(I) Survival data analysis, which includes both semiparametric inference and clinical trial design issues. The semiparametric work emphasizes maximization of variants of nonparametric likelihoods, especially in Transformation and Frailty models. Further work on a general approach to efficient semiparametric estimation described in slides from a talk given in the IISA Conference, June 14, 2002. Other current work relates to decision-theoretic optimal early-stopping procedures and new designs in clinical trials.
(II) Census statistics, specifically demographic modelling of nonresponse to national surveys, with particular application to Weighting Adjustment and Small Area Estimation (SAE). Much of my small-area estimation work has been directed toward the SAIPE (Small Area Income and Poverty Estimation ) program of the Census Bureau. See for example the comparative SAE study. My methodological research in this area includes small-area and MSE estimation from survey data satisfying nonlinearly transformed Fay-Herriot models or left-censored Fay-Herriot models.
(III) Large-scale data problems with emphasis on cross-classified data Principal Components (paper on representation of tongue surface during speech, recently appeared in the journal Phonetica), and clustering. More recently, I have had two students (Yang Cheng and Sophie Tsou) obtain PhDs working on Factor Analysis models.
(IV) Stochastic processes, currently emphasizing high-dimensional Markov processes applied to equilibria in Economics (paper in Journal of Economic Theory, for which 2nd pdf file in directory contains Figure); to Protein-folding; and to ascertainment of number of distinct DNA `species' from sequencing experiments.
