Kaoru Irie, Ph.D.

Assistant Professor of Economics (Jun 2016-)

Department of Statistics
Graduate School of Economics
The University of Tokyo

7-3-1 Hongo, Bunkyo-ku,
Tokyo, 113-0033
Japan

Email: irie [at] e [dot] u-tokyo [dot] ac [dot] jp

Research Interests

Bayesian Statistics and Econometrics

State Space Models, Sparsity in Time Series (Shrinkage, Latent Thresholds, etc),
Sequential Monte Carlo, Stochastic Optimization, Stochastic Volatility,
Dirichlet Process Mixture Models

Last Updated: 28 Jul 2016
by Kaoru Irie.