PhD, Department of Statistics, Seoul National University (2015)
BSc, Department of Mathematics Education, Seoul National University (2015)
Experience
Assistant Professor, Department of Statistics, Sookmyung Women's University (2019-2023)
Research Scientist, Data Labs, SK Telecom (2018-2019)
Postdoctoral Fellow, Public Health Sciences Divison, Fred Hutchinson Cancer Research Center (2016-2018)
Journal Articles
(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
Conference Paper
(2023)
Semi-Parametric Contextual Pricing Algorithm using Cox Proportional Hazards Model.
International Conference on Machine Learning.
UNITED STATES
