Updated on 2025/05/13

Information

 

写真a

 
GOTO YUICHI
 
Organization
Faculty of Mathematics Division of Analysis Assistant Professor
School of Sciences Department of Mathematics(Concurrent)
Graduate School of Mathematics Department of Mathematics(Concurrent)
Title
Assistant Professor
Contact information
メールアドレス
Profile
Time series analysis in statistics involves estimations and hypothesis tests using various methods to analyze time-dependent data such as temperature and stock prices. Our objective is to propose models and methods and derive their mathematical properties. In the frequency domain approach, a concept unique to time series analysis, there is a pivotal index called spectrum. This spectrum is used to measure the strength of the connections between the past, present, and future. Various types of spectra have been proposed in recent years, and my research focuses on the analysis using this spectrum.

Research Areas

  • Natural Science / Applied mathematics and statistics

Degree

  • Doctor of Science

Research History

  • 早稲田大学 基幹理工学部 応用数理学科 講師 (任期付)   

Education

  • Waseda University     大学院基幹理工学研究科 数学応用数理専攻 博士後期課程 (早期修了)

    2019.4 - 2021.3

Research Interests・Research Keywords

  • Research theme: Time series analysis in statistics involves estimations and hypothesis tests using various methods to analyze time-dependent data such as temperature and stock prices. Our objective is to propose models and methods and derive their mathematical properties. In the frequency domain approach, a concept unique to time series analysis, there is a pivotal index called spectrum. This spectrum is used to measure the strength of the connections between the past, present, and future. Various types of spectra have been proposed in recent years, and my research focuses on the analysis using this spectrum.

    Keyword: mathematical statistics, time series analysis, frequency domain

    Research period: 2019.4 - 2027.3

Awards

  • New Researcher Travel Awards

    2023.4   The Institute of Mathematical Statistics  

  • 小野梓記念賞

    2021.3   早稲田大学  

Papers

  • THE INTEGRATED COPULA SPECTRUM Invited Reviewed International journal

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    ANNALS OF STATISTICS   50 ( 6 )   3563 - 3591   2022.12   ISSN:0090-5364

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Annals of Statistics  

    時系列解析における周波数領域の手法は古くから研究されてきた。近年、古典的な2次モーメントベースのスペクトル手法の制約を回避し、結合分布の全体のダイナミクスを捉えることのできる新しいスペクトル手法の開発に大きな関心が寄せられている。しかし、これまでに提案されたスペクトル手法のほとんどは、推定に大きな影響を与える平滑化パラメータの選択が必要である。本論文では、コピュラスペクトルに関連した量である integrated コピュラスペクトルを導入する。この integrated コピュラスペクトルは、コピュラスペクトルの利点を保持しつつ、平滑化パラメータなしで推定することができる。この量に対する推定量の統計的な漸近的性質を導出し、これらの結果を活用して、一様信頼区間の構築を行い、古典的なスペクトル法では対処できない時間の可逆性の欠如や裾の非対称性などのさまざまな仮説検定手法を提案する。

    DOI: 10.1214/22-AOS2240

    Web of Science

    Scopus

  • On runs tests for directional data and their local and asymptotic optimality properties Reviewed International coauthorship International journal

    Maxime Boucher, Christian Francq, Yuichi Goto, Thomas Verdebout

    Statistica Sinica   2027

  • Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling Reviewed International journal

    Xu, X., Zhang, Y., Liu, Y., Goto, Y., Taniguchi, M., and Chen, Y

    Statistica Sinica   35 ( 2 )   505 - 532   2025.4   ISSN:1017-0405 eISSN:1996-8507

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.5705/ss.202022.0148

    Web of Science

  • Spectral Clustering Algorithm for the Allometric Extension Model

    Kawamoto, K; Goto, Y; Tsukuda, K

    STATISTICAL PAPERS   66 ( 3 )   2025.4   ISSN:0932-5026 eISSN:1613-9798

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    Publisher:Statistical Papers  

    The spectral clustering algorithm is often used as a binary clustering method for unclassified data by applying the principal component analysis. When investigating the theoretical properties of the spectral clustering algorithm, existing studies have tended to invoke the assumption of conditional homoscedasticity. However, this assumption is restrictive and, in practice, often unrealistic. Therefore, in this paper, we consider the allometric extension model in which the directions of the first eigenvectors of two covariance matrices and the direction of the difference of two mean vectors coincide. We derive a non-asymptotic bound for the error probability of the spectral clustering algorithm under this allometric extension model. As a byproduct of this result, we demonstrate that the clustering method is consistent in high-dimensional settings.

