Bio

Shouto studies at the Department of Statistical Science, at University College London. His current research interests are statistical methods for stochastic differential equations with discrete observations.

Research interests

Shouto’s current research interests include studying model selection methods for diffusion-type models with discrete time observations. Although empirical studies using diffusion-type models have been exponentially increasing, there are quite a few studies on model selection methods for these models. This is  basically because the likelihood functions of diffusion-type models with discrete time observations are intractable. To overcome this difficulty, Shouto’s research seeks to develop Sequential Monte Carlo methods (a special case of Feynman-Kac Formulae) to make it possible to construct model selection methods for diffusion-type models with discrete time observations. He is also interested in Sequential Monte Carlo methods for parameter estimation.