1 citations · 1 across the 8 of their papers we have counts for
9 papers
Laplace Variational Inference for Bayesian Envelope Models
Seunghyeon Kim, Kwangmin Lee, Yeonhee Park
Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Mark…
Conditional Dirichlet Processes and Functional Condition Models
Jaeyong Lee, Kwangmin Lee, Jaegui Lee +1
In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition…
Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
Seongmin Kim, Kwangmin Lee, Sewon Park +1
In multivariate statistics, estimating the covariance matrix is essential for understanding the interdependence among variables. In high-dimensional settings, where the number of c…
Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
Kwangmin Lee, Sewon Park, Seongmin Kim +1
We study Bayesian inference in the spiked covariance model, where a small number of spiked eigenvalues dominate the spectrum. Our goal is to infer the spiked eigenvalues, their cor…
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…
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…
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…
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…
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,…