Award Abstract # 1811818
Statistical Methodology and Applications to Engineering, Economics, and Health Analytics

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: THE LELAND STANFORD JUNIOR UNIVERSITY
Initial Amendment Date: June 29, 2018
Latest Amendment Date: June 29, 2018
Award Number: 1811818
Award Instrument: Standard Grant
Program Manager: Gabor Szekely
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: July 1, 2018
End Date: June 30, 2021 (Estimated)
Total Intended Award Amount: $250,000.00
Total Awarded Amount to Date: $250,000.00
Funds Obligated to Date: FY 2018 = $250,000.00
History of Investigator:
  • Tze Lai (Principal Investigator)
    lait@stanford.edu
Recipient Sponsored Research Office: Stanford University
450 JANE STANFORD WAY
STANFORD
CA  US  94305-2004
(650)723-2300
Sponsor Congressional District: 16
Primary Place of Performance: Stanford University
390 Serra Mall
Stanford
CA  US  94305-4000
Primary Place of Performance
Congressional District:
Unique Entity Identifier (UEI): HJD6G4D6TJY5
Parent UEI:
NSF Program(s): STATISTICS
Primary Program Source: 01001819DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s):
Program Element Code(s): 126900
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

A long-term objective of the proposed research is to develop innovative statistical methodologies and combine them with technological advances for resolving fundamental problems in engineering, economics, and health care. In particular, the past seven years have witnessed the beginning of a big data era in the US health care system, following the health care reform legislation enacted in 2010, and the Precision Medicine Initiative of 2015. This era poses new challenges and opens up new opportunities for the mathematical (including statistical, computational, and data) sciences and their interactions with the biomedical, engineering, and economic sciences. The project will address some of these challenges, and its broader impact includes (i) direct applications in engineering, economics and finance, health, and medicine, and (ii) training the next generation of scientists in academia, industry, and government by involving graduate students in all phases of the research and developing new advanced courses and revising the curriculum in financial and risk modeling, statistics and data science, and clinical trials and biostatistics.

The project is broadly divided into three areas. The first is the development of valid and efficient post-selection multiple testing in the big data era, in which some machine learning/feature engineering/variable selection algorithms are typically used to extract features/variables for subsequent hypothesis generation and statistical testing. The proposed research will address the reproducibility issues and "replication crisis" with this data-dependent choice of features and hypotheses for statistical inference from biomedical big data by resolving foundational issues concerning valid post-selection inference. Initial investigations have already started by considering samples of fixed size, and will proceed with extensions to group sequential designs and then to sequential detection and diagnosis for multistage manufacturing processes, multicomponent systems, and multiple data streams from financial and production networks. The second area is the statistical foundation of gradient boosting, which also has applications to the first area because of its effectiveness in tackling high-dimensional nonlinear and generalized linear models. The third area covers biomarker-guided adaptive design of clinical trials for the development and testing of personalized therapies and in the closely related subject of contextual multi-armed bandits in sequential analysis and reinforcement learning. Innovations in this area can lead to advances toward the Precision Medicine Initiative. Also covered are innovative study designs and analyses of point-of-care trials and observational studies, and development of mobile health platforms and wearable devices to improve and facilitate evidence-based management of chronic diseases.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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Alvo, Mayer and Lai, Tze Leung and Yu, Philip L. "Parametric embedding of nonparametric inference problems" Journal of Statistical Theory and Practice , v.12 , 2017 10.1080/15598608.2017.1399840 Citation Details
Lai, Tze Leung and Choi, Anna Wai and Tsang, Ka "Statistical science in information technology and precision medicine" Annals of Mathematical Sciences and Applications , v.4 , 2019 10.4310/AMSA.2019.v4.n2.a6 Citation Details
Lai, Tze Leung and Lavori, Philip W. and Tsang, Ka Wai "Adaptive enrichment designs for confirmatory trials: Adaptive enrichment designs for confirmatory trials" Statistics in Medicine , v.38 , 2018 10.1002/sim.7946 Citation Details
Lai, Tze Leung and Yuan, Hongsong "Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications" Statistical Science , v.36 , 2021 https://doi.org/10.1214/20-STS784 Citation Details

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

Important breakthroughs were made in (a) nature-inspired metaheuristic optimization algorithms that imbue natural intelligence in neuroscience with optimization techniques in artificial (machine) intelligence; (b) reinforcement learning in information technology and personalized medicine/healthcare; (c) joint state and parameter estimation in latent variable and hidden Markov models with uncertainty quantification and applications to automatic navigation, biomedicine, educational testing, image reconstruction, and robotics; (d) enhanced gradient boosting and stochastic approximation for nonlinear basis functions such as neural networks and classification/regression trees in machine learning.

The research has broad impact through direct application and through education. Concerning education, Ph.D. students were involved in all phases of the proposed research, new courses were developed, and books based on these courses are being written. Concerning application, the PI is the director of the Financial and Risk Modeling Institute, one of the two co-directors of the Center for Innovative Study Design, and an active member of the Comprehensive Cancer Institute, the Neuroscience Institute, the Center for Population Health Sciences, the Woods Institute for the Environment, the Center for Innovation in Global Health at Stanford, as well as Stanford’s new school focused on climate and sustainability which will begin operating in Fall 2022. His Ph.D. students come from the Schools of Humanities and Sciences, Engineering, and Medicine, where he holds appointments.


Last Modified: 12/01/2021
Modified by: Tze L Lai

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