HOMEPAGE OF KENGO KAMATANI

I was born in San Diego, California, and spent most of my life in Tokyo until 30, and moved to Osaka. I graduated Math Course at U. Tokyo and then graduated Math Sciences MSc and DPhil degrees at U. Tokyo under the supervision of Prof. Nakahiro Yoshida. Currently working as an associate professor at Osaka U. I am also a member of MMDS and IDS.

Oct 2011 - Mar 2014, Assistant Professor (Kano Lab.) and then Apr 2014 Associate Professor (until Mar 2019 講師 and then Apr 2019 准教授 Uchida Lab.) at Graduate School of Engineering Science, Osaka U.
Apr 2009 - Oct 2011, Project Research Associate at Graduate School of Mathematical Sciences, U. Tokyo (BNP Paribas)
Apr 2007 - Mar 2009, JSPS Research Fellow for Young Scientists (Apr 2007 - Sep 2008 DC2, Oct 2008 - 2009 PD)

2018- Associate Editor, Journal of/Advances in Applied Probability
2019- Associate Editor, Foundations of Data Science

Ph.D. Mathematical Sciences, 2008, Advisor: Nakahiro Yoshida, U.Tokyo

An organized session Robust Markov chain Monte Carlo methods is accepted at BayesComp, 7-10 Jan 2020 at Florida. The seakers are Emilia Pompe, Björn Sprungk and myself. I would like to thank Daniel Rudolf and Krzysztof Łatuszyński for this session organize.

Invited paper session Bayesian inference for stochastic processes was accepted at 62nd ISI World Statistics Congress 18-23 Aug 2019 at Malaysia. The speakers were Wei Pan, Ajay Jasra, Frank van der Meulen, and Alex Thiery.

An organized session Piecewise deterministic Monte Carlo methods was accepted at EMS 22-26 July at Palermo, Sicily. The sperkers were Christophe Andrieu (Hypocoercivity of some PDMP Monte Carlo), Joris Bierkens (Spectral theory of the zigzag sampler), George Deligiannidis (The bouncy particle sampler and randomized HMC), Alain Durmus (On PDMP and their invariant measure), Christopher Sherlock (Hug and Hop: explicit, non-reversible, contour-hugging MCMC) and myself (High-dimensional scaling limits of piecewise deterministic sampling algorithms).

As a CREST team session, another session YUIMA package: high-frequency and computational statistics is also accepted. The speakers were Shoichi Eguchi (Stepwise model selection for SDEs in YUIMA), Emanuele Guidotti (Towards coding of the asymptotic expansion formula in YUIMA), Yuta Koike (High-dimensional covariance estimation in YUIMA package), Yuma Uehara (Noise estimation for ergodic Levy driven SDE in YUIMA package) and Lorenzo Mercuri (Finite mixture approximation of CARMA(p,q) model).

An organized session Monte Carlo methods for complicated target distributions was accepted at 4th ISBA-EAC 13-14 July at Kobe, Japan. The sperkers were Krzysztof Łatuszyński (Bayesian Inference for Intractable Likelihood Models), Daniel Paulin (Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler) and myself (Analysis of Markov Chain Monte Carlo Method with Heavy-tailed Target Distributions). Photos are here.

An organized invited session Computational statistical inference for stochastic processes was held at EcoSta 2019 in 25-27 June at Taichung, Chinese Taipei. The speakers were Shoichi Eguchi (Consistent model selection for ergodic diffusions in data driven time scale), Yan Liu (A bootstrap test for sphericity of time series), Benjamin Poignard (The finite sample properties of sparse M-estimators with pseudo-observations) and Yasutaka Shimizu (Maximum composite likelihood estimation for determinantal point processes). Some speakers were affected by taffic control due to 2019 G-20 summit at Osaka and EVA air flight attendants' strike.

Bayesian Computation for High-Dimensional Statistical Models, 27 Aug - 21 Sep 2018, Singapore, was jointly organized by Alexandros Beskos, Hock Peng Chan, Dan Crisan, Ajay Jasra, Kody Law, David Nott and Sumeetpal Singh. This unique event consisted of the opening workshop, the two-week reading group, and the closing workshop. The exciting meeting brought together over 100 participants in the world which focuses topics on Bayesian computation in the future such as the data assimilation in high-dimension, non-reversible MCMC, and approximate Bayesian inference.

CREST Workshop 大規模統計モデリングと計算統計V (Japanese), 5 Sep 2018, Osaka, Japan, jointly organized by Hiroki Masuda. There were various topics from asymptotic statistical theory to applicative statistics. Unfortunately, the first day of the meeting was canceled due to the damage caused by Typhoon Jebi. The effect was so strong that some speakers had to sleep without air conditioning because of the breakdown. Despite the difficulties, most of the speakers were able to attend the second day and we had a fantastic high-level workshop.

Mini Symposium Monte Carlo Methods, at The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications at Taipei (5 July - 9 July 2018), jointly organized by Ajay Jasra and Kody Law.

企画セッション, 高次元かつ複雑なデータの統計解析, 日本統計学会連合大会, 7 Sep, 2016

Special Invited Session at The 9th Conference of the Asian Regional Section of the IASC - IASC-ARS2015, 17-19 Dec, 2015, Singapore

Statistics Young Summer Seminar 2012 (Japanese), 2 Aug - 5 Aug 2012 in Atami, Japan, jointly organized by Kentaro Tanaka

Seminar on Probability and Statistics at University of Tokyo from April 2005- March 2017 jointly organized by Nakahiro Yoshida

I am a developer of Yuima Package, which is a project for simulation and inference of multidimensional stochastic differential equations in R.