International Conference

ICMMA 2018

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What's New

 

ICMMA 2018
"Data Science, Time Series
Modeling and Applications"
Aims and Scope This conference aims at providing an excellent venue for academics, researchers, professionals, and practitioners to share and discuss research findings and practical issues in mathematical and statistical modeling. In particular, the topics related to data science or time series modeling methods for complex real-world problems are welcome but not limited. Contributed papers by young researchers are also welcomed.
Organizers Meiji Institute for Advanced Study of Mathematical Sciences (MIMS),
Research Branding Project “Meiji University Doing Mathematical Sciences”
In Cooperation with Research Meeting on Particle Filters,
Grant-in-Aid for Scientific Research (B) No. 18H03210
Date February 11-13, 2019
Venue Room 603, 6F High-Rise Wing, Nakano Campus, Meiji University
4-21-1 Nakano, Nakano-ku, Tokyo 164-8525
 

Transportation to Meiji University

Campus Map

Schedule Feb. 11 (Mon.) Invited Session & Special Short Session
Feb. 12 (Tue.) Invited Session & Special Short Session
        Banquet (Open space on 6F)
Feb. 13 (Wed.) Invited Session
 

Conference Timetable

Internet Access The eduroam wireless network is available on campus. If your institution participates in eduroam, we recommend that you set up your eduroam account before traveling. For eduroam-related problems, please contact your home institution's technical support.
※Registration is required. closed

Please click the "Registration" button to open the registration form.
To participate in ICMMA 2018, please come to the registration desk on the day.
  
Registration Deadline
 Please register by January 15 (Tue.), 2019.
*Registration: closed


 
Registration fee: free

Please register in advance for the sake of convenience of our preparation.
Banquet will be held on February 12 (Tue.) :
     3,000 Japanese-yen for general attendants
     Free for students
Please pay the banquet fee by Japanese-yen at the banquet site.
 
*Special Short Session:
CALL FOR PAPERS

The conference encourages all theoretical, methodological, and empirical papers on statistical and mathematical modeling, in particular, relevant following topics:

  • Time Series Methods, State-space Modeling, Recursive Filtering Methods, Data Assimilation, Second-order Adjoint method, Gaussian-sum Filter
  • Machine Learning, Materials Informatics, Topological Data Analysis, Persistent Homology, Dynamical System
  • Earth Science, Environmental Science
  • Econometrics, Finance, Business Science, Financial Econometrics, Real Estate Market Analysis, Financial Market Analysis, Risk Analysis, Seasonal Adjustment Methods

In addition to the above area, other researches on modeling real-world problems are also welcome.
 

GUIDELINE FOR SPEAKERS

To apply the Special Short Session, please send an abstract of your talk to
  icmma2018[at]meiji.ac.jp (replace [at] with @)
as an attachment in PDF document (1 page A4 size) and provide the information below in the body of the email:

  • Name
  • Affiliation
  • Position
  • Title of your talk

 
Application Deadline
Please send the file to
  icmma2018[at]meiji.ac.jp (replace [at] with @)
by January 15 (Tue.), 2019. closed

Invited Speakers

  Arnaud Doucet (University of Oxford, UK)

  Peng Hui (Central South University, China)

  Aapo Hyvärinen (University College London, UK)

  Norikazu Ikoma (Nippon Institute of Technology, Japan)

  Genshiro Kitagawa (The University of Tokyo/Meiji University, Japan)

  Naoto Kunitomo (Meiji University, Japan)

  Koki Kyo (Obihiro University of Agriculture and Veterinary Medicine, Japan)

  Tomoyuki Miyaji (Meiji University, Japan)

  Hiromichi Nagao (The University of Tokyo, Japan)

  Kazuyuki Nakamura (Meiji University, Japan)

  Duc Khuong Nguyen (IPAG Business School, France)

  Ippei Obayashi (RIKEN/Tohoku University, Japan)

  Tatsuyoshi Okimoto (Australian National University, Australia)

  Shunsuke Ono (Tokyo Institute of Technology, Japan)

  Seisho Sato (The University of Tokyo/Meiji University, Japan)

  Koji Tamaribuchi (Meteorological Research Institute, Japan)

  Yoko Tanokura (Meiji University, Japan)

  Yoshiro Yamamura (Meiji University, Japan)

  Ryo Yoshida (The Institute of Statistical Mathematics, Japan)

  Jiancang Zhuang (The Institute of Statistical Mathematics, Japan)

Organizing Committee of ICMMA 2018

  Chair:

Genshiro Kitagawa

  Co-Chair:

Kokichi Sugihara

  Vice Chair:

Yoko Tanokura

  Members:

Tomoyuki Miyaji

   

Yoshiro Yamamura

   

Kazuyuki Nakamura

   

Hiromichi Nagao

   

Naoto Kunitomo

   

Seisho Sato

   

Koki Kyo

Program

(as of January 21, 2019)
Date : February 11-13, 2019
Venue: Room 603, 6F High-Rise Wing, Nakano Campus, Meiji University
The registration desk located in front of Room 603 will open at 9:30 am.
 


Feb. 11 (Mon.)
10:00-10:10

Opening

Kokichi Sugihara (Director of MIMS)

Invited Session 1: Particle Filter and Data Assimilation

Chair: Kazuyuki Nakamura (Meiji University, Japan)

10:10-10:40

Arnaud Doucet (University of Oxford, UK)

"Iterative Particle Sampling for Bayesian Computation"

10:40-11:10

Norikazu Ikoma (Nippon Institute of Technology, Japan)

"On Some Realistic Instances of Particle Filter in Engineering Field"

11:10-11:40

Kazuyuki Nakamura (Meiji University, Japan)

"Applications of Data Assimilation and Error Analysis to Biological and Geophysical Systems"

11:40-13:10

    Lunch

Invited Session 2: Earth Science

Chair: Hiromichi Nagao (The University of Tokyo, Japan)

13:10-13:40

Peng Hui (Central South University, China)

"State-Space Modeling for Signal Extraction of Earthquake and Precision Weighing"

13:40-14:10

Hiromichi Nagao (The University of Tokyo, Japan)

"Seismic Wavefield Imaging of Long-Period Ground Motion in the Tokyo Metropolitan Area, Japan"

14:10-14:40

Koji Tamaribuchi (Meteorological Research Institute, Japan)

"Real-time Monitoring System of Earthquakes by Bayesian Estimation"

14:40-15:00

    Coffee break

Invited Session 3: Time Series Modeling

Chair: Seisho Sato (The University of Tokyo/Meiji University, Japan)

15:00-15:30

Genshiro Kitagawa (The University of Tokyo/Meiji University, Japan)

"Gaussian-sum Filter and Smoother for Nonlinear or Non-Gaussian Smoothing"

15:30-16:00

Koki Kyo (Obihiro University of Agriculture and Veterinary Medicine, Japan)

"Analysis of the Structure of Economic Growth and Business Cycles in the Prefectures of Japan"

16:00-16:30

Seisho Sato (The University of Tokyo/Meiji University, Japan)

"Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach"

16:30-16:45

    Coffee break

Special Short Session I

Chair: Koki Kyo (Obihiro University of Agriculture and Veterinary Medicine, Japan)

16:45-17:00

Takeru Matsuda (The University of Tokyo, Japan)

"Oscillator Decomposition of Time Series Data"

17:00-17:15

Tomoya Haba (The University of Tokyo, Japan)

"Decomposition of Multiple Seasonal Components in A Seasonal Adjustment Model"

17:15-17:30

Shin-ichi Ito (The University of Tokyo, Japan)

"Data Assimilation for Grain Growth Prediction based on A Second-order Adjoint Method"

17:30-17:45

Masayuki Yokoyama (National Institute for Fusion Science, Japan)

"An Attempt for the Thermal Transport Modelling of Fusion Plasmas based on the Statistical Approach"

 
Feb. 12 (Tue.) 

Invited Session 4: Econometrics and Data Analysis

Chair: Naoto Kunitomo (Meiji University, Japan)

10:00-10:30

Duc Khuong Nguyen (IPAG Business School, France)

"On the Network of Global Currencies: Does Lead-lag Connectedness Matter?"

10:30-11:00

Naoto Kunitomo (Meiji University, Japan)

"Non-Stationary Errors-in-Variables Models and Their Econometric Applications"

11:00-11:30

Tatsuyoshi Okimoto (Australian National University, Australia)

"How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models"

11:30-12:00

    Group photo

12:00-13:30

    Lunch

Invited Session 5: Data Science I

Chair: Genshiro Kitagawa (The University of Tokyo/Meiji University, Japan)

13:30-14:00

Ryo Yoshida (The Institute of Statistical Mathematics, Japan)

"Machine Learning for Accelerated Materials Discovery"

14:00-14:30

Ippei Obayashi (RIKEN/Tohoku University, Japan)

"Topological Data Analysis for Materials Science"

14:30-15:00

Tomoyuki Miyaji (Meiji University, Japan)

"Application of A Topological Computation Method to Biomedical Signals"

