• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Kamatani Kengo  鎌谷 研吾

… Alternative Names

KAMATANI Kengo  鎌谷 研吾

Less
Researcher Number 00569767
Other IDs
  • ORCIDhttps://orcid.org/0000-0002-1537-3446
Affiliation (Current) 2025: 統計数理研究所, 統計基盤数理研究系, 教授
Affiliation (based on the past Project Information) *help 2022 – 2024: 統計数理研究所, 統計基盤数理研究系, 教授
2023: 統計数理研究所, モデリング研究系, 教授
2020 – 2022: 統計数理研究所, モデリング研究系, 准教授
2019: 大阪大学, 基礎工学研究科, 准教授
2014 – 2018: 大阪大学, 基礎工学研究科, 講師 … More
2015: 大阪大学, 大学院基礎工学研究科, 講師
2012 – 2013: 大阪大学, 基礎工学研究科, 助教
2011: 大阪大学, 大学院・基礎工学研究科, 助教
2010: 東京大学, 大学院・数理科学研究科, 特任助教 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Basic Section 60030:Statistical science-related / Medium-sized Section 12:Analysis, applied mathematics, and related fields / Statistical science
Except Principal Investigator
Statistical science / General mathematics (including Probability theory/Statistical mathematics)
Keywords
Principal Investigator
マルコフ連鎖 / ベイズ統計学 / モンテカルロ法 / 確率過程 / Monte Carlo / Markov chain / Stochastic process / Bayesian Statistics / Scalability / Bayesian statistics … More / ハミルトニアン / 隠れマルコフモデル / 統計数学 / Bayesian inference / Stochastic Process / Discretisation / Hamiltonian / Stochastic processes / ビッグデータ / スケーラブル / マルコフ過程 / Random number generation / Monte Carlo method / Scalable Computing / Differential privacy / Exact sampling / 確率論 / 時系列解析 / フィッシャー情報量 / 多変量解析 / Bayesian analysis / 統計数理 / 数理統計学 / 大規模データ / 複雑モデル / 高次元解析 / 漸近理論 / モンテカルロ / ベイズ統計 / ロジスティク回帰 / 混合モデル / 拡散過程 / 局所漸近正規性 / 次世代シーケンサー / カテゴリカルデータ / エルゴード性 / マルコフ連鎖モンテカルロ法 / 漸近展開 … More
Except Principal Investigator
解析学 / 統計数学 / 擬似尤度解析 / 極限定理 / 確率解析 / リミットオーダーブック / リード・ラグ / 点過程 / 超高頻度データ / 疑似尤度解析 / マルチンゲール展開 / ファイナンス / 漸近理論 / 確率過程 / 確率論 / 機械学習 / セミマルチンゲール / ボラティリティ / 非同期共分散推定 / 確率過程の統計学 / Malliavin解析 / 漸近展開 / 欠測メカニズム / 情報量不等式 / 推定方程式の不偏性 / MAR条件の緩和 / 大量欠損 / 代替特性 / 補助変数 / NMAR missing / 傾向スコア / 最尤法 / MLEのバイアス / セミパラメトリック法 / NMAR / sarrogate endpoint / bias of the MLE / NMARness / APB / Missing at random Less
  • Research Projects

    (8 results)
  • Research Products

    (75 results)
  • Co-Researchers

    (18 People)
  •  Analysis for scalable Bayesian calculationsPrincipal Investigator

    • Principal Investigator
      Kamatani Kengo
    • Project Period (FY)
      2021 – 2023
    • Research Category
      Grant-in-Aid for Challenging Research (Exploratory)
    • Review Section
      Medium-sized Section 12:Analysis, applied mathematics, and related fields
    • Research Institution
      The Institute of Statistical Mathematics
  •  Robust quasi-Hamiltonian Monte Carlo MethodsPrincipal Investigator

    • Principal Investigator
      鎌谷 研吾
    • Project Period (FY)
      2020 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      The Institute of Statistical Mathematics
  •  Next generation Monte Carlo methods based on reversible proposal Metropolis-Hastings algorithmsPrincipal Investigator

