ANDO Tomohiro 安道知寛

Researcher Number	40407135
Affiliation (based on the past Project Information) *help	2016 – 2018: 慶應義塾大学, 経営管理研究科(日吉), 准教授 2015: 慶應義塾大学, その他の研究科, 准教授 2013 – 2015: 慶應義塾大学, 経営管理研究科, 准教授 2007 – 2008: Keio University, 大学院・経営管理研究科, 准教授 2006: 慶應義塾大学, 大学院経営管理研究科, 専任講師
Review Section/Research Field	Principal Investigator Commerce / Statistical science Except Principal Investigator Economic statistics
Keywords	Principal Investigator 大規模データ / 市場不均衡 / 状態空間モデル / 時系列解析 / ベイズアプローチ / マルコフ連鎖モンテカルロ法 / 統計的モデリング / モデル選択 Except Principal Investigator 経験尤度 / 罰則付き推定 … More / 経験尤度法 / 高次元データ / 変数選択 / 情報量規準 / 罰則付き経験尤度推定量 Less

Penalized Empirical Likelihood Estimation for High-Dimensional Data Analysis
- Principal Investigator
  
  Sueishi Naoya
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
大規模情報を活用した市場の需給均衡分析に対する新たなアプローチPrincipal Investigator
- Principal Investigator
  
  安道知寛
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Commerce
- Research Institution
  Keio University
Research on Model Selection for Bayesian models and its extension to Nonlinear modelingPrincipal Investigator
- Principal Investigator
  
  ANDO Tomohiro
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Keio University

All 2019 2014 2009 2008 2007 2006

All Journal Article Presentation Book

[Book] 高次元データ分析の方法（仮）2014
- Author(s)
  安道知寛
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-25870711
[Journal Article] On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator2019
- Author(s)
  Tomohiro Ando and Naoya Sueishi
- Journal Title
  
  Econometrics
  
  Volume: 7 Issue: 1 Pages: 15-15
- DOI
  10.3390/econometrics7010015
- NAID
  120006631011
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03396
[Journal Article] Regularization Parameter Selection for Penalized Empirical Likelihood Estimator2019
- Author(s)
  Tomohiro Ando and Naoya Sueishi
- Journal Title
  
  Economics Letters
  
  Volume: 178 Pages: 1-4
- DOI
  10.1016/j.econlet.2019.02.011
- NAID
  120006631014
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03396
[Journal Article] A STATISTICAL ANALYSIS OF THE ONLINE DAILY DEALS PROMOTION MARKET2014
- Author(s)
  Tomohiro Ando
- Journal Title
  
  Proceedings of 2014 INFORMS Workshop on Data Mining and Analytics
  
  Volume: なし
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25870711
[Journal Article] Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criterion2009
- Author(s)
  Ando, T.
- Journal Title
  
  Computational Statistics and Data Analysis 53
  
  Pages: 1925-1939
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian portfolio selection using multifactor model and Bayesian predictive information criterion2009
- Author(s)
  Ando, T.
- Journal Title
  
  International Journal of Forecasting (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood2009
- Author(s)
  Ando, T.
- Journal Title
  
  Journal of Multivariate Analysis (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Measuring the baseline sales and the promotion effect for incense products: A Bayesian state space modeling approach.2008
- Author(s)
  Ando, T.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 60
  
  Pages: 763-780
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian model averaging and Bayesian predictive information criterion for model selection2008
- Author(s)
  Ando, T.
- Journal Title
  
  Journal of the Japan Statistical Society 38
  
  Pages: 243-257
- NAID
  110006835625
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian model averaging and Bayesian predictive information criterion for model selection2008
- Author(s)
  Tomohiro Ando
- Journal Title
  
  Journal of the Japan Statistical Society 38
  
  Pages: 243-257
- NAID
  110006835625
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] asuring the Sales Promotion Effect and Baseline Sales for Incense pucts : a Bayesian State Space Modeling Approach2008
- Author(s)
  Tomohiro Ando
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 60
  
  Pages: 763-780
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian inference for regime switching stochastic volatility model with fat-tails and correlated errors2008
- Author(s)
  Ando, T.
- Journal Title
  
  Proceeding of COMPSTAT 2006
  
  Pages: 1573-1581
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models2007
- Author(s)
  Ando Tomohiro
- Journal Title
  
  Biometrika 94
  
  Pages: 443-458
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models.2007
- Author(s)
  Ando, T.
- Journal Title
  
  Biometrika 94
  
  Pages: 443-458
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] A Bayesian approach for inferring Gaussian graphical models: an application to management issues2007
- Author(s)
  Ando, T.
- Journal Title
  
  Proceeding of International Association for the Scientific Knowledge, Global Management
  
  Pages: 68-75
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] A Bayesian approach for inferring Gaussian graphical models: an application to management issues.2007
- Author(s)
  Ando Tomohiro
- Journal Title
  
  Proceeding of International Association for the Scientific Knowledge, Global Management 2007
  
  Pages: 68-75
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian inference for nonlinear and non-Gaussian stochastic volatility model with leverage effect2006
- Author(s)
  Ando, T.
- Journal Title
  
  Journal of the Japan Statistical Society 36
  
  Pages: 173-197
- NAID
  110005716713
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data.2006
- Author(s)
  Tomohiro Ando
- Journal Title
  
