慶應義塾大学 · 理工学部 / 理工学研究科

研究关键词maximum mean discrepancy・stochastic volatility models・feature selection・sparse factor models・graphical networks・structural break recovery・high-dimensional statistics

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• Factor multivariate stochastic volatility models of high dimension2026 · Econometric Reviews
• Estimation of time series by Maximum Mean Discrepancy2026 · Arxiv working paper 2026年01月
• Sparse Minimum Redundancy Maximum Relevance for Feature Selection2026 · Scandinavian Journal of Statistics
• Sparse factor models of high dimension2025 · Arxiv working paper 2025年01月

• Statistical modelling for multivariate models of high dimension2025 · -

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