    • Principal Investigator
      Kamatani Kengo
    • Project Period (FY)
      2016 – 2019
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      Osaka University
  •  Ultra high frequency data and lead-lag

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Challenging Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  New developments of missing data analysis: NMARness and APB

    • Principal Investigator
      Yutaka Kano
    • Project Period (FY)
      2013 – 2015
    • Research Category
      Grant-in-Aid for Challenging Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      Osaka University
  •  Asymptotic analysis of statistical computation methods for hidden Markov modelsPrincipal Investigator

    • Principal Investigator
      Kamatani Kengo
    • Project Period (FY)
      2012 – 2015
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  Theoretical statistics for stochastic processes and limit theorems

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2012 – 2015
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Asymptotic theory for iteration required Monte Carlo algorithmsPrincipal Investigator

    • Principal Investigator
      KAMATANI Kengo
    • Project Period (FY)
      2010 – 2011
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
      The University of Tokyo

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 Other

All Journal Article Presentation Book

  • [Book] モンテカルロ統計計算2020

    • Author(s)
      鎌谷 研吾、駒木 文保
    • Total Pages
      192
    • Publisher
      講談社
    • ISBN
      9784065191835
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Non-reversible guided Metropolis kernel2023

    • Author(s)
      Kamatani Kengo、Song Xiaolin
    • Journal Title

      Journal of Applied Probability

      Volume: - Issue: 3 Pages: 955-981

    • DOI

      10.1017/jpr.2022.109

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Journal Article] High-dimensional scaling limits of piecewise deterministic sampling algorithms2022

    • Author(s)
      Bierkens Joris、Kamatani Kengo、Roberts Gareth O.
    • Journal Title

      The Annals of Applied Probability

      Volume: 32 Issue: 5 Pages: 3361-3407

    • DOI

      10.1214/21-aap1762

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Journal Article] MCMC Algorithms for Posteriors on Matrix Spaces2022

    • Author(s)
      Beskos Alexandros、Kamatani Kengo
    • Journal Title

      Journal of Computational and Graphical Statistics

      Volume: 31 Issue: 3 Pages: 721-738

    • DOI

      10.1080/10618600.2022.2058953

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Journal Article] HAAR-WEAVE-METROPOLIS KERNEL2022

    • Author(s)
      KAMATANI Kengo、SONG Xiaolin
    • Journal Title

      Bulletin of informatics and cybernetics

      Volume: 54 Issue: 1 Pages: 1-31

    • DOI

      10.5109/4755997

    • NAID

      120007193399

    • ISSN
      0286-522X, 2435-743X
    • Language
      English
    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-21K18589, KAKENHI-PROJECT-23K20375
  • [Journal Article] Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions2020

    • Author(s)
      Kamatani Kengo
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 130 Issue: 1 Pages: 297-327

    • DOI

      10.1016/j.spa.2019.03.002

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] On one-dimensional Riccati diffusions2019

    • Author(s)
      Bishop A. N.、Del Moral P.、Kamatani K.、R?millard B.
    • Journal Title

      The Annals of Applied Probability

      Volume: 29 Issue: 2 Pages: 1127-1187

    • DOI

      10.1214/18-aap1431

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Bayesian inference for stable Levy-driven stochastic differential equations with high-frequency data2019

    • Author(s)
      Jasra Ajay、Kamatani Kengo、Masuda Hiroki
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 46 Issue: 2 Pages: 545-574

    • DOI

      10.1111/sjos.12362

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046, KAKENHI-PROJECT-17K05367
  • [Journal Article] Ergodicity of Markov chain Monte Carlo with reversible proposal2017

    • Author(s)
      Kamatani K.
    • Journal Title

      Journal of Applied Probability

      Volume: 54 Issue: 2 Pages: 638-654

    • DOI

      10.1017/jpr.2017.22

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Multilevel Particle Filters2017

