Minami, Mihoko

写真a

Affiliation

Faculty of Science and Technology, Department of Mathematics (Yagami)

Position

Professor

E-mail Address

E-mail address

Related Websites

Career 【 Display / hide

  • 1982.04
    -
    1987.11

    Nihon Univac Co.Ltd.

  • 1995.04
    -
    1999.03

    Science University of Tokyo, Faculty of Science, Department of Applied Mathematics, Assistant Professor

  • 1999.04
    -
    2009.03

    The Institute of Statistical Mathematics, Department of Mathematical Analysis and Statistical Inference, Associate Professor

  • 1999.04
    -
    2009.03

    The Graduate University for Advanced Studies, School of Multidisciplinary Sciences, Department of Statistical Science, Associate Professor

  • 2001.09
    -
    2008.03

    Keiou University, Faculty of Science and Technology, Part-time Lecturer

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Academic Background 【 Display / hide

  • 1982.03

    Ochanomizu University, Faculty of Science, Department of Mathematics

    University, Graduated

  • 1990.06

    University of California, San Diego Master course, Department of Mathematics

    La Jolla, California, U.S.A., University, Graduated

  • 1993.12

    University of California, San Diego Department of Mathematics, Ph.D. course, Department of Mathematics

    La Jolla, California, U.S.A., University, Graduated

Academic Degrees 【 Display / hide

  • Ph.D., University of California, San Diego, Coursework, 1993.12

 

Research Areas 【 Display / hide

  • Statistical science (Statistical Science)

Research Themes 【 Display / hide

  • 環境リスク解析, 

    2009.04
    -
    Present

  • Cyclic regression smoothing spline for environmental data, 

    2009
    -
    Present

  • Regression and Classification problem for distributions, 

    2008
    -
    Present

  • Feature extraction method from very non-normal data, 

    2007
    -
    Present

     View Summary

    海洋生物の混獲数データのように非正規性の強いデータから特徴量を抽出する統計手法の研究。視点をかえると非正規データの次元の削減問題と捉えることができる

  • 生物資源評価, 

    2005.04
    -
    Present

 

Books 【 Display / hide

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Papers 【 Display / hide

  • Estimation of risk contributions with MCMC

    Koike T., Minami M.

    Quantitative Finance (Quantitative Finance)  19 ( 9 ) 1579 - 1597 2019

    ISSN  14697688

     View Summary

    © 2019, © 2019 Informa UK Limited, trading as Taylor & Francis Group. Determining risk contributions of unit exposures to portfolio-wide economic capital is an important task in financial risk management. Computing risk contributions involves difficulties caused by rare-event simulations. In this study, we address the problem of estimating risk contributions when the total risk is measured by value-at-risk (VaR). Our proposed estimator of VaR contributions is based on the Metropolis-Hasting (MH) algorithm, which is one of the most prevalent Markov chain Monte Carlo (MCMC) methods. Unlike existing estimators, our MH-based estimator consists of samples from the conditional loss distribution given a rare event of interest. This feature enhances sample efficiency compared with the crude Monte Carlo method. Moreover, our method has consistency and asymptotic normality, and is widely applicable to various risk models having a joint loss density. Our numerical experiments based on simulation and real-world data demonstrate that in various risk models, even those having high-dimensional (≈500) inhomogeneous margins, our MH estimator has smaller bias and mean squared error when compared with existing estimators.

  • Max-Stable Processによる年最大日降水量データ解析

    Ayato Kashiyama, Mihoko Minami

    Japanese Journal of Applied Statistics (応用統計学会)  47 ( 2&3 ) 51 - 70 2018.12

    Accepted,  ISSN  0285-0370

  • The importance of environment and life stage on interpretation of silky shark relative abundance indices for the equatorial Pacific Ocean

    Cleridy E. Lennert‐Cody Shelley C. Clarke Alexandre Aires‐da‐Silva Mark N. Maunder Peter J. S. Franks Marlon Román Arthur J. Miller Mihoko Minami

    Fisheries Oceanography (Fisheries Oceanography)  28 ( 1 ) 43 - 53 2018.07

    Research paper (scientific journal), Joint Work,  ISSN  10546006

     View Summary

    © 2018 John Wiley & Sons Ltd Recent large fluctuations in an index of relative abundance for the silky shark in the eastern Pacific Ocean have called into question its reliability as a population indicator for management. To investigate whether these fluctuations were driven by environmental forcing rather than true changes in abundance, a Pacific-wide approach was taken. Data collected by observers aboard purse-seine vessels fishing in the equatorial Pacific were used to compute standardized trends in relative abundance by region, and where possible, by shark size category as a proxy for life stage. These indices were compared to the Pacific Decadal Oscillation (PDO), an index of Pacific Ocean climate variability. Correlation between silky indices and the PDO was found to differ by region and size category. The highest correlations by shark size category were for small (<90 cm total length [TL]) and medium (90–150 cm TL) sharks from the western region of the equatorial eastern Pacific (EP) and from the equatorial western Pacific. This correlation disappeared in the inshore EP. Throughout, correlations with the PDO were generally lower for large silky sharks (>150 cm TL). These results are suggestive of changes in the small and medium silky indices being driven by movement of juvenile silky sharks across the Pacific as the eastern edge of the Indo-Pacific Warm Pool shifts location with ENSO events. Lower correlation of the PDO with large shark indices may indicate that those indices were less influenced by environmental forcing and therefore potentially less biased with respect to monitoring population trends.

