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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…