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researcher

T. Matsuda

29 papers hereh-index 10323 citations55 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author12
  • middle author6
  • last author7

Across the 28 of 29 papers where every author was matched, so the position is known.

fields
  • math.ST14
  • stat.ME5
  • stat.ML5
  • math.NA3
  • math.OC1
  • q-fin.PR1
same name
  • T. Matsuda — 229 papers, h 34
  • T. Matsuda — 95 papers, h 27
  • T. Matsuda — 95 papers, h 37
  • T. Matsuda — 85 papers, h 34
  • T. Matsuda — 26 papers
  • T. Matsuda — 18 papers, h 13

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedSingular Value Shrinkage Priors for Bayesian Prediction

20 citations · 68 across the 28 of their papers we have counts for

collaborators
Showing 2023 · math.STShow all

4 papers · 2 filters

math.ST2023

Double shrinkage priors for a normal mean matrix

Takeru Matsuda, Fumiyasu Komaki, William E. Strawderman

We consider estimation of a normal mean matrix under the Frobenius loss. Motivated by the Efron--Morris estimator, a generalization of Stein's prior has been recently developed, wh…

math.ST2023★ 1 cited

Minimaxity under half-Cauchy type priors

Yuzo Maruyama, Takeru Matsuda

This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical…

math.ST2023★ 1 cited

Information Geometry of Wasserstein Statistics on Shapes and Affine Deformations

Shun-ichi Amari, Takeru Matsuda

Information geometry and Wasserstein geometry are two main structures introduced in a manifold of probability distributions, and they capture its different characteristics. We stud…

math.ST2023

Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix

Takeru Matsuda

In estimation of a normal mean matrix under the matrix quadratic loss, we develop a general formula for the matrix quadratic risk of orthogonally invariant estimators. The derivati…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.