Associate Professor of Economics
Department of Statistics
Graduate School of Economics
The University of Tokyo
7-3-1 Hongo, Bunkyo-ku,
Tokyo 113-0033
Japan
Email: irie [at] e [dot] u-tokyo [dot] ac [dot] jp
Bayesian Statistics and Econometrics
State space models; Sparsity in time series; Sequential Monte Carlo; Stochastic volatility;
Modeling of integer-valued time series; Portfolio optimization; Shrinkage priors;
Robust posterior inference.