School personnel information

写真b

KAMATANI Kengo


Keyword

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

Organization 【 display / non-display

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

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

 

Academic Papers 【 display / non-display

  • On one-dimensional Riccati diffusions, Adrian N. Bishop, Pierre Del Moral, Kengo Kamatani, Bruno Remillard, 2017.11, http://arxiv.org/abs/1711.10065v1, Papers

  • Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo, Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou, 2017.01, http://arxiv.org/abs/1701.05892v1, Papers

  • Multilevel Particle Filters: Normalizing Constant Estimation, Ajay Jasra, Kengo Kamatani, Prince Prepah Osei, Yan Zhou, 2016.05, http://arxiv.org/abs/1605.04963v1, Papers

  • Ergodicity of Markov chain Monte Carlo with reversible proposal, Kengo Kamatani, 2016.02, http://arxiv.org/abs/1602.02889v1, Papers

  • Multilevel particle filter, Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou, 2015.10, http://arxiv.org/abs/1510.04977v1, Papers

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