    • Author(s)
      Jasra Ajay、Kamatani Kengo、Law Kody J. H.、Zhou Yan
    • Journal Title

      SIAM Journal on Numerical Analysis

      Volume: 55 Issue: 6 Pages: 3068-3096

    • DOI

      10.1137/17m1111553

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Ergodicity of Markov chain Monte Carlo with reversible proposal2017

    • Author(s)
      Kengo Kamatani
    • Journal Title

      Journal of Applied Probability

      Volume: 54

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] A stable particle filter for a class of high-dimensional state-space models2017

    • Author(s)
      Beskos Alexandros、Crisan Dan、Jasra Ajay、Kamatani Kengo、Zhou Yan
    • Journal Title

      Advances in Applied Probability

      Volume: 49 Issue: 1 Pages: 24-48

    • DOI

      10.1017/apr.2016.77

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Multilevel Particle Filters: Normalizing Constant Estimation2016

    • Author(s)
      Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, and Yan Zhou
    • Journal Title

      Statistics and Computing

      Volume: online Issue: 1 Pages: 47-60

    • DOI

      10.1007/s11222-016-9715-5

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Journal Article] Hybrid multi-step estimators for stochastic differential equations based on sampled data2015

    • Author(s)
      Kengo Kamatani and Masayuki Uchida
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 未定 Issue: 2 Pages: 0-0

    • DOI

      10.1007/s11203-014-9107-4

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-24740062, KAKENHI-PROJECT-25245034, KAKENHI-PROJECT-24300107
  • [Journal Article] Asymptotic properties of Monte Carlo strategies for cumulative link model.2014

    • Author(s)
      Kengo Kamatani
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 44(1) Pages: 1-23

    • NAID

      130004951124

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] The yuima project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., ,Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] Local degeneracy of markov chain monte carlo methods.2014

    • Author(s)
      Kengo Kamatani
    • Journal Title

      ESAIM: Probability and Statistics

      Volume: 印刷中 Pages: 713-725

    • DOI

      10.1051/ps/2014004

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] Local consistency of Markov chain Monte Carlo methods.2014

    • Author(s)
      Kengo Kamatani
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 66 Issue: 1 Pages: 63-74

    • DOI

      10.1007/s10463-013-0403-3

    • NAID

      40019941027

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations2014

    • Author(s)
      A. Brouste, M. Fukasawa, H. Hino, S. M. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, T. Ogihara, Y. Shimizu, M. Uchida, N. Yoshida
    • Journal Title

      Journal of Statistical Software

      Volume: 57, no. 4 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] The yuima project: A computational framework for simulation and inference of stochastic differential equations.2014

    • Author(s)
      Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus, Kengo Kamatani, Yuta Koike, Hiroki Masuda, Ryosuke Nomura, Teppei Ogihara, Yasutaka Shimuzu, Masayuki Uchida, and Nakahiro Yoshida.
    • Journal Title

      Journal of Statistical Software

      Volume: 57(4) Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] Yuima project : a computational framework for simulation and inference of stochastic differential equations, journal of statistical software.2014

    • Author(s)
      A. Brouste, M. Fukasawa, H. Hino, S. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, Y. Shimuzu, M. Uchida, and N. Yoshida.
    • Journal Title

      Journal of Statistical Software

      Volume: 印刷中

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] Local weak consistency of Markov chain Monte Carlo methods with application to mixture model.2013

    • Author(s)
      Kengo Kamatani
    • Journal Title

      Bulletin of Informatics and Cybernetics

      Volume: 45 Pages: 103-123

    • NAID

      120005703633

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] The order of degeneracy of markov chain monte carlo method2013

    • Author(s)
      Kengo Kamatani
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 43 Pages: 203-220

    • NAID

      130004696125

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Journal Article] マルコフ連鎖モンテカルロ法のエルゴード性の解析2011

    • Author(s)
      鎌谷研吾
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1768巻 Pages: 73-84

