Goda Takashi 合田隆

Researcher Number	50733648
Other IDs	https://orcid.org/0000-0001-6055-8055
Affiliation (Current)	2024: 東京大学, 大学院工学系研究科(工学部), 准教授
Affiliation (based on the past Project Information) *help	2020 – 2023: 東京大学, 大学院工学系研究科(工学部), 准教授 2017 – 2018: 東京大学, 大学院工学系研究科(工学部), 准教授 2016: 東京大学, 大学院工学系研究科(工学部), 助教 2015: 東京大学, 工学(系)研究科(研究院), 助教
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics
Keywords	Principal Investigator マルチレベルモンテカルロ法 / 準モンテカルロ法 / ロバスト統計 / 数理統計学 / 一様分布性 / 乱択化 / 高次元問題 / 数値積分 / 不偏推定 / 確率的近似法 … More / ベイズ実験計画 / ベイズ実験計画法 / 入れ子型期待値 / 確率的勾配降下法 / 確率的最適化 / モンテカルロ法 / 対称変量法 / 部分完全情報の期待価値 / テント変換 / 情報の期待価値 / テント写像 / 格子則 / リチャードソン補外 / Walsh解析 / 高次収束 / 準モンテカルロ Less

New developments in quasi-Monte Carlo methods through applications of mathematical statisticsPrincipal Investigator
- Principal Investigator
  
  合田隆
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The University of Tokyo
Novel development in stochastic optimization using multilevel Monte Carlo methodsPrincipal Investigator
- Principal Investigator
  
  Goda Takashi
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The University of Tokyo
Construction of quasi-Monte Carlo rules achieving high-order convergence with applicationsPrincipal Investigator
- Principal Investigator
  
  Goda Takashi
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  The University of Tokyo

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015

All Journal Article Presentation

[Journal Article] A Universal Median Quasi-Monte Carlo Integration2024
- Author(s)
  Takashi Goda, Kosuke Suzuki, Makoto Matsumoto
- Journal Title
  
  SIAM Journal on Numerical Analysis
  
  Volume: 62 Issue: 1 Pages: 533-566
- DOI
  10.1137/22m1525077
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K03210
[Journal Article] The Sobol’ sequence is not quasi-uniform in dimension 22024
- Author(s)
  Takashi Goda
- Journal Title
  
  Proceedings of the American Mathematical Society
  
  Volume: - Issue: 8 Pages: 3209-3213
- DOI
  10.1090/proc/16816
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K03210
[Journal Article] Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization2023
- Author(s)
  Takashi Goda Takashi, Wataru Kitade
- Journal Title
  
  Mathematics and Computers in Simulation
  
  Volume: 204 Pages: 743-763
- DOI
  10.1016/j.matcom.2022.09.012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series2023
- Author(s)
  Takashi Goda
- Journal Title
  
  Proceedings of the American Mathematical Society
  
  Volume: -
- DOI
  10.1090/proc/16444
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] An efficient estimation of nested expectations without conditional sampling2023
- Author(s)
  Tomohiko Hironaka, Takashi Goda
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 421 Pages: 114811-114811
- DOI
  10.1016/j.cam.2022.114811
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Improved bounds on the gain coefficients for digital nets in prime power base2023
- Author(s)
  Takashi Goda, Kosuke Suzuki
- Journal Title
  
  Journal of Complexity
  
  Volume: 76 Pages: 101722-101722
- DOI
  10.1016/j.jco.2022.101722
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights2022
- Author(s)
  Takashi Goda, Pierre L'Ecuyer
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 44 Issue: 4 Pages: A2765-A2788
- DOI
  10.1137/22m1473625
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate2022
- Author(s)
  Josef Dick, Takashi Goda, Kosuke Suzuki
- Journal Title
  
  Mathematics of Computation
  
  Volume: 91 Pages: 2771-2801
- DOI
  10.1090/mcom/3769
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744, KAKENHI-PROJECT-20K14326
[Journal Article] A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions2022
- Author(s)
  Takashi Goda
- Journal Title
  
  Journal of Complexity
  
  Volume: 72 Pages: 101647-101647
- DOI
  10.1016/j.jco.2022.101647
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs2022
- Author(s)
  Takashi Goda, Tomohiko Hironaka, Wataru Kitade, Adam Foster
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 44 Issue: 1 Pages: A286-A311
- DOI
  10.1137/20m1338848
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] A simple algorithm for global sensitivity analysis with Shapley effects2021
- Author(s)
  Takashi Goda
- Journal Title
  
