991
Optimization of Stochastic Systems: Topics in Discrete-Time Dynamics (Masanao Aoki).
SIAM Rev., 1991


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