Kyoungjae Lee | DeepAI

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Featured Co-authors

David Dunson
40 publications
Lizhen Lin
37 publications
Jaeyong Lee
19 publications
Xuan Cao
14 publications
Kisung You
10 publications
Minwoo Chae
7 publications
Kwangmin Lee
5 publications
Seongil Jo
4 publications

∙ 06/26/2022

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

In this paper, we propose a scalable Bayesian method for sparse covarian...

0 Kyoungjae Lee, et al. ∙

∙ 03/14/2022

Bayesian inference on hierarchical nonlocal priors in generalized linear models

Variable selection methods with nonlocal priors have been widely studied...

0 Xuan Cao, et al. ∙

∙ 03/14/2022

Consistent and scalable Bayesian joint variable and graph selection for disease diagnosis leveraging functional brain network

We consider the joint inference of regression coefficients and the inver...

0 Xuan Cao, et al. ∙

∙ 12/05/2021

Bayesian Optimal Two-sample Tests in High-dimension

We propose optimal Bayesian two-sample tests for testing equality of hig...

0 Kyoungjae Lee, et al. ∙

∙ 09/24/2021

Scalable Bayesian high-dimensional local dependence learning

In this work, we propose a scalable Bayesian procedure for learning the ...

0 Kyoungjae Lee, et al. ∙

∙ 03/11/2021

Estimation of Conditional Mean Operator under the Bandable Covariance Structure

We consider high-dimensional multivariate linear regression models, wher...

0 Kwangmin Lee, et al. ∙

∙ 01/12/2021

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

Statistical inference for sparse covariance matrices is crucial to revea...

0 Kyoungjae Lee, et al. ∙

∙ 11/25/2020

Post-Processed Posteriors for Banded Covariances

We consider Bayesian inference of banded covariance matrices and propose...

0 Kwangmin Lee, et al. ∙

∙ 08/30/2020

Bayesian High-dimensional Semi-parametric Inference beyond sub-Gaussian Errors

We consider a sparse linear regression model with unknown symmetric erro...

0 Kyoungjae Lee, et al. ∙

∙ 08/14/2020

Bayesian joint inference for multiple directed acyclic graphs

In many applications, data often arise from multiple groups that may sha...

0 Kyoungjae Lee, et al. ∙

∙ 04/20/2020

Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates

We consider the joint sparse estimation of regression coefficients and t...

0 Xuan Cao, et al. ∙

∙ 04/17/2020

Bayesian inference for high-dimensional decomposable graphs

In this paper, we consider high-dimensional Gaussian graphical models wh...

0 Kyoungjae Lee, et al. ∙

∙ 12/04/2019

Bayesian Group Selection in Logistic Regression with Application to MRI Data Analysis

We consider Bayesian logistic regression models with group-structured co...

0 Kyoungjae Lee, et al. ∙

∙ 11/15/2018

Minimax Posterior Convergence Rates and Model Selection Consistency in High-dimensional DAG Models based on Sparse Cholesky Factors

In this paper, we study the high-dimensional sparse directed acyclic gra...

0 Kyoungjae Lee, et al. ∙

∙ 09/10/2018

Maximum Pairwise Bayes Factors for Covariance Structure Testing

Hypothesis testing of structure in covariance matrices is of significant...

0 Kyoungjae Lee, et al. ∙

∙ 04/23/2018

Bayesian Test and Selection for Bandwidth of High-dimensional Banded Precision Matrices

Assuming a banded structure is one of the common practice in the estimat...

0 Kyoungjae Lee, et al. ∙