  Proceeding of IEEE International Conference on Data Mining 2006
  
  Pages: 21-32
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian credit rating analysis based on ordered probit regression model with functional predictor2006
- Author(s)
  Ando, T.
- Journal Title
  
  Proceeding of The Third IASTED International Conference on Financial Engineering and Applications
  
  Pages: 69-76
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian credit rating analysis based on ordered probit regression model with functional predictor.2006
- Author(s)
  Tomohiro Ando
- Journal Title
  
  Proceeding of The Third IASTED International Conference on Financial Engineering and Applications
  
  Pages: 69-76
- Data Source
  KAKENHI-PROJECT-18700273
[Journal Article] Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data.2006
- Author(s)
  Ando, T.
- Journal Title
  
  Proceeding of IEEE International Conference on Data Mining
  
  Pages: 21-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] A STATISTICAL ANALYSIS OF THE ONLINE DAILY DEALS PROMOTION MARKET2014
- Author(s)
  Tomohiro Ando
- Organizer
  2014 INFORMS Workshop on Data Mining and Analytics
- Place of Presentation
  Hilton San Francisco Union Square, San Francisco, California
- Year and Date
  2014-11-08
- Data Source
  KAKENHI-PROJECT-25870711
[Presentation] Predictive likelihood for Bayesian model selection and averaging. Joint Statistics Seminar2008
- Author(s)
  Ando, T. and Tsay, R.
- Organizer
  The Hong Kong University of Science and Technology
- Place of Presentation
  The Hong Kong University of Science and Technology, Hong Kong, China
- Year and Date
  2008-09-29
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Predictive likelihood for Bayesian model selection and averaging. Statistics Seminar, Department of statistics and actuarial science2008
- Author(s)
  Ando, T. and Tsay, R.
- Organizer
  The University of Hong Kong
- Place of Presentation
  The University of Hong Kong, Hong Kong, China
- Year and Date
  2008-10-02
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] A Direct Monte Carlo Approach for Bayesian Analysis of the Seemingly Unrelated Regression and Related Models2008
- Author(s)
  Ando, T. and Zellner, A
- Organizer
  Seminar on Bayesian Inference in Econometrics and Statistics
- Place of Presentation
  University of Chicago, Chicago, Illinois, USA
- Year and Date
  2008-10-17
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Predictive likelihood for Bayesian model selection and averaging2007
- Author(s)
  Ando, T. and Tsay, R
- Organizer
  Econometrics and Statistics colloquium, Graduate School of Business, University of Chicago
- Place of Presentation
  University of Chicago, Chicago, Illinois, USA
- Year and Date
  2007-12-10
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data2007
- Author(s)
  Ando, T.
- Organizer
  Cherry Bud Workshop 2007
- Place of Presentation
  Keio University, Japan
- Year and Date
  2007-03-16
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Bayesian portfolio selection using multifactor model and Bayesian predictive information criterion.2007
- Author(s)
  Ando Tomohiro
- Organizer
  27th international symposium on forecasting 2007
- Place of Presentation
  Marriott Marquis, New York, USA
- Year and Date
  2007-06-25
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] A Bayesian approach for inferring Gaussian graphical models: an application to management issues2007
- Author(s)
  Ando, T.
- Organizer
  International Association for the Scientific Knowledge, Global Management 2007
- Place of Presentation
  Hotel Eva, Faro, Portugal
- Year and Date
  2007-05-04
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Bayesian portfolio selection using multifactor model and Bayesian predictive information criterion2007
- Author(s)
  Ando, T.
- Organizer
  27th international symposium on forecasting, 2007
- Place of Presentation
  Marriott Marquis, New York, USA
- Year and Date
  2007-06-26
- Data Source
  KAKENHI-PROJECT-18700273
[Presentation] Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data2006
- Author(s)
  Ando, T.
- Organizer
  The 2006 IEEE International Conference on Data Mining
- Place of Presentation
  Hong Kong Convention and Exhibition Centre, Hong Kong
- Year and Date
  2006-12-20
- Data Source
  KAKENHI-PROJECT-18700273

1. Sueishi Naoya (40596251)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

ANDO Tomohiro 安道 知寛

Research Projects

Research Products

Co-Researchers

Penalized Empirical Likelihood Estimation for High-Dimensional Data Analysis

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

大規模情報を活用した市場の需給均衡分析に対する新たなアプローチPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research on Model Selection for Bayesian models and its extension to Nonlinear modelingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 高次元データ分析の方法（仮）2014

Author(s)

Publisher

Data Source

[Journal Article] On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator2019

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Regularization Parameter Selection for Penalized Empirical Likelihood Estimator2019

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] A STATISTICAL ANALYSIS OF THE ONLINE DAILY DEALS PROMOTION MARKET2014

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criterion2009

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian portfolio selection using multifactor model and Bayesian predictive information criterion2009

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood2009

Author(s)

Journal Title

Data Source

[Journal Article] Measuring the baseline sales and the promotion effect for incense products: A Bayesian state space modeling approach.2008

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian model averaging and Bayesian predictive information criterion for model selection2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Bayesian model averaging and Bayesian predictive information criterion for model selection2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] asuring the Sales Promotion Effect and Baseline Sales for Incense pucts : a Bayesian State Space Modeling Approach2008

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian inference for regime switching stochastic volatility model with fat-tails and correlated errors2008

Author(s)

Journal Title

Data Source

[Journal Article] Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models2007

Author(s)

Journal Title

Data Source

ANDO Tomohiro 安道知寛