Research field (2)：
Statistical science
, Applied mathematics and statistics
Research keywords (3)：
statistics of stochastic processes
, Bayesian computation
, high-dimensional statistics
Research theme for competitive and other funds (3)：
2024 - 2027 Theoretical development of non-sparse high-dimensional statistics for understanding and utilization of large-degree-of-freedom models
2021 - 2023 Estimation of Stochastic Processes with Online Optimisation Methods
2020 - 2022 観測ノイズ付き確率微分方程式の局所漸近正規性・漸近有効推定量
Papers (7)：
Shogo Nakakita. Parametric estimation of stochastic differential equations via online gradient descent. Japanese Journal of Statistics and Data Science. 2024
Shogo Nakakita, Pierre Alquier, Masaaki Imaizumi. Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions. Electronic Journal of Statistics. 2024. 18. 1
Shogo Nakakita. Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise. Annals of the Institute of Statistical Mathematics. 2021
Shogo Nakakita. Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. Statistical Inference for Stochastic Processes. 2020
