Hi, I’m Jaeyeong Lee.

I am a Ph.D. candidate in Industrial & Systems Engineering at KAIST, advised by Prof. Heeyoung Kim. My research lies at the intersection of statistics and machine learning, with a broad goal of developing statistical foundations of learning in function space. I am particularly interested in Bayesian deep learning and Bayesian nonparametrics from a function-space perspective. I also study stochastic systems, including temporal and spatio-temporal dynamics, with applications to industrial systems.

Selected Publications

Journal Articles

Conference Proceedings

CIKM

GT-PSSM: Unified Probabilistic Framework for Stochastic Dynamics Modeling and Dependency Learning in Multivariate Time Series Anomaly Detection

W. Koo, J. Lee, T. Yoon, H. Kim

35th International ACM Conference on Knowledge and Information Management (CIKM 2026), accepted.

Work in Preparation

PREP.

Function-Space Priors for Bayesian Neural Networks via Entropic Lifting and PAC-Bayes Selection

J. Lee, H. Kim

In preparation for submission to ICLR 2027.

Education

Feb. 2024 – Present

KAIST

Ph.D. Candidate in Industrial & Systems Engineering

Advisor: Prof. Heeyoung Kim

Mar. 2022 – Feb. 2024

KAIST

M.S. in Industrial & Systems Engineering

Advisor: Prof. Heeyoung Kim

Mar. 2016 – Feb. 2022

KAIST

B.S. in Mathematical Sciences / Computer Science

Research

Bayesian Deep Learning

Bayesian Neural Networks · Function-Space Priors · Uncertainty Quantification · Bayesian Learning Theory

Bayesian Nonparametrics

Gaussian Processes · Nonparametric Priors · Posterior Contraction · Asymptotic Theory

Stochastic Systems

Stochastic Processes · Time Series · Spatio-Temporal Processes · Continuous-Time Dynamics

Talks & Presentations

International

  • J. Lee, T. Yoon, W. Koo, and H. Kim, “Knowledge-Assisted Multi-Graph Structure Learning for Multivariate Time Series Anomaly Detection in Multi-Stage Industrial Processes,” INFORMS Annual Meeting, Atlanta, Georgia, Oct. 26–29, 2025. (Invited Talk)

Domestic

  • 이재영, 김희영, “불규칙 시공간 데이터 예측을 위한 베이지안 연속 동적 모델,” 대한산업공학회 추계학술대회, 대전, 2025.
  • 이재영, 구원모, 김희영, “다단계 산업 공정 이상탐지를 위한 지식 보조 다중 그래프 구조 학습,” 대한산업공학회 추계학술대회, 서울, 2024.