11 citations · 19 across the 15 of their papers we have counts for
4 papers · 2 filters
Post-Processed Posteriors for Banded Covariances
Kwangmin Lee, Kyoungjae Lee, Jaeyong Lee
We consider Bayesian inference of banded covariance matrices and propose a post-processed posterior. The post-processing of the posterior consists of two steps. In the first step,…
Bayesian High-dimensional Semi-parametric Inference beyond sub-Gaussian Errors
Kyoungjae Lee, Minwoo Chae, Lizhen Lin
We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally -Hö…
Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
Xuan Cao, Kyoungjae Lee
We consider the joint sparse estimation of regression coefficients and the covariance matrix for covariates in a high-dimensional regression model, where the predictors are both re…
Bayesian inference for high-dimensional decomposable graphs
Kyoungjae Lee, Xuan Cao
In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical -Wishart prior is proposed to conduct a Bay…