Irie Kaoru 入江薫

Researcher Number	20789169
Affiliation (Current)	2025: 東京大学, 大学院経済学研究科(経済学部), 准教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 東京大学, 大学院経済学研究科(経済学部), 准教授 2016 – 2021: 東京大学, 大学院経済学研究科(経済学部), 講師
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Statistical science Except Principal Investigator Basic Section 07030:Economic statistics-related / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics
Keywords	Principal Investigator ベイズ統計学 / ロバスト統計 / 状態空間モデル / 計数データ / 分布論 / 確率論 / 行列分布 / 関数データ解析 / 統計数学 / 経済統計学 … More / 時系列分析 / 経済統計 / 縮小事前分布 / 逐次モンテカルロ法 / 時系列データ … More Except Principal Investigator ベイズ統計学 / 確率的ボラティリティ変動モデル / 高頻度データ / ボラティリティ / ポートフォリオ最適化 / 実現ボラティリティ / 確率的ボラティリティ / マルコフ連鎖モンテカルロ法 / ベイジアン・アプローチ / 時空間統計 / ロバスト推測 / 階層モデル / 空間データ / 時系列データ / ロバスト統計 / 空間データ解析 / 時系列データ解析 / 予測統合 / ベイズ統計 / 因果推論 / 大規模時空間データ / 一般化ベイズ / 状態空間モデル / ベイズモデリング / 統計的開示制限 / プライバシー / 統計的リスク / 統計的リスク分析 / マルコフ連鎖モンテカルロ法統 / 潜在変数 / 高次元データ / リスク管理 / 因子モデル / ランダム回答法 / 統計的リスク管理 / 長期記憶性 / マルコフスイッチング / 一般化双曲非対称t分布 / ベイズ推定 Less

Novel Bayesian predictive methods for social science
- Principal Investigator
  
  小林弦矢
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Meiji University
ロバスト統計・縮小推定に有用な新しい確率分布族の研究Principal Investigator
- Principal Investigator
  
  入江薫
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
大規模データに対するベイズモデリングの新展開
- Principal Investigator
  
  菅澤翔之助
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Keio University
  The University of Tokyo
New developments in high dimensional data modeling and statistical risk analysis
- Principal Investigator
  
  Omori Yasuhiro
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  The University of Tokyo
Development of methods to assess anonymity of big microdata
- Principal Investigator
  
  Hoshino Nobuaki
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kanazawa University
Scalable Bayesian analysis of high-dimensional streaming countsPrincipal Investigator
- Principal Investigator
  
  Irie Kaoru
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
Bayesian modeling of multivariate economic and financial data and Probabilistic evaluation of policy and behavior
- Principal Investigator
  
  Omori Yasuhiro
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo

All 2024 2023 2022 2021 2020 2019 2018 2017 2016

All Journal Article Presentation

[Journal Article] Locally adaptive Bayesian isotonic regression using half shrinkage priors2023
- Author(s)
  Okano Ryo、Hamura Yasuyuki、Irie Kaoru、Sugasawa Shonosuke
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 51 Issue: 1 Pages: 109-141
- DOI
  10.1111/sjos.12676
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K13374, KAKENHI-PROJECT-22K20132, KAKENHI-PROJECT-20H00080, KAKENHI-PROJECT-23K20592
[Journal Article] Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions2023
- Author(s)
  Hamura Yasuyuki、Irie Kaoru、Sugasawa Shonosuke
- Journal Title
  
  Journal of Computational and Graphical Statistics
  
  Volume: - Issue: 2 Pages: 1-10
- DOI
  10.1080/10618600.2023.2258186
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K13374, KAKENHI-PROJECT-22K20132, KAKENHI-PROJECT-20H00080, KAKENHI-PROJECT-23K20592
[Journal Article] Log-regularly varying scale mixture of normals for robust regression.2022
- Author(s)
  Hamura, Y., Irie, K., and Sugasawa, S.
- Journal Title
  
  Computational Statistics and Data Analysis.
  
