사범대학 - 사범대학

  • 조교수 통계학 / 기계학습
  • 최영근 홈페이지 바로가기

관심분야

다변량분석, 인과성추론, 다중슬롯머신, 가격결정, 응용통계

학력

  • 서울대학교 통계학과 박사 (2015)
  • 서울대학교 수학교육과 학사 (2010)

약력/경력

  • 숙명여자대학교 통계학과 조교수 (2019-2023)
  • SK텔레콤 Data Labs 연구원 (2018-2019)
  • Fred Hutchinson Cancer Research Center, Public Health Sciences Divison, 박사후연구원 (2016-2018)

학술지 논문

  • (2023)  Semi-parametric contextual bandits with graph-Laplacian regularization.  INFORMATION SCIENCES.  645, 
  • (2023)  Model-based clustering of mixed data with sparse dependence.  IEEE ACCESS.  11, 
  • (2022)  Estimation and inference on high-dimensional individualized treatment rule in observational data using split-and-pooled de-correlated score.  JOURNAL OF MACHINE LEARNING RESEARCH.  23,  -
  • (2022)  The association between statin and COVID-19 adverse outcomes: national COVID-19 cohort in South Korea.  ANNALS OF PALLIATIVE MEDICINE.  11,  4
  • (2022)  An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units.  COMPUTATIONAL STATISTICS.  37,  1
  • (2022)  Simultaneous spatial smoothing and outlier detection using penalized regression, with application to childhood obesity surveillance from electronic health records.  BIOMETRICS.  78,  1
  • (2021)  Test for Uniformity of Exchangeable Random Variables on the Circle.  JOURNAL OF THE KOREAN STATISTICAL SOCIETY.  50,  2
  • (2021)  Positive-definite modification of a covariance matrix by minimizing the matrix l(infinity) norm with applications to portfolio optimization.  ASTA-ADVANCES IN STATISTICAL ANALYSIS.  105,  4
  • (2019)  Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage.  JOURNAL OF MULTIVARIATE ANALYSIS.  171,  1
  • (2019)  High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  89,  7
  • (2019)  A GENERAL CLASS FOR QUASI-INDEPENDENCE TESTS FOR LEFT-TRUNCATED RIGHT-CENSORED DATA.  STATISTICA SINICA.  29,  2
  • (2017)  Generalized estimating equations with stabilized working correlation structure.  COMPUTATIONAL STATISTICS & DATA ANALYSIS.  106,  2
  • (2017)  Regularized LRT for large scale covariance matrices: One sample problem.  JOURNAL OF STATISTICAL PLANNING AND INFERENCE.  180,  1

학술회의논문

  • (2023)  Semi-Parametric Contextual Pricing Algorithm using Cox Proportional Hazards Model.  International Conference on Machine Learning.  미국