    • Data Source
      KAKENHI-PROJECT-22740055
  • [Journal Article] Metropolis-Hastings algorithm for mixture model and its weak convergence2010

    • Author(s)
      鎌谷研吾
    • Journal Title

      Proceedings of COMPSTAT2010 eBook

      Pages: 1175-1182

    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets2023

    • Author(s)
      Kengo Kamatani
    • Organizer
      MCM 2023
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Presentation] Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets2023

    • Author(s)
      Kengo Kamatani
    • Organizer
      CMStatistics 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K18589
  • [Presentation] Haar-Weave-Metropolis Kernel2023

    • Author(s)
      Kengo Kamatani
    • Organizer
      ISI World Statistics Congress, 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K18589
  • [Presentation] Non-reversible guided Metropolis kernel2022

    • Author(s)
      Kengo Kamatani
    • Organizer
      Unification algorithmique d’analyses statistiques multiples Computational methods for unifying multiple statistical analyses (Fusion)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K18589
  • [Presentation] Non-Reversible Guided Metropolis Kernel2022

    • Author(s)
      Kengo Kamatani
    • Organizer
      Hybrid: SIAM Conference on Uncertainty Quantification (UQ22)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Presentation] Scaling limit of Markov chain/process Monte Carlo methods2022

    • Author(s)
      Kengo Kamatani
    • Organizer
      IASC-ARS 2022
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K18589
  • [Presentation] Haar-weave-metropolis kernel2022

    • Author(s)
      Kengo Kamatani
    • Organizer
      CMStatistics 2022
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Presentation] 区分確定的マルコフ過程2022

    • Author(s)
      鎌谷研吾
    • Organizer
      IBIS 2022
    • Invited
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Presentation] High-dimensional asymptotics using multiscale analysis2021

    • Author(s)
      Kengo Kamatani
    • Organizer
      ISI 2021
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20375
  • [Presentation] High-dimensional asymptotics using multiscale analysis2021

    • Author(s)
      Kengo Kamatani
    • Organizer
      MCM 2021
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K18589
  • [Presentation] Robust Markov chain Monte Carlo methodologies with respect to tail properties2020

    • Author(s)
      Kengo Kamatani
    • Organizer
      BayesComp
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Metropolis-within-piecewise deterministic Markov processes2019

    • Author(s)
      Kengo Kamatani
    • Organizer
      ERCIM
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] High-dimensional scaling limit of Monte Carlo methods2019

    • Author(s)
      Kengo Kamatani
    • Organizer
      EcoSta
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] 対称な提案を用いる次世代モンテカルロ法の研究2019

    • Author(s)
      鎌谷研吾
    • Organizer
      日本応用統計学会
    • Invited
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Analysis of Markov Chain Monte Carlo Method with Heavy-tailed Target Distributions2019

    • Author(s)
      Kengo Kamatani
    • Organizer
      ISBA-EAC
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Scaling limits of piecewise deterministic Monte Carlo methods2019

    • Author(s)
      Kengo Kamatani
    • Organizer
      European Meeting of Statisticians
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] High-dimensional scaling limit of Monte Carlo methods2019

    • Author(s)
      Kengo Kamatani
    • Organizer
      Dynstoch
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Reversible proposal MCMC with heavy-tailed target distributions2018

    • Author(s)
      Kengo Kamatani
    • Organizer
      Bayesian Computation for High-Dimensional Statistical Models
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Reversible proposal MCMC with heavy-tailed target distributions2018

    • Author(s)
      Kengo Kamatani
    • Organizer
      AIMS Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Bayesian inference for stable Levy driven stochastic differential equations with high-frequency data2018

    • Author(s)
      Kengo Kamatani
    • Organizer
      ERCIM 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] マルコフ連鎖モンテカルロ法の高次元解析2016

    • Author(s)
      鎌谷研吾
    • Organizer
      日本統計学会
    • Place of Presentation
      金沢大学 (石川県・金沢市)
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] High-dimensional asymptotic properties of Markov chain Monte Carlo methods for heavy-tailed target distributions2016