  Volume: 173
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] Sequential modeling, monitoring and forecasting of streaming web traffic data.2022
- Author(s)
  Irie, K., Glynn, C. and Aktekin, T.
- Journal Title
  
  Annals of Applied Statistics
  
  Volume: 16 Pages: 300-325
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Journal Article] Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions.2022
- Author(s)
  Tamae, H., Irie, K. and Kubokawa, T.
- Journal Title
  
  Communication in Statistics - Simulation and Computation
  
  Volume: 印刷中 Issue: 3 Pages: 1247-1257
- DOI
  10.1080/03610918.2022.2044051
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H00588, KAKENHI-PROJECT-23K20592
[Journal Article] Log-regularly varying scale mixture of normals for robust regression2022
- Author(s)
  Hamura Yasuyuki, Irie Kaoru, Sugasawa Shonosuke
- Journal Title
  
  Computational Statistics and Data Analysis
  
  Volume: 173 Pages: 107517-107517
- DOI
  10.1016/j.csda.2022.107517
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-22K13374, KAKENHI-PROJECT-22K20132, KAKENHI-PROJECT-20H00080, KAKENHI-PROJECT-20J10427, KAKENHI-PROJECT-23K20592
[Journal Article] Sequential modeling, monitoring and forecasting of streaming web traffic data2022
- Author(s)
  Irie, K., Glynn, C. and Aktekin, T.
- Journal Title
  
  Annals of Applied Statistics
  
  Volume: 26 Pages: 300-325
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions2022
- Author(s)
  Tamae, H., Irie, K. and Kubokawa, T.
- Journal Title
  
  Communication in Statistics - Simulation and Computation
  
  Volume: To appear
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] Sequential modeling, monitoring and forecasting of streaming web traffic data.2022
- Author(s)
  Irie, K., Glynn, C. and Aktekin, T.
- Journal Title
  
  Annals of Applied Statistics
  
  Volume: 16 Issue: 1 Pages: 300-325
- DOI
  10.1214/21-aoas1505
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588, KAKENHI-PROJECT-23K20592
[Journal Article] Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions2022
- Author(s)
  Tamae, H., Irie, K. and Kubokawa, T.
- Journal Title
  
  Communication in Statistics - Simulation and Computation
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K17659
[Journal Article] On global-local shrinkage for count data2022
- Author(s)
  Hamura, Y., Irie, K., and Sugasawa, S.
- Journal Title
  
  Bayesian Analysis
  
  Volume: To appear
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] On data augmentation for models involving reciprocal gamma functions2022
- Author(s)
  Hamura Yasuyuki, Irie Kaoru, Sugasawa Shonosuke
- Journal Title
  
  Journal of Computational and Graphical Statistics
  
  Volume: - Issue: 3 Pages: 1-9
- DOI
  10.1080/10618600.2022.2119988
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-22K13374, KAKENHI-PROJECT-22K20132, KAKENHI-PROJECT-20H00080, KAKENHI-PROJECT-18H00835, KAKENHI-PROJECT-20J10427, KAKENHI-PROJECT-23K20592, KAKENHI-PROJECT-19H00588
[Journal Article] Contributed discussion of: Multilevel linear models, Gibbs samplers and multigrid decompositions, by Zanella, G. and Roberts, G.2021
- Author(s)
  Irie, K. and Sugasawa, S.
- Journal Title
  
  Bayesian Analysis
  
  Volume: 16 Pages: 1378-1380
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K17659
[Journal Article] On the relationship between beta-Bartlett and Uhlig extended processes2021
- Author(s)
  Pena, V. and Irie, K.
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 43 Issue: 1 Pages: 147-153
- DOI
  10.1111/jtsa.12595
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588, KAKENHI-PROJECT-23K20592
[Journal Article] Contributed discussion of: Multilevel linear models, Gibbs samplers and multigrid decompositions, by Zanella, G. and Roberts, G.2021
- Author(s)
  Irie, K. and Sugasawa, S.
- Journal Title
  
  Bayesian Analysis
  
  Volume: 16 Pages: 1378-1380
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19H00588
[Journal Article] Contributed discussion of: Multilevel linear models, Gibbs samplers and multigrid decompositions, by Zanella, G. and Roberts, G.2021
- Author(s)
  Irie, K. and Sugasawa, S.
- Journal Title
  
