Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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Outline of Final Research Achievements |
For the project, I performed analysis on (a) sequential monte carlo methods and (b) markov chain monte carlo (MCMC) methods for high-dimensional complicated models. For (a), we proposed (a-1) efficient strategy for high-dimensional state space models, and (a-2) ensemble strategy with multi-level monte carlo. For (b) we proposed a scale-free MCMC and analysed its performance via high-dimensional asymptotic and ergodicity analysis.
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