KAMATANI KENGO

Affiliation and department：
Homepage URL (1)： https://sites.google.com/view/kengokamatani/

Research keywords (3)：マルコフ連鎖 , モンテカルロ法 , ベイズ統計学

Research theme for competitive and other funds (11)：

2021 - 2027 大規模時空間従属性データ科学へ向けた先端的確率統計学の新展開
2020 - 2025 Robust quasi-Hamiltonian Monte Carlo Methods
2021 - 2024 Analysis for scalable Bayesian calculations
2021 - 2024 スケーラブルなベイズ計算法の解析
2016 - 2020 Next generation Monte Carlo methods based on reversible proposal Metropolis-Hastings algorithms

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Papers (27)：

Kengo Kamatani, Xiaolin Song. Non-reversible guided Metropolis kernel. Journal of Applied Probability. 2023
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts. High-dimensional scaling limits of piecewise deterministic sampling algorithms. The Annals of Applied Probability. 2022. 32. 5
Alexandros Beskos, Kengo Kamatani. MCMC Algorithms for Posteriors on Matrix Spaces. Journal of Computational and Graphical Statistics. 2022. 1-18
Kengo KAMATANI, Xiaolin SONG. HAAR-WEAVE-METROPOLIS KERNEL. Bulletin of informatics and cybernetics. 2022. 54. 1. 1-31
鎌谷研吾. Mean-reverting Proposals for the Markov Chain Monte Carlo Algorithms. 日本統計学会誌. 2021. 50. 2

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MISC (3)：

乙部達志, 鎌谷研吾. 鉄道の空気力学走行速度の違いによる強風時の安全性を評価する. RRR. 2020. 77. 10
鎌谷研吾. マルコフ連鎖モンテカルロ法のエルゴード性の解析 (マクロ経済動学の非線形数理). 数理解析研究所講究録. 2011. 1768. 73-84
KAMATANI KENGO. Note on asymptotic properties of probit Gibbs sampler (Asymptotic Expansions for Various Models and Their Related Topics). 2013. 1860. 140-145

Books (1)：

Lectures and oral presentations (1)：

Awards (3)：

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