Rchr
J-GLOBAL ID:200901013904285474   Update date: Apr. 08, 2024

NISHIYAMA Yoichi

ニシヤマ ヨウイチ | NISHIYAMA Yoichi
Affiliation and department:
Job title: Professor
Homepage URL  (1): http://nishiyama.w.waseda.jp/
Research field  (3): Applied mathematics and statistics ,  Basic mathematics ,  Statistical science
Research keywords  (5): Mathematical Statistics ,  Probability Theory ,  Data Science ,  Martingales ,  Random Fields
Research theme for competitive and other funds  (7):
  • 2018 - 2024 高次元マルチンゲール理論とその統計的応用
  • 2015 - 2019 Theory for quantile regression inference of time series and its applications
  • 2015 - 2018 超高次元の確率解析手法による統計的推測
  • 2012 - 2015 無限次元の弱収束理論と統計的応用
  • 2009 - 2012 Statistical Applications of metric entropy methods
Show all
Papers (36):
  • Yoichi Nishiyama. On ranks statistics of *PageRrank* and *MarkovRank*. WASEDA GLOBAL FORUM. 2022. 19. 159-180
  • Koji Tsukuda, Yoichi Nishiyama. Weak convergence of marked empirical processes in a Hilbert space and its applications. ELECTRONIC JOURNAL OF STATISTICS. 2020. 14. 2. 3914-3938
  • Ilia Negri, Yoichi Nishiyama. Moment convergence of $Z$-estimators. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES. 2017. 20. 3. 387-397
  • Kou Fujimori, Yoichi Nishiyama. The Dantzig selector for diffusion processes with covariates. JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 2017. 47. 1. 59-73
  • Ilia Negri, Yoichi Nishiyama. $Z$-process method for change point problems with applications to discretely observed diffusion processes. STATISTICAL METHODS AND APPLICATIONS. 2017. 26. 2. 231-250
more...
MISC (3):
  • 西山 陽一. 確率・統計の肝 : マルチンゲール,赤池情報量規準 (特集 時代が求める統計学). 数学セミナー. 2013. 52. 10. 28-33
  • Ilia Negri, Yoichi Nishiyama. Moment convergence of $Z$-estimators and $Z$-process method for change point problems. Research Memorandum, The Institute of Statistical Mathematics. 2012. 1158
  • Entropy Methods for Random Fields Generated by Martingales and Their Statistical Applications. 1999. 47. 1. 157-174
Books (3):
  • Martingale Methods in Statistics
    CRC Press, Taylor & Francis Group 2022 ISBN:9781466582811
  • Statistical Analysis by the Theory of Martingales (In Japanese)
    Kindaikagakusha 2011
  • Entropy Methods for Martingales
    CWI Tracts 2000
Lectures and oral presentations  (5):
  • A stochastic maximal inequality and its applications
    (EcoSta 2023 2023)
  • A stochastic maximal inequality, weak convergence of infinite-dimensional martingales, and semiparametric statistics
    (日本数学会 2013 年度秋季総合分科会 2013)
  • Adaptive semiparametric estimation for diffusion processes
    (The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012)
  • Bracketing CLT for martingales
    (52th ISI World Statistical Congress 1999)
  • マルチンゲール確率場に対するエントロピー法とその統計的推測への応用
    (日本数学会 1999 年度年会 1999)
Education (3):
  • 1993 - 1994 Osaka University Graduate School of Fundamental Engeneering Department of Mathematical Science (Doctor's course)
  • 1991 - 1993 Osaka University Graduate School of Fundamental Engeneering Department of Mathematical Science (Master's course)
  • 1987 - 1991 Osaka University Faculty of Science Department of Mathematics
Professional career (2):
  • (Master of Engineering) (Osaka University)
  • (Ph. D.) (Utrecht University)
Work history (4):
  • 2016/04 - 現在 Faculty of International Research and Education, Waseda University Professor
  • 2015/04 - 2016/03 Faculty of International Research and Education, Waseda University Associate Professor
  • 2008/04 - 2015/03 The Institute of Statistical Mathematics Associate Professor
  • 1994/04 - 2008/03 The Institute of Statistical Mathematics Assistant Professor
Committee career (5):
  • 2013 - 2015 日本統計学会 会誌編集理事(欧文)
  • 2010 - 2012 The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012 Local organizing comittee
  • 2009 - 2010 日本数学会 評議員
  • 2007 - 2009 日本数学会 和文誌「数学」編集委員
  • 2007 - 2008 統計学関連連合大会 企画委員
Awards (1):
  • 2009/09 - JSS Ogawa Prize
Association Membership(s) (2):
日本数学会 ,  日本統計学会
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