September, 2017
Kengo Kato
Contact information
Address: Graduate School of Economics, University of Tokyo 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan.
E-mail: [email protected]
Website: https://sites.google.com/site/kkatostat/home Personal
Born: October, 1982. Sex: Male. Citizenship: Japan. Languages: English (fluent), Japanese (native).
Education
Ph.D. in Economics, University of Tokyo, 2009 (Adviser: Tatsuya Kubokawa) M.A. in Economics, University of Tokyo, 2007
B.A. in Economics, University of Tokyo, 2005 Employment
Associate Professor, Graduate School of Economics, University of Tokyo, July 2014- present
Lecturer (Assistant Professor), Graduate School of Economics, University of Tokyo, March 2013-June 2014
Assistant Professor, Department of Mathematics, Graduate School of Science, Hi- roshima University, April 2009-March 2013
Research Fellow-DC2, Japan Society for the Promotion of Science, April 2008-March 2009
Visiting position
Visiting Scholar, Department of Economics, MIT, March 2011-February 2012 (Mentor: Victor Chernozhukov)
Research interests: Mathematical Statistics, Econometrics, Quantile Regression, High- Dimensional/Nonparametric Statistics
Publications
Refereed journal articles
1. “Central limit theorems and bootstrap in high dimensions” (with V. Chernozhukov and D. Chetverikov), Annals of Probability 45, (2017), 2309–2352.
2. “Smoothed quantile regression for panel data” (with A. Galvao), Journal of Econo- metrics 193, (2016), 92-112.
3. “Empirical and multiplier bootstraps for suprema of empirical processes of in- creasing complexity, and related Gaussian couplings” (with V. Chernozhukov and D. Chetverikov), Stochastic Processes and Their Applications 126 (special issue in honor of Evarist Gine), (2016), 3632–3651.
4. “Some new asymptotic theory for least squares series: pointwise and uniform results” (with A. Belloni, V. Chernozhukov, D. Chetverikov), Journal of Econo- metrics 187, (2015), 77-94.
5. “Uniform post selection inference for LAD regression models” (with A. Belloni and V. Chernozhukov), Biometrika 102, (2015), 77-94.
6. “Anti-concentration and honest, adaptive confidence bands” (with V. Chernozhukov and D. Chetverikov), Annals of Statistics 42, (2014), 1787-1818.
7. “Gaussian approximation of suprema of empirical processes” (with V. Chernozhukov and D. Chetverikov), Annals of Statistics 42, (2014), 1564-1597.
8. “Comparison and anti-concentration bounds for maxima of Gaussian random vec- tors” (with V. Chernozhukov and D. Chetverikov), Probability Theory and Related Fields 162, (2015), 47–70.
9. “Estimation and inference for linear panel data models under misspecification when both n and T are large” (with A.F. Galvao), Journal of Business and Eco- nomic Statistics32, (2014), 285-309.
10. “Gaussian approximations and multiplier bootstrap for maxima of sums of high- dimensional random vectors” (with V. Chernozhukov and D. Chetverikov), Annals of Statistics41, (2013), 2786-2819.
11. “Quasi-Bayesian analysis of nonparametric instrumental variables models”, An- nals of Statistics 41, (2013), 2359-2390.
12. “Testing linearity against threshold effects: uniform inference in quantile regres- sion” (with A.F. Galvao, G.V. Montes-Rojas and J. Olmo), Annals of the Institute of Statistical Mathematics66 (2014), 413-439.
13. “Estimation in functional linear quantile regression”, Annals of Statistics 40, (2012), 3108-3136.
14. “Asymptotics for panel quantile regression models with individual effects” (with A.F. Galvao and G.V. Montes-Rojas) Journal of Econometrics 170, (2012), 76-91. 15. “Weighted Nadaraya-Watson estimation of conditional expected shortfall”, Jour-
nal of Financial Econometrics 10, (2012), 265-291.
16. “Asymptotic normality of Powell’s kernel estimator”, Annals of the Institute of Statistical Mathematics 64, (2012), 255-273.
17. “A note on moment convergence of bootstrap M-estimators”, Statistics and Deci- sions28, (2011), 51-61.
18. “Solving ℓ1regularization problems with piecewise linear losses”, Journal of Com- putational and Graphical Statistics19, (2010), 1024-1040.
19. “A theory of lasso-quantile regression and its application to a non-life insurance problem” (in Japanese), with N. Kunitomo and S. Masuda, Journal of the Japan Statistical Society38, (2009), 121-149.
20. “Asymptotics for argmin processes: Convexity arguments”, Journal of Multivari- ate Analysis100, (2009), 1816-1829.
21. “On the degrees of freedom in shrinkage estimation”, Journal of Multivariate Analysis100, (2009), 1338-1352.
22. “Improved prediction for a multivariate normal distribution with unknown mean and variance”, Annals of the Institute of Statistical Mathematics 61, (2009), 531- 542.
Working papers
1. “On frequentist coverage errors of Bayesian credible sets in high-dimensions” (with K. Yano). In progress.
2. “Jackknife multiplier bootstrap: finite sample approximations to the U -process supremum with applications” (X. Chen). arXiv:1708.02705.