  Reliability Engineering & System Safety
  
  Volume: 213 Pages: 107702-107702
- DOI
  10.1016/j.ress.2021.107702
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Probabilistic threshold analysis by pairwise stochastic approximation for decision-making under uncertainty2021
- Author(s)
  Takashi Goda, Yuki Yamada
- Journal Title
  
  Scientific Reports
  
  Volume: 11 Issue: 1 Pages: 19671-19671
- DOI
  10.1038/s41598-021-99089-z
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] Toeplitz Monte Carlo2021
- Author(s)
  Josef Dick, Takashi Goda, Hiroya Murata
- Journal Title
  
  Statistics and Computing
  
  Volume: 31 Issue: 1 Pages: 1-15
- DOI
  10.1007/s11222-020-09987-x
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Journal Article] On the separability of multivariate functions2019
- Author(s)
  Takashi Goda
- Journal Title
  
  Mathematics and Computers in Simulation
  
  Volume: 159 Pages: 210-219
- DOI
  10.1016/j.matcom.2018.11.015
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Richardson extrapolation allows truncation of higher order digital nets and sequences2019
- Author(s)
  Takashi Goda
- Journal Title
  
  IMA Journal of Numerical Analysis
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Lattice rules in non-periodic subspaces of Sobolev spaces2019
- Author(s)
  T. Goda, K. Suzuki, T. Yoshiki
- Journal Title
  
  Numerische Mathematik
  
  Volume: 141(2) Issue: 2 Pages: 399-427
- DOI
  10.1007/s00211-018-1003-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17J00466, KAKENHI-PROJECT-15K20964
[Journal Article] Richardson Extrapolation of Polynomial Lattice Rules2019
- Author(s)
  Josef Dick, Takashi Goda, Takehito Yoshiki
- Journal Title
  
  SIAM Journal on Numerical Analysis
  
  Volume: 57 Issue: 1 Pages: 44-69
- DOI
  10.1137/17m1138601
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods2018
- Author(s)
  Goda Takashi、Murakami Daisuke、Tanaka Kei、Sato Kozo
- Journal Title
  
  Computational Geosciences
  
  Volume: 印刷中 Issue: 4 Pages: 1009-1020
- DOI
  10.1007/s10596-018-9735-7
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI2018
- Author(s)
  Michael B. Giles, Takashi Goda
- Journal Title
  
  Statistics and Computing
  
  Volume: 印刷中 Issue: 4 Pages: 739-751
- DOI
  10.1007/s11222-018-9835-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Computing the variance of a conditional expectation via non-nested Monte Carlo2017
- Author(s)
  Takashi Goda
- Journal Title
  
  Operations Research Letters
  
  Volume: 45 Issue: 1 Pages: 63-67
- DOI
  10.1016/j.orl.2016.12.002
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences2017
- Author(s)
  Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
- Journal Title
  
  Foundations of Computational Mathematics
  
  Volume: 印刷中 Issue: 2 Pages: 433-458
- DOI
  10.1007/s10208-017-9345-0
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Construction of interlaced polynomial lattice rules for infinitely differentiable functions2017
- Author(s)
  Dick Josef、Goda Takashi、Suzuki Kosuke、Yoshiki Takehito
- Journal Title
  
  Numerische Mathematik
  
  Volume: 137 Issue: 2 Pages: 257-288
- DOI
  10.1007/s00211-017-0882-x
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964, KAKENHI-PROJECT-17J02651
[Journal Article] Quasi-Monte Carlo integration for twice differentiable functions over a triangle2017
- Author(s)
  Goda Takashi、Suzuki Kosuke、Yoshiki Takehito
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 454 Issue: 1 Pages: 361-384
- DOI
  10.1016/j.jmaa.2017.04.051
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K20964, KAKENHI-PROJECT-17J00466
[Journal Article] Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness2016
- Author(s)
  Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
- Journal Title
  
  IMA Journal of Numerical Analysis
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] Quasi-Monte Carlo integration using digital nets with antithetics2016
- Author(s)
  Takashi Goda
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 304 Pages: 26-42
- DOI
  10.1016/j.cam.2016.02.048
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] The b-adic symmetrization of digital nets for quasi-Monte Carlo integration2016
- Author(s)
  Takashi Goda
- Journal Title
  
  Uniform Distribution Theory
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K20964
[Journal Article] An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands2016
- Author(s)
  Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
- Journal Title
  
