NISHIYAMA, Yoichi

写真a

Affiliation

Faculty of International Research and Education, School of International Liberal Studies

Job title

Professor

Homepage URL

http://www.f.waseda.jp/nishiyama/

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Concurrent Post 【 display / non-display 】

  • Faculty of Science and Engineering   Graduate School of Fundamental Science and Engineering

  • Faculty of International Research and Education   Graduate School of International Culture and Communication Studies

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Education 【 display / non-display 】

  • 1993.04
    -
    1994.03

    Osaka University  

  • 1991.04
    -
    1993.03

    Osaka University  

  • 1987.04
    -
    1991.03

    Osaka University   School of Science   Department of Mathematics  

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Degree 【 display / non-display 】

  • 1998.05   Utrecht University   (Ph. D.)

  • 1993.03   Osaka University   (Master of Engineering)

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Research Experience 【 display / non-display 】

  • 2016.04
    -
    Now

    Faculty of International Research and Education, Waseda University   Professor

  • 2015.04
    -
    2016.03

    Faculty of International Research and Education, Waseda University   Associate Professor

  • 2008.04
    -
    2015.03

    The Institute of Statistical Mathematics   Associate Professor

  • 1994.04
    -
    2008.03

    The Institute of Statistical Mathematics   Assistant Professor

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Professional Memberships 【 display / non-display 】

  • 　
    　
    　

    日本数学会

  • 　
    　
    　

    日本統計学会

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Research Areas 【 display / non-display 】

  • Applied mathematics and statistics

  • Basic mathematics

  • Statistical science

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Research Interests 【 display / non-display 】

  • Mathematical Statistics

  • Probability Theory

  • Data Science

  • Martingales

  • Random Fields

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Papers 【 display / non-display 】

  • Weak convergence of marked empirical processes in a Hilbert space and its applications

    Koji Tsukuda, Yoichi Nishiyama

    ELECTRONIC JOURNAL OF STATISTICS   14 ( 2 ) 3914 - 3938  2020.10  [Refereed]

  • Moment convergence of $Z$-estimators

    Ilia Negri, Yoichi Nishiyama

    STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES   20 ( 3 ) 387 - 397  2017.10  [Refereed]

    　View Summary

    The problem to establish the asymptotic distribution of statistical estimators as well as the moment convergence of such estimators has been recognized as an important issue in advanced theories of statistics. This problem has been deeply studied for M-estimators for a wide range of models by many authors. The purpose of this paper is to present an alternative and apparently simple theory to derive the moment convergence of Z-estimators. In the proposed approach the cases of parameters with different rate of convergence can be treated easily and smoothly and any large deviation type inequalities necessary for the same result for M-estimators do not appear in this approach. Applications to the model of i.i.d. observation, Cox’s regression model as well as some diffusion process are discussed.

    DOI

  • The Dantzig selector for diffusion processes with covariates

    Kou Fujimori, Yoichi Nishiyama

    JOURNAL OF THE JAPAN STATISTICAL SOCIETY   47 ( 1 ) 59 - 73  2017.06  [Refereed]

    DOI

  • $Z$-process method for change point problems with applications to discretely observed diffusion processes

    Ilia Negri, Yoichi Nishiyama

    STATISTICAL METHODS AND APPLICATIONS   26 ( 2 ) 231 - 250  2017.06  [Refereed]

    　View Summary

    The aim of this paper is to develop a general, unified approach, based on some partial estimation functions which we call "Z-process", to some change point problems in mathematical statistics. The method proposed can be applied not only to ergodic models but also to some models where the Fisher information matrix is random. Applications to some concrete models, including a parametric model for volatilities of diffusion processes are presented. Simulations for randomly time-transformed Brownian bridge process appearing as the limit of the proposed test statistics are performed with computer intensive use.

    DOI

  • The $l_q$ consistency of the Dantzig selector for Cox's proportional hazards model

    Kou Fujimori, Yoichi Nishiyama

    JOURNAL OF STATISTICAL PLANNING AND INFERENCE   181   62 - 70  2017.02  [Refereed]

    　View Summary

    The Dantzig selector for the proportional hazards model proposed by D.R. Cox is studied in a high-dimensional and sparse setting. We prove the lq consistency for all q is an element of [1, infinity] of some estimators based on the compatibility factor, the weak cone invertibility factor, and the restricted eigenvalue for certain deterministic matrix which approximates the Hessian matrix of log partial likelihood. Our matrix conditions for these factors are weaker than those of previous researches. (C) 2016 Elsevier B.V. All rights

    DOI

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Books and Other Publications 【 display / non-display 】

  • Statistical Analysis by the Theory of Martingales (In Japanese)

    Yoichi Nishiyama

    Kindaikagakusha  2011.10

  • Entropy Methods for Martingales

    Yoichi Nishiyama

    CWI Tracts  2000

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Misc 【 display / non-display 】

  • Moment convergence of $Z$-estimators and $Z$-process method for change point problems

    Ilia Negri, Yoichi Nishiyama

    Research Memorandum, The Institute of Statistical Mathematics   1158  2012.06

    Internal/External technical report, pre-print, etc.  

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Awards 【 display / non-display 】

  • JSS Ogawa Prize

    2009.09  

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Research Projects 【 display / non-display 】

  • 高次元マルチンゲール理論とその統計的応用

    Project Year :

    2018.04
    -
    2023.03
     

    西山 陽一

    Authorship： Principal investigator

  • 超高次元の確率解析手法による統計的推測

    Project Year :

    2015.04
    -
    2018.03
     

    西山 陽一

    Authorship： Principal investigator

  • 無限次元の弱収束理論と統計的応用

    Project Year :

    2012.04
    -
    2015.03
     

    西山 陽一

    Authorship： Principal investigator

  • メトリック・エントロピー法の統計的応用

    Project Year :

    2009.04
    -
    2012.03
     

    西山 陽一

    Authorship： Principal investigator

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Presentations 【 display / non-display 】

  • A stochastic maximal inequality, weak convergence of infinite-dimensional martingales, and semiparametric statistics

    西山 陽一  [Invited]

    日本数学会 2013 年度秋季総合分科会 

    Presentation date： 2013.09

  • Adaptive semiparametric estimation for diffusion processes

    Yoichi Nishiyama  [Invited]

    The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 

    Presentation date： 2012.07

  • Bracketing CLT for martingales

    Yoichi Nishiyama  [Invited]

    52th ISI World Statistical Congress 

    Presentation date： 1999.08

  • マルチンゲール確率場に対するエントロピー法とその統計的推測への応用

    西山 陽一  [Invited]

    日本数学会 1999 年度年会 

    Presentation date： 1999.03

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Syllabus 【 display / non-display 】

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Teaching Experience 【 display / non-display 】

  • Linear Algebra and Its Applications

    Waseda University  

  • Social Studies and Communication

    Waseda University  

  • First Year Seminar A

    Waseda University  

  • Software and Data Science

    Waseda University  

  • Discrete Mathematics

    Waseda University  

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Committee Memberships 【 display / non-display 】

  • 2013
    -
    2015

    日本統計学会  会誌編集理事（欧文）

  • 2010
    -
    2012

    The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012  Local organizing comittee

  • 2009
    -
    2010

    日本数学会  評議員

  • 2007
    -
    2009

    日本数学会  和文誌「数学」編集委員

  • 2007
    -
    2008

    統計学関連連合大会  企画委員

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