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Masuda Lab
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The lab models randomly fluctuating phenomena using stochastic processes.
AboutAbout the lab
Understanding fluctuating phenomena through stochastic processes
The Masuda Lab studies statistical inference for stochastic process models in the field of probability and statistics.
The lab develops methods for statistical model evaluation and multivariate analysis, and builds their underlying theory.
It also extends statistical inference to population dynamics and interaction dynamics, and works on implementing these methods on computers.
Key terms
- stochastic process
- A mathematical representation of a quantity that changes randomly over time
- Lévy process
- A representative type of stochastic process that changes with random jumps as well as continuous movement
- statistical inference
- Estimating the underlying model or values behind observed data from that data
ResearchResearch themes
The lab's field is probability and statistics, and its research focuses on statistical modeling based on non-Gaussian stochastic processes and its implementation. Limit theorems, which are essential for statistical inference on stochastic processes, and long-term stability properties such as ergodicity are also objects of study.
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MembersFaculty
- ProfessorHiroki MasudaPublications ↗
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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: “NIG-process” Thomas Steiner and Martin Keller-Ressel / CC BY-SA 2.5 (cropped)
- Statistical Modeling with Non-Gaussian Stochastic Processes: “Alpha-stable-levy” Thomas Steiner and Martin Keller-Ressel / CC BY-SA 2.5 (cropped)
- Related lab (Koike Lab): “Tickers ( )” Francisco Gonzalez / CC BY 2.0 (cropped)
- Related lab (Uchida Lab): “Ornstein-uhlenbeck simulation” Loxley / CC BY-SA 4.0 (cropped)
- Related lab (Aida Lab): “BMonSphere” Thomas Steiner / CC BY-SA 2.5 (cropped)
- Related lab (Okada Lab): “2D Random Walk Trace” Purpy Pupple / CC BY-SA 3.0 (cropped)
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