Mathematical Data Science Lab. （Mathematics and Informatics Center）

Mathematical Data Science Lab. （Mathematics and Informatics Center）

Yoshihiro Kanno Professor	Tomonari Sei Professor
Teppei Ogihara Associate Professor

Mathematics of design optimization: Design optimization is the methodology that utilizes mathematical optimization to improve the rationality and sophistication of design processes in engineering. We mainly focus on developing mathematical modelings and numerical algorithms for solving diverse optimal design problems.
Statistical Modeling of Dependence: We develop statistical models and inference methods of dependence structure hidden in various data. The keywords are copula theory, directional statistics, optimal transport and algebraic statistics.
Statistical Analysis of Stochastic Processes: We study statistical methods for stochastic processes, especially parameter estimation methods such as maximum likelihood and Bayesian methods, and their asymptotic theories. We are also conducting applied research on high-frequency data for the Japanese and U.S. stock markets.