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.