IRIE, Kaoru

IRIE, Kaoru

Name / Position

IRIE, Kaoru / Associate Professor


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Curriculum Vitae


May 2016 Ph.D. Statistical Science, Duke University
May 2014 M.S. Statistical Science, Duke University
March 2012 M.A. Economics, University of Tokyo
March 2010 B.A. Economics, University of Tokyo

Professional Experience

December 2022 Associate Professor, University of Tokyo
June 2016 Assistant Professor, University of Tokyo

Research Field

Bayesian analysis

Research Theme

My research interests are in the area of Bayesian dynamic modeling, time series analysis, statistical computation and decision analysis linked to applications.



  • Hamura, Y., Irie, K., and Sugasawa, S. (2022+), “On data augmentation for models involving reciprocal gamma functions,” Journal of Computational and Graphical Statistics, published online.
  • Hamura, Y., Irie, K., and Sugasawa, S. (2022), “Log-regularly varying scale mixture of normals for robust regression,” Computational Statistics and Data Analysis, 173.
  • Tamae, H., Irie, K. and Kubokawa, T. (2022+), “Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions,” Communication in Statistics - Simulation and Computation, published online.
  • Hamura, Y., Irie, K., and Sugasawa, S. (2022), “On global-local shrinkage for count data,”
    Bayesian Analysis, 17(2) 545-564.
  • Irie, K., Glynn, C. and Aktekin, T. (2022), “Sequential modeling, monitoring and forecasting of streaming web traffic data,” Annals of Applied Statistics, 16(1): 300-325.
  • Peña, V. and Irie, K. (2021), “On the relationship between beta-Bartlett and Uhlig extended processes,” Journal of Time Series Analysis, 43, 147-153.
  • Tamae, H., Irie, K. and Kubokawa, T. (2020), “A score-adjusted approach to closed-form estimators for the gamma and beta distributions,” Japanese Journal of Statistics and Data Science, 3, 543-561
  • Irie, K. and West, M. (2019), “Bayesian emulation for optimization in multi-step portfolio decisions,” Bayesian Analysis, 14: 137-160
  • Chen, X., Irie, K., Banks, D., Haslinger, R., Thomas, J. and West, M. (2018), “Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data,” Journal of the American Statistical Association, 113: 519-533

Books and Monographs

  • Japanese translation of: Hoff, P. (2009) “A First Course in Bayesian Statistical Methods,” Springer, as Hyojun Bayes Toukeigaku, Asakura publishing, 2022 (with Sugasawa, S. and Hashimoto, S.)

Other Professional Activities and Awards

Other Professional Activities and Services

  • International Society of Bayesian Analysis, Japan Statistical Society