Teppei OGIHARA - My portal - researchmap

Profile Information

Affiliation: 東京大学数理・情報教育研究センター准教授
: 統計数理研究所客員准教授

Degree: Ph.D. in Mathematical Sciences(University of Tokyo)

Researcher number: 40746426
J-GLOBAL ID: 201401017808576250

Research Interests

4

Research Areas

2

Research History

7

4 2019 - Present

The Institute of Statistical Mathematics Risk Analysis Research Center
4 2019 - Present

University of Tokyo The Graduate School of Information Science and Technology Department of Mathematical Informatics Associate Professor
4 2016 - 3 2019

The Institute of Statistical Mathematics Department of Mathematical Analysis and Statistical Inference Assistant Professor
10 2015 - 3 2019

Japan Science and Technology Agency PRESTO Researcher
7 2014 - 3 2016

The Institute of Statistical Mathematics School of Statistical Thinking Assistant Professor

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Education

3

4 2011 - 6 2012

University of Tokyo Graduate School of Mathematical Sciences
4 2007 - 3 2009

University of Tokyo Graduate School of Mathematical Sciences
4 2005 - 3 2007

University of Tokyo Department of Mathematics

Committee Memberships

3

Awards

1

9 2019

日本統計学会第1回 ISI 東京大会記念奨励賞

荻原哲平

Papers

13

Malliavin calculus techniques for local asymptotic mixed normality and their application to degenerate diffusions

2020
Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering

Teppei Ogihara, Hideyuki Tanaka

Japan Journal of Industrial and Applied Mathematics 20 383 - 413 2020 Peer-reviewed
Misspecified diffusion models with high-frequency observations and an application to neural networks

Teppei Ogihara

arXiv:1912.11832 12 2019
On the asymptotic properties of Bayes-type estimators with general loss functions

Teppei Ogihara

Journal of Statistical Planning and Inference 199 136 - 150 2019 Peer-reviewed
Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise

Teppei Ogihara

Bernoulli 24(4B) 3318 - 3383 11 1, 2018 Peer-reviewed

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Presentations

46

退化した拡散過程に対する局所漸近混合正規性

深澤正彰, 荻原哲平

2020年度統計関連学会連合大会，オンライン会議 9 9, 2020
Malliavin Calculus techniques for local asymptotic mixed normality and their application to degenerate diffusions

Masaaki Fukasawa, Teppei Ogihara

Bernoulli-IMS One World Symposium 2020 8 26, 2020
Local asymptotic mixed normality for multi-dimensional integrated diffusion processes

Teppei Ogihara

Risk and Statistics - 2nd ISM-UUlm Joint Workshop, Ulm University, Germany 10 9, 2019 Invited
拡散過程の積分観測モデルの局所漸近混合正規性

荻原哲平

2019年度統計関連学会連合大会，滋賀大学，滋賀 9 10, 2019
Parameter estimation for misspecified diffusion processes with noisy, nonsynchronous observations

Teppei OGIHARA

62nd ISI World Statistics Congress, Kuala Lumpur Convention Centre, Malaysia 8 23, 2019

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Teaching Experience

6

2019 - Present

数理手法Ⅳ（確率論） (東京大学)
2019 - Present

統計学入門、統計学概論、統計学 (東京大学エクステンション)
2019 - Present

確率数理要論 (東京大学)
2019 - Present

数理手法Ⅵ（確率過程論） (東京大学)
2018 - 2019

測度論的確率論 (東京大学)

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Professional Memberships

4

Research Projects

3

Local asymptotic mixed normality for discretely observed diffusion processes

Japan Society for the Promotion of Science Grant-in-Aid for Young Scientists

Teppei OGIHARA
Machine Learning Theories on functional spaces and there applications to high-frequency financial data analysis

Japan Science and Technology Agency Strategic Basic Research Programs (PRESTO-type)

Teppei Ogihara
Statistical Inference for stochastic processes and application to high-frequency financial data

Japan Society for the Promotion of Science Grant-in-Aid for Young Scientists(B)

Teppei OGIHARA

Industrial Property Rights

1

特願2018-007192 データ処理方法、データ処理装置およびプログラム

荻原哲平