  Bayesian Analysis
  
  Volume: 16 Pages: 1378-1380
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] On Global-Local Shrinkage Priors for Count Data2021
- Author(s)
  Hamura Yasuyuki、Irie Kaoru、Sugasawa Shonosuke
- Journal Title
  
  Bayesian Analysis
  
  Volume: -1 Issue: 2 Pages: 545-564
- DOI
  10.1214/21-ba1263
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20J10427, KAKENHI-PROJECT-18K12757, KAKENHI-PROJECT-20H00080, KAKENHI-PROJECT-19H00588, KAKENHI-PROJECT-23K20592
[Journal Article] On global-local shrinkage for count data2021
- Author(s)
  Hamura, Y., Irie, K., and Sugasawa, S.
- Journal Title
  
  Bayesian Analysis
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K17659
[Journal Article] On the relationship between beta-Bartlett and Uhlig extended processes2021
- Author(s)
  Pena, V. and Irie, K.
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 43 Pages: 147-153
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Journal Article] On the relationship between beta-Bartlett and Uhlig extended processes2021
- Author(s)
  Pena, V. and Irie, K.
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 43 Pages: 147-153
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 一般化動的線形モデルによるライドシェアリング利用数データのリアルタイム分析2024
- Author(s)
  入江薫・桝田陸・Tevfik Aktekin
- Organizer
  RIMS共同研究「確率モデルと統計的推測」京都大学
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] 一般化動的線形モデルによるライドシェアリング利用数データのリアルタイム分析2024
- Author(s)
  入江薫
- Organizer
  RIMS共同研究「確率モデルと統計的推測」
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 一般化動的線形モデルによるライドシェアリング利用数データのリアルタイム分析2024
- Author(s)
  入江薫
- Organizer
  RIMS共同研究「確率モデルと統計的推測」
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 行列GIG分布のためのギブスサンプラー2023
- Author(s)
  入江薫
- Organizer
  第17回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions?A2023
- Author(s)
  入江薫
- Organizer
  シンポジウム「The philosophy of statistics and its applications」
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions2023
- Author(s)
  入江薫
- Organizer
  シンポジウム「The philosophy of statistics and its applications」
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] 逐次モンテカルロ法によるベイズ予測統合2023
- Author(s)
  入江薫、桝田陸
- Organizer
  科研費研究集会「ベイズモデリングの最近の展開」北海道大学
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused lasso2023
- Author(s)
  入江薫
- Organizer
  RIMS共同研究「種々の統計的モデルにおける推測方式の有効性」
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Bayesian dynamic fused lasso2023
- Author(s)
  入江薫
- Organizer
  RIMS共同研究「種々の統計的モデルにおける推測方式の有効性」
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions2023
- Author(s)
  Kaoru Irie
- Organizer
  EcoSta 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 押さえておくべきMCMCのエッセンス2023
- Author(s)
  入江薫
- Organizer
  2023年度計量生物セミナー「ベイズ推測と臨床研究への応用」
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 行列GIG分布のためのギブスサンプラー2023
- Author(s)
  入江薫
- Organizer
  第17回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 逐次モンテカルロ法によるベイズ予測統合2023
- Author(s)
  入江薫
- Organizer
  科研費シンポジウム「ベイズモデリングの最近の展開」
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 外れ値と過剰なゼロを含む計数データの事後ロバスト分析2023
- Author(s)
  入江薫
- Organizer
  科研費研究集会「データサイエンスにおける統計的理論・方法論の新展開」
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 行列GIG分布のためのギブスサンプラー2023
- Author(s)
  入江薫
- Organizer
  第17回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 外れ値と過剰なゼロを含む計数データの事後ロバスト分析2023
- Author(s)
  入江薫
- Organizer
  科研費研究集会「データサイエンスにおける統計的理論・方法論の新展開」
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 逐次モンテカルロ法によるベイズ予測統合2023
- Author(s)
  入江薫
- Organizer
  科研費シンポジウム「ベイズモデリングの最近の展開」
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions2023
- Author(s)
  入江薫
- Organizer
  シンポジウム「The philosophy of statistics and its applications」
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 行列GIG分布のためのギブスサンプラー2023
- Author(s)
  入江薫
- Organizer
  第17回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused lasso2023
- Author(s)
  入江薫
- Organizer
  RIMS共同研究「種々の統計的モデルにおける推測方式の有効性」
- Invited
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 押さえておくべきMCMCのエッセンス2023
- Author(s)
  入江薫
- Organizer
  2023年度計量生物セミナー「ベイズ推測と臨床研究への応用」
- Invited
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions2023
- Author(s)
  入江薫
- Organizer
  EcoSta 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 外れ値と過剰なゼロを含む計数データの事後ロバスト分析2023
- Author(s)
  入江薫・羽村靖之・菅澤翔之助
- Organizer
  科研費研究集会「データサイエンスにおける統計的理論・方法論の新展開」九州大学
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Gibbs sampler for matrix generalized inverse Gaussian distributions2023
- Author(s)
  Kaoru Irie, Yasuyuki Hamura, Shonosuke Sugasawa
- Organizer
  6th International Conference on Econometrics and Statistics (EcoSta2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] ガンマ分布の形状パラメータのベイズ推定2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計科学の開拓」
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Dynamic shrinkage by fused Markov processes2022
- Author(s)
  入江薫
- Organizer
  The 6th EAC-ISBA conference
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Dynamic shrinkage by fused Markov processes2022
- Author(s)
  入江薫
- Organizer
  The 6th EAC-ISBA conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 事後ロバスト性と対数正規変動分布2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計学の理論と応用のフロンティア」
