Published and accepted papers
Quantile Approach to Intertemporal Consumption with Multiple Assets (with A. Galvao and L. de Castro), Journal of Econometrics, (2026).
Hypothesis Test and Confidence Analysis with Wasserstein Distance on General Dimension (with M. Imaizumi and T. Hamaguchi). Neural Computation. 34 (6), 2022, 1448--1487.
Quantile Regression Approach to Conditional Mode Estimation (with K. Kato and S. Hara), Electron. J. Statist. 13, 2019, 3120--3160. arXiv:1811.05379.
Post Selection Inference with Incomplete Maximum Mean Discrepancy Estimator (with M. Yamada, D. Wu, Y. H. Tsai, R. Salakhutdinov, I. Takeuchi, and K. Fukumizu). ICLR2019.
Working Papers
Finite-sample inference on shuffled linear regression (with M. Imaizumi) Coming Soon!
Conformalized testing for √n-outlier without any reference set.
Outlier detection and inference in contaminated high-dimensional linear models (with M. Xie and L. Zhang)
Working Projects
Inference on structural changes in autoregressive processes (with J. Tao)
Locally adaptive inference on nonparametric regression function (with T. Kuzumoto)
Minimax estimation of ranking models
Technical Reports
Semi-parametric Estimation of Weighted Average Derivative of Single Index Modal Regression Model (Master thesis at UTokyo)
My reseach has been supported by KAKEN- 25K23133 (大規模離散パラメータに関する統計的推測理論と効率的なアルゴリズムの開発).