Hirofumi Shiba

司馬博文
1st year Ph.D. student in Statistics
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Institute of Statistical Mathematics (ISM), Tokyo, Japan
Graduate University for Advanced Studies (SOKENDAI), Kanagawa, Japan
Supervisor: Kengo Kamatani

Feel free to call me Hiro.

Interests

  1. Monte Carlo methods, e.g., MCMC, SMC, & PDMP
  2. Diffusion Models, Neural Networks
  3. Bayesian Modelling, especially in Political Science & Biostatistics

My ultimate interest lies in exploring the stochastic dynamics of computational algorithms, and their resemblance to natural phenomena.

Specifically, I recently work on emerging sampling algorithms, such as Piecewise Deterministic Monte Carlo methods, Hamiltonian Monte Carlo, and Denoising Diffusion Models.

Before pursuing my Ph.D., I was trained in mathematics at the University of Tokyo, with an emphasis on Stochastic Processes and Functional Analysis.

Don’t confuse Shiba (司馬), a surname, with Shiba (柴) the dog. Main difference lies in the ears.

Software

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