    • Author(s)
      Kengo Kamatani
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data V
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6), Paris, France
    • Year and Date
      2016-03-23
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] マルコフ連鎖のエルゴード性とregular variation2016

    • Author(s)
      鎌谷研吾
    • Organizer
      日本統計学会春季集会
    • Place of Presentation
      東北大学川内南キャンパス, 仙台, 宮城
    • Year and Date
      2016-03-05
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Some properties of the mixed preconditioned Crank-Nicolson algorithm2016

    • Author(s)
      Kengo Kamatani
    • Organizer
      IMS-APRM
    • Place of Presentation
      Hong Kong (China)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Reversible proposal MCMC in high dimension2016

    • Author(s)
      Kengo Kamatani
    • Organizer
      SIAM Conference on Uncertainty Quantification (UQ16)
    • Place of Presentation
      Lausanne (Switzerland)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046
  • [Presentation] Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distributions2016

    • Author(s)
      Kengo Kamatani
    • Organizer
      MCMski V
    • Place of Presentation
      Lenzerheide, Switzerland
    • Year and Date
      2016-01-05
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] On some ergodic properties of the MpCN algorithm2015

    • Author(s)
      Kengo Kamatani
    • Organizer
      ERCIM
    • Place of Presentation
      University College London, London, United Kingdom
    • Year and Date
      2015-12-12
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Efficient strategy for the Markov chain Monte Carlo in high-dimension and its implementation2015

    • Author(s)
      Kengo Kamatani
    • Organizer
      IASC-ARS
    • Place of Presentation
      National University of Singapore, Singapore
    • Year and Date
      2015-12-17
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Various order of degeneracies of Markov chain Monte Carlo for categorical data2013

    • Author(s)
      Kengo Kamatani
    • Organizer
      the 29th European Meeting of Statisticians
    • Place of Presentation
      Eotvos Lorand University, Budapest, Hungary
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] 混合モデルのマルコフ連鎖モンテカルロ法の漸近理論2013

    • Author(s)
      鎌谷研吾
    • Organizer
      2013年度 統計関連学会連合大会
    • Place of Presentation
      大阪大学豊中キャンパス(大阪府豊中市)
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Local consistency of MCMC and its application to cumulative link model2012

    • Author(s)
      Kengo KAMATANI
    • Organizer
      Big MC
    • Place of Presentation
      The Institute Henri Poincare (Paris, France)
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Efficient Monte Carlo Strategy for Simple Mixture Model2012

    • Author(s)
      Kengo KAMATANI
    • Organizer
      Structure and uncertainty
    • Place of Presentation
      University of Bristol (Bristol, UK)
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Markov chain Monte Carlo methods for simple mixture model2012

    • Author(s)
      Kengo KAMATANI
    • Organizer
      ISM-APRM 2012
    • Place of Presentation
      つくば国際会議場(茨城県)
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Weak Convergence of Markov chain Monte Carlo2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Statistical inference and numerical analysis of stochastic processes
    • Place of Presentation
      Florence, Italy
    • Year and Date
      2011-03-17
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] MCMCの収束の決定論的扱いと退化性2011

    • Author(s)
      鎌谷研吾
    • Organizer
      数理統計学の新たな展開
    • Place of Presentation
      つくば国際会議場(茨城県)
    • Year and Date
      2011-07-09
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Weak convergence of Markov chain Monte Carlo II2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Statistics of Stochastic Processes 8
    • Place of Presentation
      Le Mans, France
    • Year and Date
      2011-03-24
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] MCMCの収束の決定論的扱いと退化性2011

