Uematsu Yoshimasa 植松良公

Researcher Number	40835279
Other IDs	https://orcid.org/0000-0002-0983-3143
Affiliation (Current)	2024: 一橋大学, 大学院ソーシャル・データサイエンス研究科, 准教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 一橋大学, 大学院ソーシャル・データサイエンス研究科, 准教授 2020 – 2022: 一橋大学, ソーシャル・データサイエンス教育研究推進センター, 准教授 2019 – 2021: 東北大学, 経済学研究科, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related Except Principal Investigator Basic Section 07030:Economic statistics-related / Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related / Basic Section 61030:Intelligent informatics-related / Basic Section 60030:Statistical science-related
Keywords	Principal Investigator ファクター / 高次元時系列 / FDRコントロール / 統計的推測 / ノックオフ / バイアス修正 / ベクトル自己回帰 / 検出力 / 偽発見率 / スパース性 … More / ポートフォリオ選択 / 分散共分散行列 / 高次元データ / ファクターモデル … More Except Principal Investigator 統計的推測 / 高次元データ / ポートフォリオ選択 / 統計的推定・推論 / 深層モデル / 非スパースモデル / 高次元統計学 / 大規模モデル / Multiple testing / Weak factors / 罰則項付縮小ランク回帰 / 共トレンド推定 / 時系列データ / 罰則化法 / Asset pricing / 景気循環成分 / ホドリック・プレスコット・フィルター / ファクターモデル / パネルデータ / climate change / co2 emission / energy consumption / inflation / factor model / panel data Less

Theoretical development of non-sparse high-dimensional statistics for statistical understanding and utilization of large-degree-of-freedom models
- Principal Investigator
  
  今泉允聡
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 60030:Statistical science-related
  Basic Section 61030:Intelligent informatics-related
  Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related
- Research Institution
  The University of Tokyo
Portfolio Selection for High-Dimensional Data
- Principal Investigator
  
  田中晋矢
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Otaru University of Commerce
反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析
- Principal Investigator
  
  山形孝志
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Osaka University
ファクターモデルと罰則化法を用いた時系列・パネルデータの計量分析:理論と応用
- Principal Investigator
  
  早川和彦
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University
高次元マクロ計量経済学における大域的推測理論の確立Principal Investigator
- Principal Investigator
  
  植松良公
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hitotsubashi University
  Tohoku University

All 2023 2022 2021 2020 2019

All Journal Article Presentation Book

[Book] 経済経営のデータサイエンス2022
- Author(s)
  石垣司、植松良公、千木良弘朗、照井伸彦、松田安昌、李銀星
- Total Pages
  248
- Publisher
  共立出版
- ISBN
  9784320125193
- Data Source
  KAKENHI-PROJECT-20H01484
[Journal Article] Estimation of large covariance matrices with mixed factor structures2023
- Author(s)
  Runyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda
- Journal Title
  
  The Econometrics Journal
  
  Volume: 27 Issue: 1 Pages: 62-83
- DOI
  10.1093/ectj/utad018
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K13665, KAKENHI-PROJECT-20H01484
[Journal Article] Discovering the Network Granger Causality in Large Vector Autoregressive Models2023
- Author(s)
  Yoshimasa Uematsu,Takashi Yamagata
- Journal Title
  
  arXiv
  
  Volume: arXiv:2303.15158
- Open Access
- Data Source
  KAKENHI-PROJECT-21H00700
[Journal Article] Estimation of Sparsity-Induced Weak Factor Models2022
- Author(s)
  Uematsu Yoshimasa、Yamagata Takashi
- Journal Title
  
  Journal of Business & Economic Statistics
  
  Volume: Forthcoming Issue: 1 Pages: 1-15
- DOI
  10.1080/07350015.2021.2008405
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-19K13665, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-21H00700
[Journal Article] Inference in Sparsity-Induced Weak Factor Models2021
- Author(s)
  Uematsu Yoshimasa、Yamagata Takashi
- Journal Title
  
  Journal of Business & Economic Statistics
  
  Volume: Forthcoming Issue: 1 Pages: 1-14
- DOI
  10.1080/07350015.2021.2003203
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-19K13665, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-21H00700
[Journal Article] IPAD: stable interpretable forecasting with knockoffs inference2019
- Author(s)
  Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi, Yoshimasa Uematsu
- Journal Title
  
  Journal of the American Statistical Association
  
  Volume: - Issue: 532 Pages: 1822-1834
- DOI
  10.1080/01621459.2019.1654878
- NAID
  120006557977
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Journal Article] High‐dimensional macroeconomic forecasting and variable selection via penalized regression2019
- Author(s)
  Uematsu Yoshimasa and Tanaka Shinya
- Journal Title
  
  The Econometrics Journal
  
  Volume: 22 Issue: 1 Pages: 34-56
- DOI
  10.1111/ectj.12117
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K17100, KAKENHI-PROJECT-19K13665
[Journal Article] SOFAR: large-scale association network learning2019
- Author(s)
  Yoshimasa Uematsu, Yingying Fan, Kun Chen, Jinchi Lv, Wei Lin
- Journal Title
  
  IEEE Transactions on Information Theory
  
  Volume: 65 Issue: 8 Pages: 4924-4939
- DOI
  10.1109/tit.2019.2909889
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] Revisiting asymptotic theory for principal component estimators of approximate factor models2023
- Author(s)
  Yoshimasa Uematsu
- Organizer
  16th CMStatistics 2023, Berlin, Germany
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] High-dimensional robust inference via the debiased rank lasso2022
- Author(s)
  Yoshimasa Uematsu
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] High-dimensional asymptotics for single-index models via approximate message passing2022
- Author(s)
  Yoshimasa Uematsu
- Organizer
  15th CMStatistics 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] High-dimensional robust inference via the debiased rank lasso2022
- Author(s)
  Yoshimasa Uematsu
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] High-dimensional asymptotics for single-index models via approximate message passing2022
- Author(s)
  Yoshimasa Uematsu
- Organizer
  15th CMStatistics 2022
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] 高次元データにおける統計的推測とその高次元ベクトル自己回帰への応用2021
- Author(s)
  植松良公
- Organizer
  統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] On weak factor models2021
- Author(s)
  植松良公
- Organizer
  日本統計学会春季集会
- Invited
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] On weak factor models2021
- Author(s)
  植松良公
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] Robust False Discovery Rate Control via Debiased Rank Lasso2021
- Author(s)
  植松良公
- Organizer
  Applications of Data Science in Social Science
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] Inference in weak factor models2020
- Author(s)
  Yoshimasa Uematsu
- Organizer
  Econometric Society World Congress 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] IPAD: stable interpretable forecasting with knockoffs inference2019
- Author(s)
  Yoshimasa Uematsu
- Organizer
  11th CSA-KSS-JSS Joint International Session
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] Estimation of weak factor models2019
- Author(s)
  Yoshimasa Uematsu
- Organizer
  39th International Symposium on Forecasting
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] IPAD: stable interpretable forecasting with knockoffs inference2019
- Author(s)
  Yoshimasa Uematsu
- Organizer
  11th ICSA International Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665
[Presentation] Large-dimensional vector autoregression2019
- Author(s)
  Yoshimasa Uematsu
- Organizer
  2019 UEA-Tohoku Joint Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13665

1. 山形孝志 (20813231)

# of Collaborated Projects: 2 results

# of Collaborated Products: 3 results
2. 敦賀貴之 (40511720)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 生藤昌子 (60452380)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 早川和彦 (00508161)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 山田宏 (90292078)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 今泉允聡 (90814088)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 仲北祥悟 (80855114)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 矢田和善 (90585803)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 田中晋矢 (80727149)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Uematsu Yoshimasa 植松 良公

Research Projects

Research Products

Co-Researchers

Theoretical development of non-sparse high-dimensional statistics for statistical understanding and utilization of large-degree-of-freedom models

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Portfolio Selection for High-Dimensional Data

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ファクターモデルと罰則化法を用いた時系列・パネルデータの計量分析:理論と応用

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

高次元マクロ計量経済学における大域的推測理論の確立Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Book] 経済経営のデータサイエンス2022

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] Estimation of large covariance matrices with mixed factor structures2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Discovering the Network Granger Causality in Large Vector Autoregressive Models2023

Author(s)

Journal Title

Data Source

[Journal Article] Estimation of Sparsity-Induced Weak Factor Models2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Inference in Sparsity-Induced Weak Factor Models2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] IPAD: stable interpretable forecasting with knockoffs inference2019

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] High‐dimensional macroeconomic forecasting and variable selection via penalized regression2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] SOFAR: large-scale association network learning2019

Author(s)

Journal Title

DOI

Data Source

[Presentation] Revisiting asymptotic theory for principal component estimators of approximate factor models2023

Author(s)

Organizer

Data Source

[Presentation] High-dimensional robust inference via the debiased rank lasso2022

Uematsu Yoshimasa 植松良公