  SIAM Journal on Numerical Analysis
  
  Volume: 54 Issue: 4 Pages: 2664-2683
- DOI
  10.1137/16m1060807
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] A universal numerical integration by digital nets2023
- Author(s)
  Takashi Goda
- Organizer
  Foundations of Computational Mathematics 2023 conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K03210
[Presentation] Polynomial tractability for integrating functions with slowly decaying Fourier series2023
- Author(s)
  Takashi Goda
- Organizer
  10th International Congress on Industrial and Applied Mathematics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K03210
[Presentation] Multilevel Monte Carlo methods for estimating the expected value of information2022
- Author(s)
  Takashi Goda
- Organizer
  SIAM Conference on Uncertainty Quantification (UQ22)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Presentation] Construction-free median lattice rules2022
- Author(s)
  Takashi Goda
- Organizer
  15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Presentation] Efficient debiased evidence estimation by multilevel Monte Carlo sampling2021
- Author(s)
  Kei Ishikawa, Takashi Goda
- Organizer
  Thirty-Seventh Conference on Uncertainty in Artificial Intelligence
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Presentation] Multilevel Monte Carlo methods for efficient nested simulations2021
- Author(s)
  Takashi Goda
- Organizer
  Satellite Bayesian/Monte Carlo workshop on Statistical modeling for stochastic processes and related fields
- Data Source
  KAKENHI-PROJECT-20K03744
[Presentation] Two applications of multilevel Monte Carlo methods to Bayesian experimental designs2020
- Author(s)
  Tomohiko Hironaka, Takashi Goda
- Organizer
  14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2020)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03744
[Presentation] Optimal order digital nets and sequences2018
- Author(s)
  Takashi Goda
- Organizer
  RICAM Special Semester "Multivariate Algorithms and their Foundations in Number Theory"
- Invited
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] 高次準モンテカルロ法へのリチャードソン加速の応用2018
- Author(s)
  合田隆
- Organizer
  乱数・準乱数とその周辺
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] マルチレベルモンテカルロ法とEVPPI推定への応用2018
- Author(s)
  合田隆
- Organizer
  数値解析セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Quasi-Monte Carlo integration over a triangle2018
- Author(s)
  Takashi Goda
- Organizer
  13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Richardson extrapolation of polynomial lattice rules for smooth functions2017
- Author(s)
  Takashi Goda
- Organizer
  ESI Program on Tractability of High Dimensional Problems & Discrepancy
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Optimal order quasi-Monte Carlo integration for smooth functions2017
- Author(s)
  Takashi Goda
- Organizer
  International Conference on Monte Carlo Methods and Applications (MCM 2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Optimal order quadrature error bounds for higher order digital nets and sequences2017
- Author(s)
  Takashi Goda
- Organizer
  7th Workshop on High-Dimensional Approximation
- Place of Presentation
  The University of New South Wales, Sydney
- Year and Date
  2017-02-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] 準モンテカルロ法の基礎から工学的応用の可能性まで2017
- Author(s)
  合田隆
- Organizer
  日本OR学会2017年度中部支部シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Antithetic sampling for quasi-Monte Carlo integration using digital nets2016
- Author(s)
  Takashi Goda
- Organizer
  12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
- Place of Presentation
  Stanford University, California
- Year and Date
  2016-08-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] Construction of interlaced polynomial lattice rules achieving accelerating convergence for a class of innitely smooth functions2015
- Author(s)
  Takashi Goda, Josef Dick, Kosuke Suzuki, Takehito Yoshiki
- Organizer
  Information-based complexity
- Place of Presentation
  Bedlewo, Poland
- Year and Date
  2015-04-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964
[Presentation] The b-adic tent transformation for digital nets2015
- Author(s)
  Takashi Goda, K. Suzuki, T. Yoshiki
- Organizer
  10th IMACS Seminar on Monte Carlo Methods
- Place of Presentation
  Linz, Austria
- Year and Date
  2015-07-06
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K20964

1. DICK Josef

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
2. SUZUKI Kosuke

# of Collaborated Projects: 1 results

# of Collaborated Products: 7 results
3. YOSHIKI Takehito

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
4. GILES Michael

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Goda Takashi 合田 隆

Research Projects

Research Products

Co-Researchers

New developments in quasi-Monte Carlo methods through applications of mathematical statisticsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Novel development in stochastic optimization using multilevel Monte Carlo methodsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Construction of quasi-Monte Carlo rules achieving high-order convergence with applicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] A Universal Median Quasi-Monte Carlo Integration2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] The Sobol’ sequence is not quasi-uniform in dimension 22024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] An efficient estimation of nested expectations without conditional sampling2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Improved bounds on the gain coefficients for digital nets in prime power base2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A simple algorithm for global sensitivity analysis with Shapley effects2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Probabilistic threshold analysis by pairwise stochastic approximation for decision-making under uncertainty2021

Author(s)

Journal Title

Goda Takashi 合田隆