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] 事後ロバスト性と対数正規変動分布2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計学の理論と応用のフロンティア」
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 事後ロバスト性と対数正規変動分布2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計学の理論と応用のフロンティア」
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused lasso2022
- Author(s)
  入江薫
- Organizer
  2022年度統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] Bayesian dynamic fused lasso2022
- Author(s)
  入江薫
- Organizer
  2022年度統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] ガンマ分布の形状パラメータのベイズ推定2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計科学の開拓」
- Invited
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] Sequential forecasting for bursty count data2022
- Author(s)
  Kaoru Irie
- Organizer
  The 5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused lasso2022
- Author(s)
  入江薫
- Organizer
  2022年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Dynamic shrinkage by fused Markov processes2022
- Author(s)
  Kaoru Irie
- Organizer
  The 6th EAC-ISBA conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] Bayesian dynamic fused lasso2022
- Author(s)
  入江薫
- Organizer
  2022年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] Dynamic shrinkage by fused Markov processes2022
- Author(s)
  Kaoru Irie
- Organizer
  The 6th EAC-ISBA conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Sequential forecasting for bursty count data2022
- Author(s)
  Kaoru Irie
- Organizer
  The 5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] ガンマ分布の形状パラメータのベイズ推定2022
- Author(s)
  入江薫
- Organizer
  科研費研究集会「統計科学の開拓」
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Sequential forecasting for bursty count data2022
- Author(s)
  入江薫
- Organizer
  The 5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Invited
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Sequential forecasting for bursty count data2022
- Author(s)
  入江薫
- Organizer
  The 5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13374
[Presentation] Bayesian dynamic fused lasso2021
- Author(s)
  入江薫
- Organizer
  Bayesian Inference in Stochastic Processes 12 (BISP12)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie, Yasuyuki Hamura, Shonosuke Sugasawa
- Organizer
  日本統計学会春季大会
- Invited
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] On the conjugate multivariate stochastic volatility processes2021
- Author(s)
  Kaoru Irie (Victor Pena)
- Organizer
  The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie (Yasuyuki Hamura and Shonosuke Sugasawa)
- Organizer
  Eastern Asia Chapter of the International Society for Bayesian Analysis (EAC-ISBA 2021)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] On the conjugate multivariate stochastic volatility processes2021
- Author(s)
  入江薫
- Organizer
  The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  入江薫
- Organizer
  Eastern Asia Chapter of the International Society for Bayesian Analysis (EAC-ISBA 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] 単調回帰のための事前分布2021
- Author(s)
  入江薫（岡野遼、羽村靖之、菅澤翔之助）
- Organizer
  2021年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] On the conjugate multivariate stochastic volatility processes2021
- Author(s)
  Kaoru Irie (Victor Pena)
- Organizer
  The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie, Yasuyuki Hamura, Shonosuke Sugasawa
- Organizer
  日本統計学会春季大会
- Invited
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] 単調回帰のための事前分布2021
- Author(s)
  入江薫（岡野遼、羽村靖之、菅澤翔之助）
- Organizer
  2021年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian dynamic fused lasso2021
- Author(s)
  Kaoru Irie
- Organizer
  Bayesian Inference in Stochastic Processes 12 (BISP12)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] 単調回帰のための事前分布2021
- Author(s)
  入江薫（岡野遼、羽村靖之、菅澤翔之助）
- Organizer
  2021年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie (Yasuyuki Hamura and Shonosuke Sugasawa)
- Organizer
  Eastern Asia Chapter of the International Society for Bayesian Analysis (EAC-ISBA 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused lasso2021
- Author(s)
  Kaoru Irie
- Organizer
  Bayesian Inference in Stochastic Processes 12 (BISP12)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie
- Organizer
  日本統計学会春季大会
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Robust regression with log-regularly varying error distributions2021
- Author(s)
  Kaoru Irie (Yasuyuki Hamura and Shonosuke Sugasawa)
- Organizer
  Eastern Asia Chapter of the International Society for Bayesian Analysis (EAC-ISBA 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] Bayesian dynamic fused lasso2021
- Author(s)
  Kaoru Irie
- Organizer
  Bayesian Inference in Stochastic Processes 12 (BISP12)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] On the conjugate multivariate stochastic volatility processes2021
- Author(s)
  Kaoru Irie (Victor Pena)
- Organizer
  The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] 単調回帰のための事前分布2021
- Author(s)
  入江薫
- Organizer
  2021年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20592
[Presentation] On the conjugate multivariate stochastic volatility processes2020
