[IS05] Statistical methods for covariances and other dependence structures2/24 14:00-15:40(JST: UTC+9)
Room: RY103

Organizer and Chair: Jaeyong Lee (Seoul National University)

• Semi-parametric contextual bandits with graph-Laplacian regularization
  Young-Geun Choi (Sookmyung Women's University, South Korea), Gi-Soo Kim (UNIST, South Korea), Seunghoon Paik (UC Berkeley, USA), Myunghee Cho Paik (Seoul National University, South Korea)
• Scalable and optimal Bayesian inference for sparse covariance matrices via screened beta-mixture prior
  Kyoungjae Lee (Sungkyunkwan University, South Korea), Seongil Jo (Inha University, South Korea), Jaeyong Lee (Seoul National University, South Korea)
• An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
  Young-Geun Choi (Sookmyung Women's University, South Korea), Seunghwan Lee, Donghyeon Yu (Inha University, South Korea)
• Bayesian optimal two-sample tests in high-dimension
  Kyoungjae Lee (Sungkyunkwan University, South Korea), Kisung You (Yale School of Medicine, USA), Lizhen Lin (University of Notre Dame, USA)