    DOI: 10.1007/s00362-025-01680-3

    Web of Science

    Scopus

  • Detection of Quadratic Interactions in Brain Functional Connectivity Reviewed International coauthorship

    Xuze Zhang, Yuichi Goto, Benjamin Kedem, Shuo Chen

    "Biostatistical Modeling and Public Health Applications - Volume 1" edited by Ding-Geng Chen and Carlos A. Coelho in the Springer book series "Emerging Topics in Statistics and Biostatistics"   2024.12   ISBN:978-3-031-69689-3

  • Sparse principal component analysis for high-dimensional stationary time series

    Fujimori, K; Goto, Y; Liu, Y; Taniguchi, M

    SCANDINAVIAN JOURNAL OF STATISTICS   50 ( 4 )   1953 - 1983   2023.12   ISSN:0303-6898 eISSN:1467-9469

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    Publisher:Scandinavian Journal of Statistics  

    We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the process is large. We establish oracle inequalities for penalized principal component estimators for the large class of processes including heavy-tailed time series. The rate of convergence of the estimators is established. We also elucidate the theoretical rate for choosing the tuning parameter in penalized estimators. The performance of the sparse principal component analysis is demonstrated by numerical simulations. The utility of the sparse principal component analysis for time series data is exemplified by the application to average temperature data.

    DOI: 10.1111/sjos.12664

    Web of Science

    Scopus

  • Tests for the existence of group effects and interactions for two-way models with dependent errors

    Goto, Y; Suzuki, K; Xu, XF; Taniguchi, M

    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS   75 ( 3 )   511 - 532   2023.6   ISSN:0020-3157 eISSN:1572-9052

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    Publisher:Annals of the Institute of Statistical Mathematics  

    In this paper, we propose tests for the existence of random effects and interactions for two-way models with dependent errors. We prove that the proposed tests are asymptotically distribution-free which have asymptotically size τ and are consistent. We elucidate the nontrivial power under the local alternative when a sample size tends to infinity and the number of groups is fixed. A simulation study is performed to investigate the finite-sample performance of the proposed tests. In the real data analysis, we apply our tests to the daily log-returns of 24 stock prices from six countries and four sectors. We find that there is no strong evidence to support the existence of substantial differences in the log-return across countries, nor to the existence of interactions between countries and sectors. However, there exists random effect differences in the daily log-return series across different sectors.

    DOI: 10.1007/s10463-022-00853-3

    Web of Science

    Scopus

  • Tests for a structural break for non-negative integer-valued time series Invited Reviewed International journal

    Y. Goto

    Research Papers in Statistical Inference for Time Series and Related Models   2023.5

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    Language:Japanese  

  • Likelihood ratio processes under nonstandard settings Invited Reviewed International journal

    Y. Goto, T. Kaneko, S. Kojima, and M. Taniguchi

    Theory of Probability and its Applications   67 ( 2 )   2022.11

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    Language:English   Publishing type:Research paper (scientific journal)  

  • TEST FOR CONDITIONAL VARIANCE OF INTEGER-VALUED TIME SERIES Reviewed International journal

    Goto, Yuichi; Fujimori, Kou

    Statistica Sinica   32 ( 4 )   2241 - 2263   2022.10   ISSN:1017-0405 eISSN:1996-8507

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Statistica Sinica  

    We investigate a test for the conditional variance of stationary and ergodic integer-valued time series. This hypothesis testing problem is motivated by the fact that the form of the conditional variance of the process is determined by the conditional distribution and the conditional mean. First, we estimate the unknown parameters of the intensity function using an M-estimator and prove strong consistency and asymptotic normality. Second, we show that the proposed test has asymptotic size α and is consistent. Finally, we discuss the nontrivial power of the proposed test for the local alternative. The proposed test statistic can be applied to various problems, such as specification tests for intensity functions, tests for overdispersion and underdispersion, and goodness-of-fit tests for ergodic and stationary integer-valued time series. A simulation study illustrates the finite-sample performance of the proposed test. Lastly, in a real-data application, we analyze the number of patients with Escherichia coli in Germany.

