activity
20172025
most citedThe Beta-Mixture Shrinkage Prior for Sparse Covariances with Posterior Minimax Rates

3 citations · 4 across the 5 of their papers we have counts for

collaborators

6 papers

math.ST2025

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…

stat.ME2022

Scalable and optimal Bayesian inference for sparse covariance matrices via screened beta-mixture prior

Kyoungjae Lee, Seongil Jo, Kyeongwon Lee +1

In this paper, we propose a scalable Bayesian method for sparse covariance matrix estimation by incorporating a continuous shrinkage prior with a screening procedure. In the first…

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.ST2021★ 3 cited

The Beta-Mixture Shrinkage Prior for Sparse Covariances with Posterior Minimax Rates

Kyoungjae Lee, Seongil Jo, Jaeyong Lee

Statistical inference for sparse covariance matrices is crucial to reveal dependence structure of large multivariate data sets, but lacks scalable and theoretically supported Bayes…

stat.ME2020

Robust Sparse Bayesian Infinite Factor Models

Jaejoon Lee, Jaeyong Lee

Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed…

stat.ME2017★ 1 cited

Multilevel Monte Carlo in Approximate Bayesian Computation

Ajay Jasra, Seongil Jo, David Nott +2

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte…