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Last Updated :2025/04/02

Takafumi Amaba

Faculty of Science
Associate professor

Researcher information

■ Degree
  • 博士 (理学), 立命館大学
■ Field Of Study
  • Natural sciences, Applied mathematics and statistics

Research activity information

■ Paper
  • 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
■ Lectures, oral presentations, etc.
  • Loewner-Kufarev方程式の連続率について
    天羽 隆史
    福岡大学微分幾何研究集会, 03 Nov. 2017
  • Distributional Itô's formula and regularization of generalized Wiener functionals
    Takafumi Amaba
    Symposium on Stochastic Analysis, 18 Oct. 2017
  • An integration by parts on “space of loops”
    Takafumi Amaba
    Probability Seminar, 19 Jan. 2017
  • An integration by parts on “space of loops”
    Takafumi Amaba
    Oberseminar zur Freien Wahrscheinlichkeitstheorie, 13 Dec. 2016
  • 拡散過程に対する局所時間のHölder連続性
    確率論ヤングサマーセミナー, 13 Aug. 2016
■ Research Themes
  • 確率解析学から諸分野へ
    日本学術振興会, 科学研究費助成事業, 基盤研究(C)
    福岡大学
    01 Apr. 2022 - 31 Mar. 2027
  • 確率過程のゲージ理論
    Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, Grant-in-Aid for Young Scientists (B)
    01 Apr. 2015 - 31 Mar. 2019
  • Wiener空間上の無限次元Lie環の表現論
    日本学術振興会, 科学研究費助成事業, 特別研究員奨励費
    立命館大学
    2012 - 2013