Talks [2016Apr-2017Mar]

April

• Kengo Kamatani: Reversible Proposal Mcmc in High Dimension, SIAM Conference on Uncertainty Quantification 2016, SwissTech Convention Center, Lausanne, Switzerland, 2016.4.6

June

• Hiroki Masuda: On Schwarz type model comparison, Dynstoch meeting 2016, University Rennes 2, France, 2016.6.9
• Masayuki Uchida, Adaptive estimation for small diffusion processes DYNSTOCH Meeting 2016, University Rennes 2, France, 2016.06.09
• Shoichi Eguchi: Schwarz-type model comparison for LAQ models, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, Chinese University of Hong Kong, 2016.6.27
• Hiroki Masuda: On Asymptotics of multivariate non-Gaussian quasi-likelihood, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, 2016.6.28
• Kengo Kamatani: Some properties of the mixed preconditioned Crank-Nicolson algorithm, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, China, 2016.6.28
• Yuma Uehara: Stepwise estimation of ergodic Lévy driven SDE, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, 2016.6.28
• Yusuke Shimizu: Mighty convergence in mixed-rates asymptotics, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, 2016.6.30
• Masayuki Uchida, Hybrid type estimation for diffusion type processes based on high frequency data, The 4th IMS-APRM Chinese University of Hong Kong, China, 2016.06.30

July

• Masayuki Uchida, Adaptive Bayes estimators for small diffusion processes based on sampled data, 9th World Congress of Probability and Statistics, The Fields Institute, Canada, 2016.07.12
• Hiroki Masuda: On Asymptotics of multivariate non-Gaussian quasi-likelihood, World Congress in Probability and Statistics, The Fields Institute, Toronto, 2016.7.13

August

• 江口 翔一: エルゴード的拡散過程の二段階Bayes評価, 統計サマーセミナー2016, サヤン・テラス ホテル&リゾート, 2016.8.9
• 増田 弘毅: SDE and statistical model assessment, RIMS共同研究「統計的モデリングと予測理論のための統合的数理研究」, RIMS, 2016.8.10

September

• 上原 悠槙: エルゴード的Lévy駆動型確率微分方程式の係数分離型推定, 統計関連学会連合大会, 金沢大学, 2016.9.5
• 江口 翔一: エルゴード的拡散過程の二段階Bayes評価, 2016年度統計関連学会連合大会, 金沢大学, 2016.9.5
• 鎌谷研吾, マルコフ連鎖モンテカルロ法の高次元解析, 日本統計学会, 金沢大学，石川県, 2016.09.06
• 清水 優祐: 確率微分方程式の正則化推定について, 2016年度統計関連学会連合大会, 金沢大学, 2016.9.6
• Masayuki Uchida, Bayes type estimators and hybrid estimators for diffusion processes based on reduced data, Advances in Statistics of Random Processes, Universite du Maine, Fracne, 2016.09.08
• Hiroki Masuda: On regularized estimation of ergodic diffusion process, Advances in Statistics of Random Processes, Workshop in honor of Yury Kutoyants’ 70th birthday, Le Mans, 2016.9.8

October

• Hiroki Masuda: Locally stable regression without ergodicity and finite moments, Hokkaido International Symposium “Recent Developments of Statistical Theory in Statistical Science”, Hokkaido University, 2016.10.28
• Yuma Uehara: Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models, Hokkaido International Symposium “Recent Developments of Statistical Theory in Statistical Science”, Hokkaido University, 2016.10.29

November

• 上原 悠槙: モデル誤特定下におけるLévy型SDEの推測理論, 高精度情報抽出のための統計理論・方法論とその応用, 九州大学, 2016.11.18

December

• 清水 優祐: 混合収束確率場をもつ正則化推定量の漸近挙動, 第21回情報・統計科学シンポジウム, 九州大学, 2016.12.2
• Hiroki Masuda: Stepwise estimation and assessment of Lévy driven SDE, CMStatistics 2016 University of Seville, 2016.12.10
• Masayuki Uchida, Hybrid estimators for discretely observed small diffusion processes, CMStatistics 2016, University of Seville, Spain, 2016.12.10

2017 January

• Hiroki Masuda: Remarks on Gaussian quasi-likelihood inference for Lévy driven SDE, Asymptotic Statistics and Computations 2017, University of Tokyo, 2017.1.31

2017 February

• 上原 悠槙: 係数誤特定非正規SDEモデルの統計的推測, JST CREST AIP チャレンジシンポジウム「ビッグデータ利活用のための基盤構築とその応用」, 名古屋工業大学, 2017.2.17