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 we develop general-purpose algorithms that apply probability theory to 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 & biology

My primary interest lies in understanding the dynamics of these algorithms, especially their parallels with natural processes.

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