- Author(s)
  Kaoru Irie, Victor Pena
- Organizer
  Webinar of Bayesian Econometrics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00835
[Presentation] On the conjugate multivariate stochastic volatility processes2020
- Author(s)
  Kaoru Irie, Victor Pena
- Organizer
  Webinar of Bayesian Econometrics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] On the conjugate multivariate stochastic volatility processes2020
- Author(s)
  Kaoru Irie
- Organizer
  Webinar of Bayesian Econometrics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 繰り返し対数関数を用いた縮小事前分布のクラスについて2019
- Author(s)
  入江　薫
- Organizer
  科研費研究集会「ベイズ計量経済学研究集会」
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 繰り返し対数関数を用いた縮小事前分布のクラスについて2019
- Author(s)
  入江薫、羽村靖之、菅澤翔之助
- Organizer
  科研費研究集会「ベイズ計量経済学研究集会」
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused LASSO2019
- Author(s)
  Kaoru Irie
- Organizer
  Japanese Joint Statistical Meeting （日本統計関連学会連合大会）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian dynamic fused LASSO2019
- Author(s)
  入江薫
- Organizer
  13th International Conference on Computational and Financial Econometrics (CFE2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused LASSO2019
- Author(s)
  Kaoru Irie
- Organizer
  EAC-ISBA 2019 (The 4th Eastern Asia meeting on Bayesian Statistics)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian dynamic fused LASSO2019
- Author(s)
  入江薫
- Organizer
  日本統計関連学会連合大会
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H00588
[Presentation] Bayesian dynamic fused LASSO2019
- Author(s)
  Kaoru Irie
- Organizer
  CFE 2019 (The 13th International Conference on Computational and Financial Econometrics)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 縮小事前分布と状態空間モデル2019
- Author(s)
  入江　薫
- Organizer
  科研費シンポジウム「多様な分野における統計科学に関する諸問題」
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Filtering for stochastic volatility models with leverage by mixture approximation2018
- Author(s)
  Kaoru Irie, Naoki Awaya and Yasuhiro Omori
- Organizer
  12th International Conference on Computational and Financial Econometrics (CFE2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26245028
[Presentation] Adaptive Monitoring of Steaming Counts by Poisson-gamma State Space Models2018
- Author(s)
  Kaoru Irie
- Organizer
  International Society of Bayesian Analysis, world meeting (ISBA2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 割引因子ポアソン-ガンマ状態空間モデルによる計数時系列モデルの逐次分析2018
- Author(s)
  入江薫
- Organizer
  科研費研究集会「融合する統計科学」
- Invited
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] 状態空間モデルにおけるスパース性2018
- Author(s)
  入江薫
- Organizer
  科研費研究集会「ベイズ計量経済分析研究集会」
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] On-line analysis of count-valued time series by dynamic discount factors2018
- Author(s)
  Kaoru Irie
- Organizer
  2018年度統計関連学会連合大会
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Filtering for stochastic volatility with leverage by mixture approximation2018
- Author(s)
  Kaoru Irie
- Organizer
  The 12th International Conference on Computational and Financial Econometrics (CFE 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian Emulation for Multi-Step Optimization in Portfolio Decisions2017
- Author(s)
  Kaoru Irie
- Organizer
  The Third International Conference on Engineering and Computational Mathematics (ECM2017)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian Emulation for Multi-Step Optimization in Portfolio Decisions2017
- Author(s)
  入江薫
- Organizer
  The Third International Conference on Engineering and Computational Mathematics (ECM2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26245028
[Presentation] Bayesian Emulation for High-Dimensional Portfolio Problems2017
- Author(s)
  Kaoru Irie
- Organizer
  The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] ベイジアン・モデリングによるポートフォリオ最適化2017
- Author(s)
  入江薫
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-26245028
[Presentation] ベイジアン・モデリングによるポートフォリオ最適化2017
- Author(s)
  入江　薫
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data2017
- Author(s)
  Kaoru Irie
- Organizer
  International Workshop on Bayesian Econometric Analysis
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Fox News Network Data Analysis: Bayesian Dynamic Modeling2017
- Author(s)
  Kaoru Irie
- Organizer
  2017 CSA-KSS-JSS International Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K17659
[Presentation] Bayesian Emulation for High-Dimensional Portfolio Problems2017
- Author(s)
  入江薫
- Organizer
  1st International Conference on Econometrics and Statistics (EcoSta2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26245028
[Presentation] Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data2017
- Author(s)
  入江薫
- Organizer
  International Workshop on Bayesian Econometric Analysis
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26245028
[Presentation] Bayesian emulation for optimization: Multi-step portfolio decision analysis2016
- Author(s)
  入江薫
- Organizer
  10th International Conference on Computational and Financial Econometrics (CFE2016)
- Place of Presentation
  University of Seville (スペイン、セビリア)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26245028

