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현직교수

이재용 교수

Jaeyong Lee

연구분야베이즈통계
주소25-314
연락처880-1321
이메일jylc@snu.ac.kr
RESEARCH AREAS

베이즈 통계(Bayesian statistics)

고차원 모형의 통계적 추론(High-dimensional statistical inference)

미분방정식 모형(Differential equation models)

비모수 베이즈 모형(Nonparametric Bayesian models)

DEGREES
퍼듀대학교 통계학과 박사
네브라스카 주립대학 수학통계학과 통계학전공 석사
서울대학교 계산통계학과 통계학전공 석사
서울대학교 계산통계학과 학사
BIOGRAPHY
2010. 10 – 현재.
서울대학교 통계학과 교수
2005. 10 – 2010.09.
서울대학교 통계학과 부교수
2003. 07 – 2005. 09.
서울대학교 통계학과 조교수
2000. 08 – 2003. 07.
펜실베니아 주립대학 통계학과 (Pennsylvania State University, Department of Statistics) 조교수
1999. 08 – 2000. 08
듀크 대학교 통계학과 (Duke University, ISDS) 방문 조교수
1998. 08 – 1999. 08.
듀크 대학교 통계학과 연구원 (Research Associate)

1998. 08 – 2000. 08.

미국 국립 통계연구소 (National Institute of Statistical Sciences) 박사후 연구원
LATEST ACHIEVEMENTS

Youngseon Lee, Shuhei Mano and Jaeyong Lee. (2020.06). Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels. JKSS, 49(2), 516-536.

Minchul Kim and Jaeyong Lee. (2020.03). Hamiltonian Markov Chain Monte Carlo for Multiple GPUs with Application to Bayesian Deep Neural Nets. JKSS, 49(1), 139-160.

Kyoungjae Lee and Jaeyong Lee. (2021.01).  Estimating large precision matrices via modified Cholesky decomposition. Statistica Sinica, 31, 173-196.

Jaeyong Lee and Steven N. MacEachern. (2020.06) A New Proof of the Stick-Breaking Construction of Dirichlet Processes. JKSS, 49(2), 389-394.

Kyoungjae Lee, Jaeyong Lee and Lizhen Lin. (2019.12) Minimax Posterior Convergence Rates and Model Selection Consistency in High-dimensional DAG Models based on Sparse Cholesky Factors. Annals of Statistics, 47(6), 3413-3437.

Kyoungjae Lee and Jaeyong Lee.(2018). Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices. Bayesian Analysis, 13(4), 1215-1233.

SELECTED PUBLICATIONS

Kyoungjae Lee and Jaeyong Lee. (2021.01).  Estimating large precision matrices via modified Cholesky decomposition. Statistica Sinica, 31, 173-196.

Jaeyong Lee and Steven N. MacEachern. (2020.06) A New Proof of the Stick-Breaking Construction of Dirichlet Processes. JKSS, 49(2), 389-394.

Kyoungjae Lee, Jaeyong Lee and Lizhen Lin. (2019.12) Minimax Posterior Convergence Rates and Model Selection Consistency in High-dimensional DAG Models based on Sparse Cholesky Factors. Annals of Statistics, 47(6), 3413-3437.

Kyoungjae Lee and Jaeyong Lee.(2018).  Optimal Bayesian Minimax Rates for Unconstrained Large Covariance Matrices. Bayesian Analysis, 13(4), 1215-1233.

Kyoungjae Lee, Jaeyong Lee and Sarat C. Dass. (2018, November). Inference for Differential Equation Models using Relaxation via Dynamical Systems. Computational Statistics and Data Analysis, 177, 

Seongil Jo, Jaeyong Lee, Peter Muller, Fernando A. Quintana & Lorenzo Trippa. (2017). Dependent Species Sampling Models for Spatial Density Estimation. Bayesian Analysis, 12(2), 379-406.

 A. Armagan, D. B. Dunson, Jaeyong Lee, W. U. Bajwa and N. Strawn. (2013). Posterior consistency in linear models under shrinkage priors. Biometrika, 100(4), 1011-1018.

Jaeyong Lee, Fernando A. Quintana, Peter Muller and Lorenzo Trippa. (2013). Defining predictive probability functions for species sampling models. Statistical Science, 28(2), 209-222.

Jaeyong Lee and Hee-Seok Oh. (2013). Bayesian Regression Based on Principal Components for High-Dimensional Data. Journal of Multivariate Analysis, 117, 175-192.

Gun Ho Jang, Jaeyong Lee, Sangyeol Lee (2010). Posterior consistency of species sampling priors. Statistica Sinica. 20, 581-593.

Dongchu Sun, Jaeyong Lee, Paul Speckman (2009). Existence of the MLE and propriety of posteriors for a general multinomial choice model. Statistica Sinica. 19, 731-748.

Taeryon Choi, Jaeyong Lee, Anindya Roy (2009). A note on the Bayes factor in a semiparametric regression model. Journal of Multivariate Analysis. 100, 1316-1327.

Jaeyong Lee. (2007). Sampling methods for neutral to the right processes. JCGS, 16, 3, 656-671.

Yongdai Kim and Jaeyong Lee (2004). Bernstein-von Mises theorem in the right censoring model. Annals of Statistics, 32, 1492-1512.

Jaeyong Lee and Yongdai Kim (2004). A new algorithm to generate beta processes. Computational Statistics and Data Analysis, 47, 441-453.

Sarat C. Dass and Jaeyong Lee (2004). On the consistency of Bayes factors for testing point null versus nonparametric alternatives. Journal of Statistical Planning and Inference, 119, 143-151.

Jaeyong Lee and James O. Berger. (2001). Semiparametric Bayesian analysis of selection models. JASA, 96, 1397-1409.

Yongdai Kim and Jaeyong Lee. (2001). On posterior consistency of survival models. Annals of Statistics, 29, 666-686.

Jaeyong Lee. (2001). On posterior consistency in selection models. Statistica Sinica, 11, 827-842.

AWARDS

2020

한국갤럽학술상. 한국통계학회. 

2005

제 15회 과학기술우수논문상. 한국과학기술단체 총연합회. 
(Science and Technology Excellent Paper Award, The Korea Federation of Science and Technology Societies)

1999

Honarable mention in Leonard J. Savage Thesis Award, Joint Statistical Meeting