    • Author(s)
      鎌谷研吾
    • Organizer
      数理統計学の新たな展開
    • Place of Presentation
      つくば国際会議場
    • Year and Date
      2011-07-09
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Weak convergence of Markov chain Monte Carlo2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Statistical inference and numerical analysis of stochastic processes
    • Place of Presentation
      Florence, Italy
    • Year and Date
      2011-03-17
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Local degeneracy of MCMC for cumulative logit model2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Statistical Analysis and Related Topics
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2011-12-16
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Local degeneracy of MCMC for cumulative logit model2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Statistical Analysis and Related Topics
    • Place of Presentation
      東京大学駒場(東京都)
    • Year and Date
      2011-12-16
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Weak Convergence of Markov chain Monte Carlo II2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Asymptotic Statistics of Stochastic Processes-VIII
    • Place of Presentation
      Le Mans, France
    • Year and Date
      2011-03-24
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] ベイズ統計学でのData augmentationの手法2011

    • Author(s)
      鎌谷研吾
    • Organizer
      Emergent Dynamics in Nonlinear Science
    • Place of Presentation
      東京大学生産研(東京都)
    • Year and Date
      2011-05-25
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] マルコフ連鎖モンテカルロ法の退化性2011

    • Author(s)
      鎌谷研吾
    • Organizer
      統計サマーセミナー
    • Place of Presentation
      諏訪理科大(長野県)
    • Year and Date
      2011-08-10
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Metropolis-Hastings algorithm for mixture-model and its weak convergence2010

    • Author(s)
      鎌谷研吾
    • Organizer
      COMPSTAT 2010
    • Place of Presentation
      Paris, France
    • Year and Date
      2010-08-23
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Convergence of Markov measure valued random variables and its application to MCMC2010

    • Author(s)
      鎌谷研吾
    • Organizer
      SPA 2010
    • Place of Presentation
      大阪ライフサイエンスセンター
    • Year and Date
      2010-09-10
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Metropolis-Hastings algorithm for mixture model and its weak convergence2010

    • Author(s)
      鎌谷研吾
    • Organizer
      COMPSTAT 2010
    • Place of Presentation
      Paris, France
    • Year and Date
      2010-08-23
    • Data Source
      KAKENHI-PROJECT-22740055
  • [Presentation] Efficient strategy of MCMC in high-dimension and its application to diffusion processes

    • Author(s)
      Kengo Kamatani
    • Organizer
      Statistique Asymptotique des Processus Stochastiques-X
    • Place of Presentation
      ル・マン,フランス
    • Year and Date
      2015-03-17 – 2015-03-20
    • Invited
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Hybrid multi-step estimators for stochastic differential equations based on sampled data

    • Author(s)
      Kengo Kamatani
    • Organizer
      7th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Place of Presentation
      ピサ,イタリア
    • Year and Date
      2014-12-06 – 2014-12-08
    • Invited
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution

    • Author(s)
      Kengo Kamatani
    • Organizer
      DynStoch 2014
    • Place of Presentation
      ウォーリック,イギリス
    • Year and Date
      2014-09-10 – 2014-09-12
    • Invited
    • Data Source
      KAKENHI-PROJECT-24740062
  • [Presentation] The order of degeneracy of Markov chain Monte Carlo Method

    • Author(s)
      Kengo Kamatani
    • Organizer
      IMS-APRM 2014
    • Place of Presentation
      台北,台湾
    • Year and Date
      2014-06-29 – 2014-07-03
    • Data Source
      KAKENHI-PROJECT-24740062
  • 1.  Yoshida Nakahiro (90210707)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 2.  MASUDA Hiroki (10380669)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 3.  UCHIDA Masayuki (70280526)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 3 results
  • 4.  SHIMIZU Yasutaka (70423085)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 1 results
  • 5.  Yutaka Kano (20201436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  IWASAKI Manabu (40255948)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  TAKAI Keiji (20572019)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  OTSU Tatsuo (10203829)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  HIROSE Kei (40609806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  KIKUCHI Kenichi (50270426)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  MURATA Noboru (60242038)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  FUKASAWA Masaaki (70506451)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 13.  HAYASHI Takaki (80420826)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  Sobel Michael E.
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  Yuan Ke-Hai
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  Ricardo Silva
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  Mortaza Jamshidian
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  Aapo Hyvarinen
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

URL: 

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi