Talks-2019

Talks [2019Apr-2020Mar]

June

• S. Eguchi: Consistent model selection for ergodic diffusions in data driven time scale, EcoSta 2019, National Chung Hsing University, Taiwan, 2019.6.19


• K. Kamatani: High-dimensional scaling limit of Monte Carlo methods, TU Delft, Netherlands, Dynstoch 2019, 2019.6.13


• K. Kamatani: High-dimensional scaling limit of Monte Carlo methods, EcoSta 2019, National Chung Hsing University, Taiwan, 2019.6.26


• Y. Koike: High-dimensional covariance estimation in YUIMA package, The Third YUIMA Conference, Università di Padova, Brixen-Bressanone, Italy, 2019.6.27


• H. Masuda: Nonlinear locally stable regression, TU Delft, Netherlands, Dynstoch 2019, 2019.6.14


• H. Masuda: On Lévy driven models in YUIMA, The 3rd YUIMA conference, Brixen-Bressanone, Italy, 2019.6.27

• K. Kamatani: Analysis of Markov Chain Monte Carlo Method with Heavy-tailed Target Distributions, ISBA-Kobe, Kobe, 2019.7.14


• K. Kamatani: Scaling limits of piecewise deterministic Monte Carlo methods, EMS 2019, University of Palermo, Italy, 2019.7.24


• Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, The 3rd KAFE-JAFEE International Conference on Financial Engineering, Busan International Finance Center, Busan, Korea, 2019.7.17


• S. Eguchi: Stepwise model selection for SDEs in YUIMA, EMS 2019, University of Palermo, Italy, 2019.7.25


• Y. Koike: High-dimensional covariance estimation in YUIMA package, EMS 2019, University of Palermo, Italy, 2019.7.25

• Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, ISI WSC 2019, Kuala Lumpur Convention Centre, Kuala Lumpur, Malaysia, 2019.8.21

• K. Kamatani and N. Okamoto: Metropolis-within-piecewise deterministic Markov processes, CMStatistics 2019, University of London, London, UK, 2019.12.16


• Y. Koike: De-biased graphical Lasso for high-frequency data, CMStatistics 2019, University of London, London, UK, 2019.12.16


• Y. Koike: Asymptotic mixed normality of realized covariance in high-dimensions, The 11th ICSA International Conference, Hangzhou Dragon Hotel, Hangzhou, China, 2019.12.22

• K. Kamatani: Robust Markov chain Monte Carlo methodologies with respect to tail properties, BayesComp 2020, University of Florida, USA, 2020.1.9