Kaoru Irie, Ph.D.

Associate Professor of Economics

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; Sequential Monte Carlo; Stochastic volatility;
Modeling of integer-valued time series; Portfolio optimization; Shrinkage priors;
Robust posterior inference.

Last Updated: 1 May 2024
by Kaoru Irie.