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内田雅之研究室
Showing the original Japanese · View translation
確率微分方程式のモデルを、高頻度データから推測する研究室。
AboutAbout the lab
ゆらぐデータを、数式のモデルで読む。
内田雅之研究室は、
モデルの
高頻度の
データ解析を
Key terms
- 確率微分方程式
- 偶然の
ゆらぎ （ノイズ）を 含んだ 変化を 表す微分方程式 - 漸近理論
- データの
数を 大きくしていった とき、 推定や 検定の 性質が どう 振る 舞うかを 調べる 理論 - 情報量規準
- いく
つかの 統計モデルの うち、 データに 合う ものを 選ぶための 目安と なる 指標
ResearchResearch themes
高頻度の
MembersFaculty
- Professor内田 雅之Publications ↗
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Ornstein-uhlenbeck simulation” Loxley / CC BY-SA 4.0 (cropped)
- 確率微分方
程式の 統計的推測: “Wiener process 3d” Sullivan.t.j / CC BY-SA 3.0 (cropped) - Related lab (小池祐太研究室): “Tickers ( )” Francisco Gonzalez / CC BY 2.0 (cropped)
- Related lab (増田弘毅研究室): “NIG-process” Thomas Steiner and Martin Keller-Ressel / CC BY-SA 2.5 (cropped)
- Related lab (会田茂樹研究室): “BMonSphere” Thomas Steiner / CC BY-SA 2.5 (cropped)
- Related lab (岡田いず海研究室): “2D Random Walk Trace” Purpy Pupple / CC BY-SA 3.0 (cropped)
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