4 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
12 papers
Exact Budget Balance via Payment-Rule Ambiguity: Incentive Preservation, Transfer Capacity, and Participation
Hiroaki Odahara
This paper asks whether the payment side of an incentive-compatible mechanism can be repaired so that every realized settlement balances exactly while the allocation and all report…
The Targeted-Loss Exposure Frontier in Auctions
Hiroaki Odahara
Pay-to-bid auctions charge participants before allocation and therefore make losing-side payments vulnerable to seller intervention. This paper introduces targeted-loss exposure, a…
Reversing Reserve Logic: Optimal Holdback in Local Allocation under Scalable Entry
Hiroaki Odahara
Scarce opportunities such as concert tickets and accelerator time may be contested by automated participants that can create accounts and sustain commitments beyond the reach of co…
Posterior Robustness with Milder Conditions: Contamination Models Revisited
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
Robust Bayesian linear regression is a classical but essential statistical tool. Although novel robustness properties of posterior distributions have been proved recently under a c…
Consistent Bayesian Information Criterion Based on a Mixture Prior for Possibly High-Dimensional Multivariate Linear Regression Models
Haruki Kono, Tatsuya Kubokawa
In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a del…
Bayesian Shrinkage Approaches to Unbalanced Problems of Estimation and Prediction on the Basis of Negative Multinomial Samples
Yasuyuki Hamura
In this paper, we treat estimation and prediction problems where negative multinomial variables are observed and in particular consider unbalanced settings. First, the problem of e…
Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on
Yuri Imamura
The present paper establishes a discrete version of the result obtained by P. Carr and S. Nadtochiy (2011) for 1-dimensional diffusion processes. Our result is for Markov chains on…
Particle rolling MCMC with double-block sampling
Naoki Awaya, Yasuhiro Omori
An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double b…
Adaptively Transformed Mixed Model Prediction of General Finite Population Parameters
Shonosuke Sugasawa, Tatsuya Kubokawa
For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normali…
Structure of global buyer-supplier networks and its implications for conflict minerals regulations
Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
We investigate the structure of global inter-firm linkages using a dataset that contains information on business partners for about 400,000 firms worldwide, including all the firms…
A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing
Masaaki Fujii
A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In co…
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the num…