College of Economics - College of Economics

  • Assistant Professor High-dimensional Bayesian inference
  • LEE, KYOUNGJAE 홈페이지 바로가기

Research Interest

High-dimensional regression model, network analysis, scalable inference

Education

  • Ph.D. in Statistics (2017), Seoul National University, Seoul, Korea
  • B.S. in Statistics (2010), Seoul National University, Seoul, Korea

Journal Articles

  • (2024)  Horseshoe 사전분포에 대한 MCMC 알고리듬 비교 연구.  응용통계연구.  37,  1
  • (2024)  Bayesian optimal two-sample tests for high-dimensional Gaussian populations.  BAYESIAN ANALYSIS.  .,  .
  • (2024)  Bayesian Inference on Hierarchical Nonlocal Priors in Generalized Linear Models.  BAYESIAN ANALYSIS.  19,  1
  • (2024)  Development of network-guided transcriptomic risk score for disease prediction.  STAT.  13,  1
  • (2023)  Post-Processed Posteriors for Banded Covariances.  BAYESIAN ANALYSIS.  18,  3
  • (2023)  Analysis of wildfires and their extremes via spatial quantile autoregressive model.  EXTREMES.  26,  2
  • (2023)  Bayesian computational methods for state-space models with application to SIR model.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  93,  7
  • (2023)  Scalable Bayesian High-dimensional Local Dependence Learning.  BAYESIAN ANALYSIS.  18,  1
  • (2022)  The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate.  JOURNAL OF MULTIVARIATE ANALYSIS.  192,  .
  • (2022)  Bayesian joint inference for multiple directed acyclic graphs.  JOURNAL OF MULTIVARIATE ANALYSIS.  191,  .
  • (2022)  고차원 선형 및 로지스틱 회귀모형에 대한 변분 베이즈 방법 소개.  응용통계연구.  35,  3
  • (2022)  희박 공분산 행렬에 대한 베이지안 변수 선택 방법론 비교 연구.  응용통계연구.  35,  2
  • (2022)  Estimation of conditional mean operator under the bandable covariance structure.  ELECTRONIC JOURNAL OF STATISTICS.  16,  1
  • (2021)  Maximum pairwise Bayes factors for covariance structure testing.  ELECTRONIC JOURNAL OF STATISTICS.  15,  2
  • (2021)  A comparison study of Bayesian high-dimensional linear regression models.  The Korean Journal of Applied Statistics.  34,  3
  • (2021)  JOINT BAYESIAN VARIABLE AND DAG SELECTION CONSISTENCY FOR HIGH-DIMENSIONAL REGRESSION MODELS WITH NETWORK-STRUCTURED COVARIATES.  STATISTICA SINICA.  31,  3
  • (2021)  Bayesian variable selection in logistic regression with application to whole-brain functional connectivity analysis for Parkinson's disease.  STATISTICAL METHODS IN MEDICAL RESEARCH.  30,  3
  • (2021)  Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors.  JOURNAL OF THE KOREAN STATISTICAL SOCIETY.  50,  2
  • (2021)  Bayesian inference for high-dimensional decomposable graphs.  ELECTRONIC JOURNAL OF STATISTICS.  15,  1
  • (2021)  Bayesian group selection in logistic regression with application to MRI data analysis.  BIOMETRICS.  77,  2