Meiji University Center for Mathematical Modeling and Applications

　　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)

　　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

Opening

Kokichi Sugihara (Director of MIMS)

Invited Session 1: Particle Filter and Data Assimilation

Chair: Kazuyuki Nakamura (Meiji University, Japan)

Arnaud Doucet (University of Oxford, UK)

"Iterative Particle Sampling for Bayesian Computation"

Norikazu Ikoma (Nippon Institute of Technology, Japan)

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

Kazuyuki Nakamura (Meiji University, Japan)

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

　　　　Lunch

Invited Session 2: Earth Science

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

Peng Hui (Central South University, China)

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

Hiromichi Nagao (The University of Tokyo, Japan)

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

Koji Tamaribuchi (Meteorological Research Institute, Japan)

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

　　　　Coffee break

Invited Session 3: Time Series Modeling

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

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

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

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"

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

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

　　　　Coffee break

Special Short Session I

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

Takeru Matsuda (The University of Tokyo, Japan)

"Oscillator Decomposition of Time Series Data"

Tomoya Haba (The University of Tokyo, Japan)

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

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

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

Masayuki Yokoyama (National Institute for Fusion Science, Japan)

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

Invited Session 4: Econometrics and Data Analysis

Chair: Naoto Kunitomo (Meiji University, Japan)

Duc Khuong Nguyen (IPAG Business School, France)

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

Naoto Kunitomo (Meiji University, Japan)

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

Tatsuyoshi Okimoto (Australian National University, Australia)

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

　　　　Group photo

　　　　Lunch

Invited Session 5: Data Science I

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

Ryo Yoshida (The Institute of Statistical Mathematics, Japan)

"Machine Learning for Accelerated Materials Discovery"

Ippei Obayashi (RIKEN/Tohoku University, Japan)

"Topological Data Analysis for Materials Science"

Tomoyuki Miyaji (Meiji University, Japan)

"Application of A Topological Computation Method to Biomedical Signals"

　　　　Coffee break

Special Short Session II

Chair: Tomoyuki Miyaji (Meiji University, Japan)

Ayuki Sekisaka (Meiji University, Japan)

"Motion of Spots on the Curved Surface"

Nina Sviridova (The University of Tokyo, Japan)

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

Takahiro Tanabe (Meiji University, Japan)

"Interaction between Two Intruders in Granular Flow"

Lorenzo Contento (Meiji University, Japan)

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

　　　　Coffee break

Special Short Session III

Chair: Yoshiro Yamamura (Meiji University, Japan)

Kengo Nakai (The University of Tokyo, Japan)

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

Tomoro Kimura (Meiji University, Japan）

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

Daisuke Kurisu (Tokyo Institute of Technology, Japan）

"Nonparametric Inference for Lévy Models"

Hiroumi Misaki (University of Tsukuba, Japan）

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

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

Invited Session 6: Data Science II

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

Aapo Hyvärinen (University College London, UK)

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

Shunsuke Ono (Tokyo Institute of Technology, Japan)

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

Jiancang Zhuang (The Institute of Statistical Mathematics, Japan)

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

　　　　Lunch

Invited Session 7: Financial Time Series Modeling

Chair: Yoko Tanokura (Meiji University, Japan)

Yoshiro Yamamura (Meiji University, Japan)

"Dynamics of Commercial Real Estate Market in Tokyo"

Yoko Tanokura (Meiji University, Japan)

"On Trend Change Factors of Financial Markets"

Closing

Genshiro Kitagawa (Chair of Organizing Committee)