This homepage will be no longer updated: I have moved to
Graduate School of Mathematical Sciences
University of Tokyo
Department of Mathematical Sciences
Faculty of Mathematics
Kyushu UniversityAddress: 744 Motooka Nishi-ku Fukuoka 819-0395, Japan
E-mail: hiroki [[atmark]] math. kyushu-u. ac. jp
Graduate School of Mathematical Sciences
University of TokyoAddress: 3-8-1 Komaba Meguro-ku Tokyo 153-8914, Japan
E-mail: hmasuda [[atmark]] ms. u-tokyo. ac. jp
Currently, I am
- Editor-in-Chief of Japanese Journal of Statistics and Data Science: October 2022 - Present
- Member of research project at JST CREST:
"New developments in statistics for stochastic systems toward data science for large-scale spatiotemporal dependence", October 2021 - Present
[Research Director: Nakahiro Yoshida (Graduate School of Mathematical Sciences, The University of Tokyo)] - Associate editor of Annals of the Institute of Statistical Mathematics: July 2021 - Present
- Associate editor of Bernoulli journal: January 2019 - Present
- Associate editor of Statistical Inference for Stochastic Processes: January 2014 - Present
- Elected member of ISI (International Statistical Institute): January 2012 - Present
Research interests
- Asymptotic inference for Lévy driven stochastic processes
- Balancing efficiency, robustness, and high practical utility
- Model assessment
- Stochastic approximation methods in statistics
- Stability of stochastic processes
Application fields of current interest
- Forecasting electricity demand
- Biostatistics for neuroimaging: statistical analysis for spatiotemporal dependence
- Mathematical biology: randomly perturbed dynamical systems
- Life sciences; ecology