  • Covariate Balancing Propensity Score を用いた、スクイズ作戦の有効性の解析

    Tomoshige Nakamura, Mihoko Minami

    統計数理 (統計数理研究所)  65 ( 2 ) 185 - 200 2017.12

    Research paper (scientific journal), Joint Work, Accepted

  • ストレートに着目した空振りに影響を与える要因の定量的分析

    Daiki Nagata, Mihoko Minami

    統計数理 (統計数理研究所)  65 ( 2 ) 217 - 234 2017.12

    Accepted

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Papers, etc., Registered in KOARA 【 Display / hide

Presentations 【 Display / hide

  • Clustering methods for distributions and partioning of space.

    Mihoko Minami, Cleridy E. Lennert-Cody

    統計数理研究所共同研究集会「環境・生態データと統計解析」, 2018.10

  • Analysis of Decision Makers' Strategies

    Mihoko Minami

    Joint Statistical Meeting 2018 (Vancouver, Canada) , 2018.07, Oral Presentation(general), American Statistical Association

  • Statistics major offered by the Department of Mathematics at Keio University: Curriculum and student-led events

    Mihoko Minami and Tomoshige Nakamura

    10th International Conference on Teaching Statistics (Kyoto) , 2018.07, Oral Presentation(guest/special), International Association for Statistical Education

  • 分布に対する回帰・分類樹、クラスタリング手法と空間の分割

    Minami, M., Lennert-Cody, C., Nakamura, T.

    統計数理研究所共同研究集会「環境・生態データと統計解析」, 2017.10, Oral Presentation(general)

  • 分布に対する分類樹・クラスタリング手法とそれらを用いた空間の分割

    Minami, M., Lennert-Cody, C.

    統計関連学会連合大会, 2017.09, Oral Presentation(general)

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Research Projects of Competitive Funds, etc. 【 Display / hide

Awards 【 Display / hide

  • Jacob Wolfowitz prize

    Mihoko Minami and Kunio Shimizu, 2001.12, American Journal of Mathematical and Management Sciences, ML and REML estimation of Matusita's measure for two bivariate normal distributions with missing observations

  • Jacob Wolfowitz prize

    MINAMI Mihoko, 2001, American Journal of Mathematical and Management Sciences., ML and REML estimation of Matusita's measure for two bivariate normal distributions with missing observations

    Type of Award: International Academic Awards

 

Courses Taught 【 Display / hide

  • MATHEMATICS 2A

    2020

  • MATHEMATICAL STATISTICS 1 AND ITS EXERCISE

    2020

  • INTRODUCTION TO LIFE INSURANCE

    2020

  • INDEPENDENT STUDY ON FUNDAMENTAL SCIENCE AND TECHNOLOGY

    2020

  • GRADUATE RESEARCH ON FUNDAMENTAL SCIENCE AND TECHNOLOGY 2

    2020

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Courses Previously Taught 【 Display / hide

  • 統計臨港

    Keio University, 2014, Autumn Semester, Major subject, Within own faculty, 1h

  • データ解析同演習

    Keio University, 2014, Autumn Semester, Major subject, Seminar, Within own faculty, 1h

  • データ解析同演習

    Keio University, 2014, Autumn Semester, Major subject, Lecture, Within own faculty, 1h

  • 数学A2

    Keio University, 2014, Spring Semester, Other, Lecture, Within own faculty, 1h

  • 統計科学特論A

    Keio University, 2014, Spring Semester, Lecture, Within own faculty, 1h

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Social Activities 【 Display / hide

  • 微小粒子状物質等疫学調査研究検討会 環境省 水・大気環境局

    2010.09
    -
    Present
  • AISM 編集委員会

    2006.04
    -
    2014.03

Memberships in Academic Societies 【 Display / hide

  • 国際計量生物学会 IBC2012 実行委員会, 

    2009.11
    -
    2012.09
  • 日本計量生物学会, 

    2009.01
    -
    2012.12
  • 応用統計学会, 

    2008.06
    -
    Present
  • 国際計量生物学会 IBC2010 国際プログラム委員会, 

    2007.07
    -
    2010.12
  • 日本計量生物学会, 

    2007.01
    -
    2008.12

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Committee Experiences 【 Display / hide

  • 2018.04
    -
    2020.03

    運営会議委員, 情報・システム研究機構 統計数理研究所

  • 2017.10
    -
    2018.09

    2018年度統計関連学会連合大会, 2018年度統計関連学会連合大会

  • 2017.03
    -
    2019.02

    代議員, 日本統計学会

  • 2016.10
    -
    2017.09

    プログラム委員, 2017年度統計関連学会連合大会

  • 2016.05
    -
    2018.05

    企画担当理事, 応用統計学会

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