Hirofumi Shiba

司馬博文
Ph.D. student in Statistical Computation
ORCID Github

Institute of Statistical Mathematics (ISM), Tokyo, Japan
Graduate University for Advanced Studies (SOKENDAI)

Feel free to call me Hiro

I work mainly on Bayesian computation, where I develop generic algorithms that leverage probability theory to solve complex real-world problems in a principled way.

Interests

  1. Sampling, e.g., MCMC, SMC, Diffusion models, etc.
  2. Optimization, e.g. SGD, Evolution strategies, etc.
  3. Modelling, especially in political science & biostatistics

My primary interest lies in understanding the dynamics of these algorithms, especially their resemblance to processes found in nature.

I explore these questions via stochastic processes and functional analysis, in which I trained at the University of Tokyo before pursuing my Ph.D.

My surname Shiba (司馬) has different kanji from the Shiba (柴) dog, although they are equally charming.

Software

I maintain the Julia package PDMPFlux.jl, and also contribute to the R package YUIMA.