College of Economics
- College of Economics
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Associate Professor
High-dimensional Bayesian inference
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LEE, KYOUNGJAE
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Research Interest
High-dimensional inference, Bayesian statistics
Education
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Ph.D. in Statistics (2017), Seoul National University, Seoul, Korea
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B.S. in Statistics (2010), Seoul National University, Seoul, Korea
Journal Articles
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(2025)
The Joint Local Dependence Cholesky Prior for Bandwidth Selection Across Multiple Groups.
BAYESIAN ANALYSIS.
20,
4
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(2025)
bspcov: An R Package for Bayesian sparse covariance matrix estimation.
SOFTWAREX.
32,
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(2025)
Mhorseshoe package in R: Approximate algorithm for the horseshoe prior in Bayesian linear model.
SOFTWAREX.
31,
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(2025)
준희소 가산 자료를 위한 베이지안 다변량 시공간 모형.
응용통계연구.
38,
1
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(2024)
Consistent and Scalable Bayesian Joint Variable and Graph Selection for Disease Diagnosis Leveraging Functional Brain Network.
BAYESIAN ANALYSIS.
19,
3
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(2024)
Horseshoe 사전분포에 대한 MCMC 알고리듬 비교 연구.
응용통계연구.
37,
1
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(2024)
Bayesian Optimal Two-Sample Tests for High-Dimensional Gaussian Populations.
BAYESIAN ANALYSIS.
19,
3
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(2024)
Bayesian Inference on Hierarchical Nonlocal Priors in Generalized Linear Models.
BAYESIAN ANALYSIS.
19,
1
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(2024)
Development of network-guided transcriptomic risk score for disease prediction.
STAT.
13,
1
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(2023)
Post-Processed Posteriors for Banded Covariances.
BAYESIAN ANALYSIS.
18,
3
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(2023)
Analysis of wildfires and their extremes via spatial quantile autoregressive model.
EXTREMES.
26,
2
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(2023)
Bayesian computational methods for state-space models with application to SIR model.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.
93,
7
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(2023)
Scalable Bayesian High-dimensional Local Dependence Learning.
BAYESIAN ANALYSIS.
18,
1
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(2022)
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate.
JOURNAL OF MULTIVARIATE ANALYSIS.
192,
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(2022)
Bayesian joint inference for multiple directed acyclic graphs.
JOURNAL OF MULTIVARIATE ANALYSIS.
191,
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(2022)
고차원 선형 및 로지스틱 회귀모형에 대한 변분 베이즈 방법 소개.
응용통계연구.
35,
3
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(2022)
희박 공분산 행렬에 대한 베이지안 변수 선택 방법론 비교 연구.
응용통계연구.
35,
2
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(2022)
Estimation of conditional mean operator under the bandable covariance structure.
ELECTRONIC JOURNAL OF STATISTICS.
16,
1
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(2021)
Maximum pairwise Bayes factors for covariance structure testing.
ELECTRONIC JOURNAL OF STATISTICS.
15,
2
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(2021)
A comparison study of Bayesian high-dimensional linear regression models.
The Korean Journal of Applied Statistics.
34,
3
