Simple variational inference based on minimizing Kullback–Leibler divergence
Ryo Nakamura; Tomooki Yuasa; Takafumi Amaba; Jun Fujiki
Information Geometry, 13 Oct. 2024, 7(2):449 - 470
Simulation example of a black noise
T. Amaba; T. Aoyama; S. Araki; S. Eguchi
Japan Journal of Industrial and Applied Mathematics, 11 Jun. 2023, 41(1):191 - 210
制御型Loewner-Kufarev方程式の解の形—KPZ方程式の理解に向けて—
Takafumi Amaba; Takahiro Aoyama; Takashi Nakamura
Proceedings of the 50th Annual Conference of the Institute of Image Electronics Engineers of Japan 2022, Aug. 2022, 50(G1-4)
Lead
Energy Conservation in Infinitely Wide Neural-Networks
Shu Eguchi; Takafumi Amaba
Artificial Neural Networks and Machine Learning – ICANN 2021, Part IV, Proceedings of 30th International Conference on Artificial Neural Networks, Bratislava, Slovakia, 14--17 September 2021., 2021, LNCS(Volume 12894):177 - 189, Refereed
Modulus of continuity of controlled Loewner–Kufarev equations and random matrices
Takafumi Amaba; Rola; Friedrich
Anal.Math.Phys., 08 May 2020, 10(2, Article number: 23), Refereed
Univalence and holomorphic extension of the solution to ω-controlled Loewner-Kufarev equations
Takafumi Amaba; Roland Friedrich; Takuya Murayama
Journal of Differential Equations, 14 Feb. 2020, 269(3):2697 - 2704, Refereed
Controlled Loewner-Kufarev Equation Embedded into the Universal Grassmannian
Takafumi Amaba; Rola; Friedrich
SIGMA, 2020, 16(108), Refereed
L2-convergence rate for the discretization error of functions of Lévy process
Takafumi Amaba; Nien-Lin Liu; Azmi Makhlouf; Takwa Saidaoui
Stochastics, 17 Jul. 2019
Convergence Implications via Dual Flow Method
Takafumi Amaba; Dai Taguchi; Gô Yûki
Markov Processes Relat. Fields, 2019, 25(3):533 - 568, Refereed
Distributional Itô’s Formula and Regularization of Generalized Wiener Functionals
Takafumi Amaba; Yoshihiro Ryu
ALEA, Lat. Am. J. Probab. Math. Stat., 25 Jun. 2018, 15:703 - 753, Refereed
A coupling of Brownian motions in the \mathcal{L}_{0}-geometry.
Takafumi Amaba; Kazumasa Kuwada
Tohoku Mathematical Journal, 01 Mar. 2018
A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis.
Jirô Akahori; Takafumi Amaba; Kaori Okuma
Journal of Theoretical Probability, 01 Jan. 2016
Analysis of Wiener- and Poisson- space using representations of Lie algebras (Thesis)
Ritsumeikan university, 01 Mar. 2014
A Discrete-Time Clark-Ocone Formula for Poisson Functionals
Takafumi Amaba
Asia-Pacific Financial Markets, 2014, 21(2):97 - 120
An algebraic approach to the Cameron-Martin- Maruyama-Girsanov formula
Jirô Akahori; Takafumi Amaba; Sachiyo Uraguchi
Mathematical Journal of Okayama University, 01 Jan. 2013, 55(1):167 - 190
Some Simulation Results on the Computation of Delta of Path-Dependent Options Using a Discrete Version of Clark-Ocone Formula
Jirô Akahori; Takafumi Amaba; Kaori Okuma
Proceedings of the 42nd ISCIE International Symposium on Stochastic Systems Theory and Its Application, 01 May 2011