activity
20202022
most citedPost-Processed Posteriors for Banded Covariances

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

stat.AP2022

Estimation of World Seroprevalence of SARS-CoV-2 antibodies

Kwangmin Lee, Seongmin Kim, Seongil Jo +1

In this paper, we estimate the seroprevalence against COVID-19 by country and derive the seroprevalence over the world. To estimate seroprevalence, we use serological surveys (also…

math.ST2021

Post-Processed Posteriors for Sparse Covariances and Its Application to Global Minimum Variance Portfolio

Kwangmin Lee, Jaeyong Lee

We consider Bayesian inference of sparse covariance matrices and propose a post-processed posterior. This method consists of two steps. In the first step, posterior samples are obt…

math.ST2021

Estimation of Conditional Mean Operator under the Bandable Covariance Structure

Kwangmin Lee, Kyoungjae Lee, Jaeyong Lee

We consider high-dimensional multivariate linear regression models, where the joint distribution of covariates and response variables is a multivariate normal distribution with a b…

stat.AP2021

Seroprevalence of SARS-CoV-2 antibodies in South Korea

Kwangmin Lee, Seongil Jo, Jaeyong Lee

In , Korea Disease Control and Prevention Agency reported three rounds of surveys on seroprevalence of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) antibodies…

math.ST20201 cited

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,…