Johan Lim



I am a statistician working at Department of Statistics, Seoul National University from 2008. Before join SNU, I worked at Texas A&M University (2003-06) and Yonsei Univeristy (2006-07). Here is my resume.

Research

covariance matrix; fused lasso regression; hidden Markov models; high dimensional multivariate statistics; order related statistical Inference; ranked set sampling.

Contact

Office: Rm 434 at Bldg. 25.
Email: "johanlim at snu.ac.kr" or "yohanlim at gmail.com"
Phone: (02) 880-2625   Fax: (02) 883-6144.

Teaching (2021-Spring, Fall)

No teaching.

Selected Papers   (complete list)


Hidden Variable Models and Their Applications. (2003) Ph.D. Dissertation, Department of Statistics , Stanford University. (Advisors : Prof. Dembo and Prof. Lai)

Concomitant of Multivariate order statistics with application to judgment post-stratification. (2006) with Wang, X. and Stokes, L. and Chen, M. JASA , 101, 1693-1704.

Forming post-strata via Bayesian treed capture-recapture model. (2006) with Wang, X. and Stokes, L. Biometrika , 93, 861-876.

A nonparametric mean estimator for judgment post-stratified data (2008) with X. Wang and L. Stokes. Biometrics , 64, 355-363.

Estimation of stochastically ordered survival functions by geometric programming. (2009) with Kim, SJ and Wang, X. JCGS, 18(4), 978-994. Supplementary Materials

Covariance adjustemnt in Gaussian mixture compressed domain for noisy image segmentation. (2009) with Pyun K.S. and Gray, R.M. IEEE-TIP., 18, 1385-1394

Regularizing sample estimates of covariance matrices by condition number. (2013) with Won, J.H., Kim, S.J., and Rajaratnam, B. JRSS-B, 75, 427-450.

High-dimensional fused lasso regression using majorization-minimization and parallel processing (2015). with Yu. D. et al. JCGS, 24(1), 121-153.

Asymptotically efficient parameter estimation in hidden Markov spatio-temporal random fields. (2015) with T.Lai. Statistica Sinica, 25, 403-425.

Using ranked set sampling with clustered randomized designs for improved inference on treatment effects. (2016) with X. Wang and L. Stokes, JASA, 111, 1576-1590.

Large-scale structured sparsity via parallel fused lasso on multiple GPU. (2017) with Lee,T. et al., JCGS, 26(4), 851-864.

Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. (2019) with Choi, Y-G. et al. JMVA,171, 234-249.

Estimating high-dimensional covariance and precision matrices under general missing dependence (2021) with Park, S.O. and Wang, X. To appear in EJS.

Cross covariance matrix estimation for directional integration of dual-omics data. (2021) with Cho, S-H et al.

Talks   (complete list)

Local OC "World Congress of Probability and Statistics, 2021", July. 2021, Seoul, Korea.

63rd ISI-WSC session organizer of "Inference on highdimensional covariance matrix", July, Virtual

Links
MV Stat. Group at SNU   Statistics, SNU.   Korean. Stat. Soc.   MySNU   Teaching ETL   Korean Research Foundation   Stat. Journal