    DOI: 10.5705/ss.202020.0357

    Web of Science

    Scopus

  • Homogeneity tests for one-way models with dependent errors under correlated groups Reviewed International journal

    Y. Goto, K. Arakaki, Y. Liu, and M. Taniguchi

    TEST   32 ( 1 )   163 - 183   2022.9   ISSN:1133-0686 eISSN:1863-8260

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Test  

    We consider the problem of testing for the existence of fixed effects and random effects in one-way models, where the groups are correlated and the disturbances are dependent. The classical F-statistic in the analysis of variance is not asymptotically distribution-free in this setting. To overcome this problem, we propose a new test statistic for this problem without any distributional assumptions, so that the test statistic is asymptotically distribution-free. The proposed test statistic takes the form of a natural extension of the classical F-statistic in the sense of distribution-freeness. The new tests are shown to be asymptotically size α and consistent. The nontrivial power under local alternatives is also elucidated. The theoretical results are justified by numerical simulations for the model with disturbances from linear time series with innovations of symmetric random variables, heavy-tailed variables, and skewed variables, and furthermore from GARCH models. The proposed test is applied to log-returns for stock prices and uncovers random effects in sectors.

    DOI: 10.1007/s11749-022-00828-9

    Web of Science

    Scopus

    PubMed

  • Estimation of Trigonometric Moments for Circular Distribution of MA(p) Type by Using Binary Series Reviewed International journal

    Goto, Yuichi

    Scientiae Mathematicae Japonicae   e-2020 33 ( 2020-2 (in Editione Electronica) )   2020.8

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    Language:Japanese   Publishing type:Research paper (scientific journal)  

  • Discriminant analysis based on binary time series Reviewed International journal

    Goto, Yuichi; Taniguchi, Masanobu

    METRIKA   83 ( 5 )   569 - 595   2020.7

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    Language:Japanese   Publishing type:Research paper (scientific journal)  

    DOI: 10.1007/s00184-019-00746-1

  • Robustness of Zero Crossing Estimator Reviewed International journal

    Goto, Yuichi; Taniguchi, Masanobu

    JOURNAL OF TIME SERIES ANALYSIS   40 ( 5 )   815 - 830   2019.9

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    Language:Japanese   Publishing type:Research paper (scientific journal)  

    DOI: 10.1111/jtsa.12463

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Books

  • ANOVA with Dependent Error

    Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu(Role:Joint author)

    To appear in JSS Research Series in Statistics, Springer  2023.6 

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    Language:English   Book type:Scholarly book

Presentations

  • Integrated Copula Spectrum with Applications to Tests for Time Reversibility and Tail Symmetry International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    2025 Kyushu-Thammasat Symposium on Actuarial Science 

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    Event date: 2025.1

    Language:English  

    Venue:The University of Melbourne   Country:Japan  

  • ANOVATS: A subsampling-based test to detect differences among small-sample time series in marine study

    Y. Goto, H. K. Solvang, T. Falkenhaug, M. Taniguchi

    2024 IMS International Conference on Statistics and Data Science (ICSDS) 

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    Event date: 2024.12

  • Optimal tests for the absence of random individual effects in large $n$ and small $T$ dynamic panels Invited

    Y. Goto, N. Bennala, M. Hallin

    18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2024 

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    Event date: 2024.12

  • ANOVATS: A subsampling-based test to detect differences among small-sample time series in marine study

    Y. Goto, H. K. Solvang, T. Falkenhaug, M. Taniguchi

    「構造化されたデータ解析とその統計・機械学習モデルの新展開 

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    Event date: 2024.11

  • ANOVATS: A subsampling-based test to detect differences among small-sample time series in marine study

    Y. Goto, H. K. Solvang, T. Falkenhaug, M. Taniguchi

    Innovations in Statistical Modeling and Inference: Applications Across Various Manifolds 

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    Event date: 2024.11

  • Optimal tests for the absence of random individual effects in large $n$ and small $T$ dynamic panels Invited

    Y. Goto, N. Bennala, M. Hallin

    Fall School Time Series, Random Fields and beyond - 2024 

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    Event date: 2024.9

  • A test for counting sequences of integer-valued autoregressive models

    Y. Goto, K. Fujimori

    Mathematical Society of Japan Autumn Meeting 2024 

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    Event date: 2024.9

  • A test for counting sequences of integer-valued autoregressive models

    Y. Goto, K. Fujimori

    Seminar (National Tsing Hua University) 

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    Event date: 2024.8

  • A test for counting sequences of integer-valued autoregressive models

    Y. Goto, K. Fujimori

    Seminar (Academia Sinica)  2024.8 

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    Event date: 2024.8

  • Some hypothesis testing problems for non-negative integer-valued time series Invited

    Y. Goto, K. Fujimori

    The 7th International Conference on Econometrics and Statistics (EcoSta 2024) 

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    Event date: 2024.7

  • Test for the existence of the residual spectrum with application to brain functional connectivity detection

    Y. Goto, X. Zhang, B. Kedem, S. Chen

    Recent Advances in Time Series Analysis  2024.3 

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    Event date: 2024.3

    Language:English   Presentation type:Oral presentation (general)  

