Shogo H Nakakita

One of my research interests is statistical modeling with stochastic processes, which are a mathematical means to explain random dynamics (e.g., earthquakes, stock prices, neuron firing, etc.). My researches so far are mainly focused on statistics for stochastic differential equations, which is one of the classes of stochastic processes, in the situation where exogenous noises contaminate the observation (Nakakita & Uchida, 2019a, Nakakita & Uchida, 2019b, Nakakita et al., 2020, Kaino et al., 2020). Recently I research the modeling of brain wave data with stochastic differential equations and discuss the existence of a new type of observation noise characteristic to brain wave data (Nakakita & Uchida, 2019c). Stochastic processes, statistical modeling, and neuroscience are independent academic disciplines, and my research interest and long-term plan are combining them and contributing to finding new frontiers in each area.

Concretely speaking, I have the short-term plan to study statistical modeling structure with stochastic differential equations where noises disturb direct observation of phenomena of interest by showing locally asymptotic normality (LAN), and statistical estimation and test methods for brain wave data as a generalization of the researches so far.

Contact Shogo at shogo.nakakita at