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 in Bayesian computation, and I'm especially interested in analyzing the dynamics of algorithms as stochastic processes.

Interests

  1. Markov chain Monte Carlo, piecewise deterministic Markov process, diffusion models, …
  2. Sequential Monte Carlo, interacting particle systems, message passing, …
  3. Stochastic gradient descent, evolution strategies, Wasserstein gradient flow, …

My primary interest lies in the dynamical properties of these algorithms, especially their connections to natural phenomena.

I approach these questions through stochastic processes and functional analysis, fields in which I was trained at the University of Tokyo before 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.