Concepedia

Kengo Kamatani

KK

Statistics

Publications

10

Citations

415

H-Index

10

Active since

2014

Affiliations

The University of Osaka(Current)

National University of Singapore

Oak Ridge National Laboratory

University of Manchester

Kengo Kamatani is an author at The University of Osaka specializing in stochastic processes, stochastic modeling, and monte carlo methods.

Publications per year

2014–2022

10

Publications

10

Multilevel Particle Filters

Ajay Jasra, Kengo Kamatani, Kody J. H. Law et al. · SIAM Journal on Numerical Analysis · 2017 · 82 citations · Full text

Engineering, Finance, Quantitative Finance +16

The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌, Masaaki Fukasawa, Hideitsu Hino et al. · Journal of Statistical Software · 2014 · 73 citations · Full text

Engineering, Data Science, Stochastic Modeling +15

Hybrid multi-step estimators for stochastic differential equations based on sampled data

Kengo Kamatani, Masayuki Uchida · Statistical Inference for Stochastic Processes · 2014 · 65 citations

Engineering, Computational Engineering, Stochastic Modeling +11

A stable particle filter for a class of high-dimensional state-space models

Alexandros Beskos, Dan Crisan, Ajay Jasra et al. · Advances in Applied Probability · 2017 · 63 citations · Full text

Computing, Mathematics, Probability Theory +16

Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo

Ajay Jasra, Kengo Kamatani, Kody J. H. Law et al. · SIAM Journal on Scientific Computing · 2018 · 30 citations · Full text

Business, Biostatistics, Statistical Modeling +16

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