15:00-15:20

    Coffee break

Special Short Session II

Chair: Tomoyuki Miyaji (Meiji University, Japan)

15:20-15:35

Ayuki Sekisaka (Meiji University, Japan)

"Motion of Spots on the Curved Surface"

15:35-15:50

Nina Sviridova (The University of Tokyo, Japan)

"Filtration Effect on the Dynamical Characteristics of the Photoplethysmogram at Green Light"

15:50-16:05

Takahiro Tanabe (Meiji University, Japan)

"Interaction between Two Intruders in Granular Flow"

16:05-16:20

Lorenzo Contento (Meiji University, Japan)

"Competitor-mediated Coexistence and Complex Patterns in a Three-species Competition-diffusion System"

16:20-16:35

    Coffee break

Special Short Session III

Chair: Yoshiro Yamamura (Meiji University, Japan)

16:35-16:50

Kengo Nakai (The University of Tokyo, Japan)

"Machine-learning Inference of Variables of a Chaotic Fluid Flow from Data using Reservoir Computing"

16:50-17:05

Tomoro Kimura (Meiji University, Japan)

"Application of Hamiltonian Monte Carlo Method to Bayesian Estimation of Sika Deer Population Dynamics for Effective Wildlife Management"

17:05-17:20

Daisuke Kurisu (Tokyo Institute of Technology, Japan)

"Nonparametric Inference for Lévy Models"

17:20-17:35

Hiroumi Misaki (University of Tsukuba, Japan)

"On the Error of Realized Measures of Volatility in Finance"

18:00-20:00

    Banquet
Special Presentation “Mathematical Study of Impossible Objects in MIMS” by Kokichi Sugihara (Meiji University, Japan)

 
Feb. 13 (Wed.)  

Invited Session 6: Data Science II

Chair: Jiancang Zhuang (The Institute of Statistical Mathematics, Japan)

10:00-10:30

Aapo Hyvärinen (University College London, UK)

"Nonlinear Independent Component Analysis: A Principled Framework for Unsupervised Deep Learning"

10:30-11:00

Shunsuke Ono (Tokyo Institute of Technology, Japan)

"Nonsmooth Convex Optimization and Sparse Regularization in Signal and Information Processing"

11:00-11:30

Jiancang Zhuang (The Institute of Statistical Mathematics, Japan)

"A Semi-parametric Spatiotemporal Hawkes-type Point Process Model with Periodic Background for Crime Data"

11:30-13:00

    Lunch

Invited Session 7: Financial Time Series Modeling

Chair: Yoko Tanokura (Meiji University, Japan)

13:00-13:30

Yoshiro Yamamura (Meiji University, Japan)

"Dynamics of Commercial Real Estate Market in Tokyo"

13:30-14:00

Yoko Tanokura (Meiji University, Japan)

"On Trend Change Factors of Financial Markets"

14:00-14:10

Closing

Genshiro Kitagawa (Chair of Organizing Committee)

Transportation to
Meiji University, Nakano campus

4-21-1 Nakano, Nakano-ku, Tokyo, Japan 164-8525
From Nakano Station to Meiji University

nakano map

 
 The nearest JR train station to Meiji University, Nakano campus is Nakano Station. It takes approximately 8 minutes on foot from Nakano Station to campus. Please exit from the North Exit of Nakano Station.

From Haneda Airport to Nakano Station

'Haneda Airport' English web site

  • Haneda Airport (羽田空港) -- [Monorail] --> Hamamatsucho (浜松町)
  • Hamamatsucho (浜松町) -- [JR line] --> Kanda (神田)
  • Kanda (神田)-- [JR line] --> Nakano (中野)

 
 

Line : Tokyo -Monorail : approx. 20min. 470 yen
Haneda Airport International Terminal (Monorail) --> Hamamatsucho
Line : JR Keihintohoku : approx. 10 min. 290 yen
Hamamatsucho --> Kanda
Line : JR Chuo Line : approx. 16 min. for Rapid Train
Kanda --> Nakano
From Narita Airport to Nakano Station

'Narita Airport' English web site

  • Narita Airport (成田空港) -- [JR Narita-Express] --> Shinjuku (新宿)
  • Shinjuku (新宿) -- [JR line] --> Nakano (中野)

 

 
Line : JR Narita-Express : approx. 90 min. 3310 yen
Narita Airport --> Shinjuku
Line: JR Chuo Line: approx. 5 min. for Rapid, 10 min. for Local
Shinjuku --> Nakano
Route map

Line map

 
Please contact us for further information:
 icmma2018[at]meiji.ac.jp (replace [at] with @)