RSFAS
Research School of Finance, Actuarial Studies & Statistics
Position
Lecturer
Email
le.chang@anu.edu.au
Phone number
+61 2 612 55116
Office
Room 3.07, CBE Bld (26C)
Research areas
Model selection; Robust statistics; Spatial statistics; Graphical lasso; Mortality forecasting.
Biography
Le Chang is a Lecturer in Statistics. His research relates to robust penalized regression and model averaging methods, with specific research foci including principal component analysis, clustering methods, spatio-temporal models, graphical lasso, mortality forecasting and other statistical applications to actuarial science. Le’s work has been published in highly-regarded outlets including Journal of Computational and Graphical Statistics, Technometrics, Scandinavian Actuarial Journal and ASTIN Bulletin.