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
KAMATANI KENGO. Note on asymptotic properties of probit Gibbs sampler (Asymptotic Expansions for Various Models and Their Related Topics). 2013. 1860. 140-145
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

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Lectures and oral presentations (1)：

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