    Venue:University of Maryland   Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail sym-metry International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Asia-Pacific Rim Meeting  2024.1 

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    Event date: 2024.3

    Language:English  

    Venue:The University of Melbourne   Country:Japan  

  • Residual spectrum: Brain functional connectivity detection beyond coherence

    Y. Goto, Zhang, X., Kedem, B., Chen, S.

    数学と脳科学の連携に向けたワークショップ  2023.12 

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    Event date: 2024.3

    Language:Japanese  

    Country:Japan  

  • Test for the existence of the residual spectrum with application to brain functional con-nectivity detection

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    2023 IMS International Conference on Statistics and Data Science (ICSDS)  2023.12 

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    Event date: 2024.3

    Language:English  

    Venue:Centro Cultural de Belém, Lisbon   Country:Japan  

  • Test for the existence of the residual spectrum with application to brain functional con-nectivity detection

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Data Science Workshop  2023.11 

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    Event date: 2024.3

    Language:English  

    Venue:Tohoku University   Country:Japan  

  • Test for the existence of the residual spectrum with application to brain functional con-nectivity detection

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Innovative developments in theory and methodology regarding various issues in statisti-cal science and related fields  2023.11 

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    Event date: 2024.3

    Language:English  

    Venue:Niigata University, Station South Campus Tokimate   Country:Japan  

  • Test for the existence of the residual spectrum with application to brain functional con-nectivity detection

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Innovative developments in theory and methodology regarding various issues in statisti-cal science and related fields  2023.10 

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    Event date: 2024.3

    Language:English  

    Venue:Niigata Univ.   Country:Japan  

  • Test for the existence of residual spectrum

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Mathematical Society of Japan Autumn Meeting 2023  2023.9 

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    Event date: 2024.3

    Language:Japanese  

    Venue:Tohoku Univ   Country:Japan  

  • Test for the existence of residual spectrum

    Goto, Y. Zhang, X., Kedem, B., Chen, S.

    Kyoto Seminar  2023.9 

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    Event date: 2024.3

    Language:English  

    Venue:Kyoto Research Park   Country:Japan  

  • Test for the existence of residual spectrum International conference

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Statistics Seminar  2023.9 

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    Event date: 2024.3

    Language:English  

    Venue:Kyoto Research Park   Country:Japan  

  • time series analysis related to spectra

    Yuichi Goto

    Statistics Seminar, Kyushu Univ.  2022.4 

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    Event date: 2023.6

    Language:Japanese  

    Country:Japan  

  • Discriminant analysis based on binary time series International conference

    Y. Goto, M. Taniguchi

    The 5th International Conference on Econometrics and Statistics, Ryukoku University.  2023.6 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Statistics Seminar, Université Libre de Bruxelles, Belgium  2023.5 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Poster, Statistical Foundations of Data Science and their Applications, Aonference in cele-bration of Jianqing Fan's 60th Birthday, Princeton Univ., U.S.  2023.5 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • The existence and uniqueness of lagged spectrum International conference

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    SEMINAIRE ECONOMETRIE DE LA FINANCE ET DE L’ASSURANCE, CREST, France  2023.4 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • The existence and uniqueness of lagged spectrum

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Bolzano-Waseda Workshop on Statistics & Time Series analysis, Hotel Oswald, Selva di Val Gardena, Italy  2023.4 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • A subsampling-based test to detect interregional differences among small-sample time series in marine study International conference

    Goto, Y., Solvang, H.K., Taniguchi, M.

    IMR-Waseda Workshop, Advances in pragmatic computational methodologies for fish stock assessment, human impact, and environmental factor on marine ecosystems, Institute of Marine Research, Bergen, Pynten, IMR, Norway.  2023.3 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • The existence and uniqueness of lagged spectrum International conference

    Goto, Y., Zhang, X., Kedem, B., Chen, S.

    Kanazawa Seminar, Hotel Kanazawa  2023.2 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail sym-metry International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Data Science Workshop, Tohoku University.  2023.1 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Likelihood Ratio Processes under Non-Standard Settings

    Y. Goto, T. Kaneko, S. Kojima, M. Taniguchi

    Waseda mini-workshop, Recent development on time series analysis and related topics, Waseda Univ.  2022.12 

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    Event date: 2023.6

    Language:Japanese  

    Country:Japan  

  • Homogeneity tests for one-way models with dependent errors under correlated groups International conference

    Y. Goto, K. Arakaki, Y. Liu, and M. Taniguchi

    Bologna-Waseda Time Series Workshop, University of Bologna  2022.10 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Rome-Waseda Time Series Symposium, Tor Vergata University of Rome  2022.10 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry International conference

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Statistics Seminar, University of Maryland  2022.9 

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    Event date: 2023.6

    Language:English  

    Country:Japan  

  • Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry

    Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M.

