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- 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.
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