Name / Position
IRIE, Kaoru / Associate Professor
|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|
|December 2022||Associate Professor, University of Tokyo|
|June 2016||Assistant Professor, University of Tokyo|
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