    Mathematical Society of Japan Autumn Meeting 2022, Hokkaido Univ., Special lecture  2022.9 

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    Event date: 2023.6

    Language:Japanese  

    Country:Japan  

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Professional Memberships

  • Mathematical Society of Japan

  • Japan Statistical Society

  • Institute of Mathematical Statistics

Academic Activities

  • Journal of Statistical Theory and Practice International contribution

    2023.1 - Present

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    Type:Academic society, research group, etc. 

  • Screening of academic papers

    Role(s): Peer review

    2023

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    Type:Peer review 

    Number of peer-reviewed articles in foreign language journals:8

    Number of peer-reviewed articles in Japanese journals:1

  • Screening of academic papers

    Role(s): Peer review

    2022

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    Type:Peer review 

    Number of peer-reviewed articles in foreign language journals:4

Other

  • Research Fellowship Promoting International Collaboration, The Mathematical Society of Japan

    2025.4 - 2027.3

Research Projects

  • 無限分散時系列に適用可能な周波数領域におけるパラメトリック手法の開発

    Grant number:23K16851  2023 - 2026

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Early-Career Scientists

    後藤 佑一

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    Authorship:Principal investigator  Grant type:Scientific research funding

    パンデミックや戦争の勃発により, 株式市場は大きな影響を受けた. このように様々な影響を受ける金融時系列データでは, 非正規性, 分布の非対称性や無限分散性を持つことが多く, それらの特徴を考慮したモデリングをすることは, 金融時系列の解析には必須である. 本研究は, 分布の情報を含む新しいスペクトルのパラメトリックモデルを導入し, それに対する基礎統計理論の構築を行うものである.

    CiNii Research

  • New developments from heteroskedastic models in non-negative integer-valued time series analysis

    Grant number:21K20338  2021 - 2023

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Research Activity start-up

    Goto Yuichi

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    Authorship:Principal investigator  Grant type:Scientific research funding

    In this project, we proposed a model that incorporates an autoregressive structure not only for the conditional expectation but also for the conditional variance in order to introduce a model corresponding to the ARMA-GARCH model to counted time series analysis. The unknown parameters of this model can be estimated in two steps, and their consistency and asymptotic normality are proved. We found that the model can be applied to other testing problems that have not been proposed before. Although we had struggled to show the stationarity of the model, we were able to find clues. These contents will be submitted to an international journal as soon as they are ready. In addition, four papers were published in international journals and presented at domestic and international conferences.

    CiNii Research

  • 多様体上の時系列データにおける統計手法の提案

    Grant number:19J20060  2019 - 2021

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for JSPS Fellows

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    Authorship:Principal investigator  Grant type:Scientific research funding

Educational Activities

  • 2021 spring semester: Mathematics A2 Kikan(4), Fundamental Mathematics Densei(1), Fundamental Mathematics Keiei,
    2021 fall semester: Mathematics A2 Kikan(4), Exercises in Modern Mathematics
    2022 Statistical Science (Exercise), Statistical Mathematics (Exercise)
    2023 Mathematical statistics ×2
    2024 Mathematical statistics, Statistical Mathematics (Exercise)
    2025 Mathematical statistics, Statistical Mathematics (Exercise)

Class subject

  • 統計科学・演習

    2025.10 - 2026.3  

  • 数理統計学(工学部)

    2025.4 - 2025.9  

  • 統計科学・演習

    2024.10 - 2025.3  

  • 数理統計学(工学部)

    2024.4 - 2024.9   First semester

  • 数理統計学(歯学部・薬学部)

    2023.10 - 2024.3   Second semester

  • 数理統計学(理学部)

    2023.10 - 2024.3   Second semester

  • 統計科学・演習

    2022.10 - 2023.3   Second semester

  • 統計科学・演習

    2022.4 - 2022.9   First semester

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Travel Abroad

  • 2025.4

    Staying countory name 1:Canada   Staying institution name 1:University of Toronto

  • 2024.3

    Staying countory name 1:United States   Staying institution name 1:University of Maryland

  • 2023.3 - 2023.5

    Staying countory name 1:Belgium   Staying institution name 1:Université Libre de Bruxelles

  • 2022.9 - 2022.10

    Staying countory name 1:United States   Staying institution name 1:University of Maryland

  • 2019.5 - 2019.7

    Staying countory name 1:Belgium   Staying institution name 1:Université Libre de Bruxelles