International Symposium on Theories and Methodologies for Large Complex Data

Supported by
Grant-in-Aid for Scientific Research (A) 15H01678
"Theories and Methodologies for Large Complex Data"
(Principal Investigator: Makoto Aoshima)

Grant-in-Aid for Challenging Research (Exploratory) 19K22837
"Tackling Individualized Modeling with Ultra-High Dimensional Data"
(Principal Investigator: Makoto Aoshima)

Date: November 21-23, 2019
Venue: Conference Room 406, Tsukuba International Congress Center
2-20-3 Takezono, Tsukuba, Ibaraki 305-0032, Japan
Contents & Purposes: Please look at THIS PAGE for further details.
Access: Please see THIS PAGE.
Dinner: November 22, 6:30pm-
ichiko (URL:

Program Schedule (PDF/ Flyer)

November 21

2:00-2:10pm Opening

Time Title and Speaker (Affiliation)
2:10-2:50pm Tests for high-dimensional covariance structures under the SSE model    [Abstract]
  Aki Ishiia, Kazuyoshi Yatab and Makoto Aoshimab
  a(Department of Information Sciences, Tokyo University of Science)
  b(Institute of Mathematics, University of Tsukuba)
3:00-3:40pm On error bounds for high-dimensional asymptotic distribution of L2 -type test statistic    [Abstract]
  Takahiro Nishiyamaa, Masashi Hyodob and Tatjana Pavlenkoc
  a(Department of Business Administration, Senshu University)
  b(Department of Mathematical Sciences, Osaka Prefecture University)
  c(Department of Mathematics, KTH Royal Institute of Technology)
3:55-4:35pm Financial risk management with high-frequency data
  Hiroumi Misaki
  (Faculty of Engineering, Information and Systems, University of Tsukuba)
4:45-5:25pm Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation    [Abstract]
  Junichi Hirukawaa and Kou Fujimorib
  a(Faculty of Science, Niigata University)
  b(School of Fundamental Science and Engineering, Waseda University)

November 22

9:20-10:00am High-dimensional analysis of the piecewise deterministic Markov process for Bayesian inference    [Abstract]
  Kengo Kamatani
  (Graduate School of Engineering Science, Osaka University, and JST CREST)
10:10-10:50am A Cauchy family derived by the Möbius transformations of the sphere
  Shogo Katoa and Peter McCullaghb
  a(The Institute of Statistical Mathematics)
  b(Department of Statistics, University of Chicago)
11:00-5:35pm Special Invited Session and Keynote Session
11:50-1:15pm Lunch
Special Invited Session
11:00-11:50am Data beyond the euclidean space    [Abstract]
Speaker:Jörn Schulz (Department of Electrical engineering and Computer science, University of Stavanger)
Chair: Shogo Kato (The Institute of Statistical Mathematics)
1:15-2:05pm Change points detection and identification for high dimensional dependent data    [Abstract]
Speaker:Ping-Shou Zhong (Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago)
Chair: Fumiya Akashi (Graduate School of Economics, University of Tokyo)
2:15-3:05pm Towards a sparse, scalable, and stably positive definite (inverse) covariance estimator    [Abstract]
Speaker: Joong-Ho (Johann) Won (Department of Statistics, Seoul National University)
Chair: Shota Katayama (Faculty of Economics, Keio University)
Keynote Session
3:20-4:20pm A two-stage dimension reduction method and its applications on highly contaminated image sets    [Abstract]
Speaker: I-Ping Tu (Institute of Statistical Science, Academia Sinica)
Discussion Leader: Yuan-Tsung Chang (Department of Social Information, Mejiro University)
4:35-5:35pm Sample covariance matrices from "bad populations"    [Abstract]
Speaker: Jeff Yao (Department of Statistics and Actuarial Science, The University of Hong Kong)
Discussion Leader: Kazuyoshi Yata (Institute of Mathematics, University of Tsukuba)
6:30pm- Dinner

November 23

9:20-10:00am Direct estimation of conditional averaging treatment effect in high dimensions   [Abstract]
  Shota Katayama
  Faculty of Economics, Keio University
10:10-10:50am Statistical modeling for electricity load forecasting
  Kei Hirosea and Hiroki Masudab
  a(Institute of Mathematics for Industry, Kyushu University)
  b(Faculty of Mathematics, Kyushu University)
11:00-11:40am Consistency of the objective general index in high dimensional settings    [Abstract]
  Takuma Bandoa, Tomonari Seia and Kazuyoshi Yatab
  (Graduate School of Information Science and Technology, University of Tokyo)
  (Institute of Mathematics, University of Tsukuba)

11:40-11:50pm Closing