17 citations · 21 across the 7 of their papers we have counts for
7 papers
Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization
Young-Geun Choi, Gi-Soo Kim, Seunghoon Paik +1
Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametr…
An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
Young-Geun Choi, Seunghwan Lee, Donghyeon Yu
Large-scale sparse precision matrix estimation has attracted wide interest from the statistics community. The convex partial correlation selection method (CONCORD) developed by Kha…
Simultaneous disease mapping and hot spot detection with application to childhood obesity surveillance from electronic health records
Young-Geun Choi, Lawrence P. Hanrahan, Derek Norton +1
Electronic health records (EHRs) have become a platform for data-driven surveillance on a granular level in recent years. In this paper, we make use of EHRs for early prevention of…
A general class of quasi-independence tests for left-truncated right-censored data
Young-Geun Choi, Wei-Yann Tsai, Myunghee Cho Paik
In survival studies, classical inferences for left-truncated data require quasi-independence, a property that the joint density of truncation time and failure time is factorizable…
Regression with Partially Observed Ranks on a Covariate: Distribution-Guided Scores for Ranks
Yuneung Kim, Johan Lim, Young-Geun Choi +2
This work is motivated by a hand-collected data set from one of the largest Internet portals in Korea. This data set records the top 30 most frequently discussed stocks on its on-l…
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
Young-Geun Choi, Johan Lim, Anindya Roy +1
In this work, we study the positive definiteness (PDness) problem in covariance matrix estimation. For high dimensional data, many regularized estimators are proposed under structu…
Regularized LRT for Large Scale Covariance Matrices: One Sample Problem
Young-Geun Choi, Chi Tim Ng, Johan Lim
The main theme of this paper is a modification of the likelihood ratio test (LRT) for testing high dimensional covariance matrix. Recently, the correct asymptotic distribution of t…