| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Outline of Final Research Achievements |
This research project aims to construct a method for time-series data analysis based on duality relations in stochastic processes. It was shown that duality-based filtering is possible. Additionally, the following achievements were obtained: The application of the duality for the analysis of a particle hopping model; the speed-up of parameter estimation; the improvement of the Monte Carlo samplings. Beyond the scope of the initial aim, the trial of the application of the duality for control problems is also done.
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