School personnel information

写真b

KAMATANI Kengo


Keyword

Bayesian methodology, Monte Carlo methods, Markov chain, Monte Carlo method

URL

http://www.sigmath.es.osaka-u.ac.jp/~kamatani/research/

Organization 【 display / non-display

  • 2011.10.01 - 2014.03.31, Department of Systems Innovation, Graduate School of Engineering Science, Assistant Professor

  • 2014.04.01 - 2019.03.31, Department of Systems Innovation, Graduate School of Engineering Science, Associate Professor

  • 2019.04.01 - , Department of Systems Innovation, Graduate School of Engineering Science, Associate Professor

 

Academic Papers 【 display / non-display

  • Bayesian inference for stable Levy-driven stochastic differential equations with high-frequency data, Jasra Ajay, Kamatani Kengo, Masuda Hiroki, SCANDINAVIAN JOURNAL OF STATISTICS,46(2) 545-574, 2019.06, Papers

  • ON ONE-DIMENSIONAL RICCATI DIFFUSIONS, Bishop A. N., Del Moral P., Kamatani K., Remillard B., ANNALS OF APPLIED PROBABILITY,29(2) 1127-1187, 2019.04, Papers

  • Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution, Kamatani Kengo, BERNOULLI,24(4B) 3711-3750, 2018.11, Papers

  • High-dimensional scaling limits of piecewise deterministic sampling algorithms, Joris Bierkens, Kengo Kamatani, Gareth O. Roberts, 2018.07, http://arxiv.org/abs/1807.11358v1, Papers

  • A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD, Jasra Ajay, Kamatani Kengo, Law Kody J. H., Zhou Yan, INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION,8(1) 61-73, 2018.04, Papers

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