1. Omori Yasuhiro (60251188)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
2. 黒瀬雄大 (20713910)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. 高橋慎 (20723852)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. 國濱剛 (40779716)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 渡部敏明 (90254135)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. 石原庸博 (60609072)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. 山内雄太 (00914160)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. 小林弦矢 (00725103)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. 菅澤翔之助 (50782380)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
10. Hoshino Nobuaki (00313627)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 菅原慎矢 (30711379)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 間野修平 (20372948)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 佐井至道 (30186910)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 丸山祐造 (30304728)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 川久保友超 (80771881)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 城田慎一郎 (90845918)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. 橋本真太郎 (60772796)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. 中川智之 (70822526)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Irie Kaoru 入江 薫

Research Projects

Research Products

Co-Researchers

Novel Bayesian predictive methods for social science

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ロバスト統計・縮小推定に有用な新しい確率分布族の研究Principal Investigator

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大規模データに対するベイズモデリングの新展開

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New developments in high dimensional data modeling and statistical risk analysis

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Development of methods to assess anonymity of big microdata

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Scalable Bayesian analysis of high-dimensional streaming countsPrincipal Investigator

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Bayesian modeling of multivariate economic and financial data and Probabilistic evaluation of policy and behavior

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[Journal Article] Locally adaptive Bayesian isotonic regression using half shrinkage priors2023

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[Journal Article] Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions2023

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[Journal Article] Log-regularly varying scale mixture of normals for robust regression.2022

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[Journal Article] Sequential modeling, monitoring and forecasting of streaming web traffic data.2022

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[Journal Article] Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions.2022

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[Journal Article] Log-regularly varying scale mixture of normals for robust regression2022

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DOI

Data Source

[Journal Article] Sequential modeling, monitoring and forecasting of streaming web traffic data2022

Author(s)

Journal Title

Data Source

[Journal Article] Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions2022

Author(s)

Irie Kaoru 入江薫