교수소개
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- 02-760-0523
- ygchoi@skku.edu
- 교수회관 4층 40418호실
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관심분야
다변량분석, 인과성추론, 다중슬롯머신, 가격결정, 응용통계
학력
- 서울대학교 통계학과 박사 (2015)
- 서울대학교 수학교육과 학사 (2010)
약력/경력
- 숙명여자대학교 통계학과 조교수 (2019-2023)
- SK텔레콤 Data Labs 연구원 (2018-2019)
- Fred Hutchinson Cancer Research Center, Public Health Sciences Divison, 박사후연구원 (2016-2018)
학술지 논문
- (2023) Semi-parametric contextual bandits with graph-Laplacian regularization. INFORMATION SCIENCES. 645
- (2023) Model-based clustering of mixed data with sparse dependence. IEEE ACCESS. 11
- (2022) Estimation and inference on high-dimensional individualized treatment rule in observational data using split-and-pooled de-correlated score. JOURNAL OF MACHINE LEARNING RESEARCH. 23, -
- (2022) The association between statin and COVID-19 adverse outcomes: national COVID-19 cohort in South Korea. ANNALS OF PALLIATIVE MEDICINE. 11, 4
- (2022) An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units. COMPUTATIONAL STATISTICS. 37, 1
- (2022) Simultaneous spatial smoothing and outlier detection using penalized regression, with application to childhood obesity surveillance from electronic health records. BIOMETRICS. 78, 1
- (2021) Test for Uniformity of Exchangeable Random Variables on the Circle. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 50, 2
- (2021) Positive-definite modification of a covariance matrix by minimizing the matrix l(infinity) norm with applications to portfolio optimization. ASTA-ADVANCES IN STATISTICAL ANALYSIS. 105, 4
- (2019) Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. JOURNAL OF MULTIVARIATE ANALYSIS. 171, 1
- (2019) High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 89, 7
- (2019) A GENERAL CLASS FOR QUASI-INDEPENDENCE TESTS FOR LEFT-TRUNCATED RIGHT-CENSORED DATA. STATISTICA SINICA. 29, 2
- (2017) Generalized estimating equations with stabilized working correlation structure. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 106, 2
- (2017) Regularized LRT for large scale covariance matrices: One sample problem. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. 180, 1
학술회의논문
- (2023) Semi-Parametric Contextual Pricing Algorithm using Cox Proportional Hazards Model. International Conference on Machine Learning. 미국