Kaoru Irie, Ph.D.

Assistant Professor of Economics (June 2016-)

Department of Statistics
Graduate School of Economics
The University of Tokyo

7-3-1 Hongo, Bunkyo-ku,
Tokyo 113-0033

Email: irie [at] e [dot] u-tokyo [dot] ac [dot] jp

Research Interests

Bayesian Statistics and Econometrics

State Space Models, Sparsity in Time Series (Shrinkage, Latent Thresholds, etc),
Sequential Monte Carlo, Stochastic Volatility, Dirichlet Process Mixture Models

Last Updated: 06 April 2018
by Kaoru Irie.