3. “Bootstrap confidence bands for spectral estimation of Levy densities under high- frequency observations” (with D. Kurisu). arXiv:1705.00586.
4. “Uniform confidence bands for nonparametric errors-in-variables regression” (with Y. Sasaki). arXiv:1702:03377. Reject with resubmission for Ann. Statist.
5. “A simple method to construct confidence bands in functional linear regression” (with M. Imaizumi). arXiv:1612:07490. Revise and resubmit for Statistica Sinica. 6. “PCA-based estimation for functional linear regression with functional responses” (with M. Imaizumi). arXiv:1609.00286. Revise and resubmit for J. Multivariate Anal.
7. “Uniform confidence bands in deconvolution with unknown error distribution” (with Y. Sasaki). arXiv:1608:02251.
8. “Quantile regression for longitudinal data” (with A. Galvao). Contributed chapter for Handbook on Quantile Regression.
9. “High-dimensional quantile regression” (with A. Belloni and V. Chernozhukov). Contributed chapter for Handbook on Quantile Regression.
10. “Testing many moment inequalities” (with V. Chernozhukov and D. Chetverikov), (2013), arxiv:1312:7614. Revise and resubmit for Review of Economic Studies. 11. “Two-step estimation of high dimensional additive models”, (2012), arXiv:1207.5313. 12. “Group Lasso for high dimensional sparse quantile regression models”, (2011),
arXiv:1103.1458.
Conferences, Seminars, and Presentations (selected)
2017 (including scheduled): UCSD, UCLA, Workshop “Statistical Foundations of Un- certainty Quantification for Inverse Problems” (University of Cambridge), Work- shop on Advances in Econometrics (Hakodate), Econometric Socity European Meeting (Lisbon), Japanese Joint Statistical Meetings (Nanzan University), CM- Statistics (London)
2016: University of Macau, Econometric Society Asian Meeting (Kyoto), International Indian Statistical Association Conference (Oregon State University), University of Illinois Urbana-Champaign, Korean Statistical Society Fall Conference (Daejeon), CMStatistics (Seville), London School of Economics
2015: Yale University, Japan Statistical Society Spring Meeting (Meiji University), Cemmap Workshop “Advances in Microeconometrics” (Seoul National Univer- sity), Oberwolfach workshop “Probabilistic Techniques in Modern Statistics”, NUS workshop “New Directions in Stein’s Method” (Singapore), Xiamen Univer- sity, National University of Singapore, Waseda University, Cambridge workshop
“New Directions in Quantile Regression” (Cambrdige University)
2014: Institute of Statistical Mathematics, NUS Workshop “Self-normalized Asymp- totic Theory in Probability, Statistics and Econometrics” (Singapore), Cemmap Workshop “Advances in Microeconometrics” (HKUST), Econometric Society Asian Meeting (Taipei), 3rd IMS-APRM (Taipei), Workshop on Advances in Microe- conometrics (Hakone), Seoul National University
2013: Econometric Society Asian Meeting (Singapore), Japanese Joint Statistical Meetings (Osaka University), Boston University, Bernoulli Society Satellite Meet- ing (University of Tokyo), Ritsumeikan University, Nakanoshima Workshop (Os- aka University), CFE-ERCIM2013 (London), University College London
2012: University of Wisconsin-Milwaukee, Mathematical Society of Japan Spring Meeting (Science University of Tokyo), Seoul National University, 2nd IMS-APRM (Tsukuba), Joint Statistical Meetings (San Diego), National University of Singa- pore
2011: Boston University, University of Iowa, Joint Statistical Meetings (Miami), Boston College, Harvard-MIT, CFE-ERCIM 2011 (London), University of Tokyo 2010: Kyoto University, 16th International Conference on Panel Data (University of Amsterdam), Kyushu University, 10th World Congress of the Econometric Society (Shanghai), Japanese Joint Statistical Meetings (Waseda University)
2009: Japanese Joint Statistical Meetings (Doshisha University)
2008: Hiroshima University, Japanese Joint Statistical Meetings (Keio University), Mathematical Society of Japan Autumn Meeting (Tokyo Institute of Technology) 2007: Japanese Joint Statistical Meetings (Kobe University), Mathematical Society
of Japan Autumn Meeting (Tohoku University) Grants
2013-2015 Grant-in-Aid for Young Scientists (B) (25780152). 2010-2013 Grant-in-Aid for Young Scientists (B) (22730179). 2008-2009 Grant-in-Aid for JSPS Fellows (08J07431).
Award
Research Achievement Prize, Japan Statistical Society (2017) Professional activities
Associate Editor: Japanese Economic Review (2015–), Journal of Statistical Plan- ning and Inference (2016–), Statistica Sinica (August 2017–). Past: Journal of the Japan Statistical Society (June 2013–June 2017).
Refereeing: Annals of Statistics, Annals of the Institute of Statistical Mathematics, Biometrics, Biometrika, Communications in Statistics-Computation and Simula- tion, Communications in Statistics-Theory and Methods, Computational Statis- tics and Data Analysis, Econometric Theory, Econometrics Journal, Electronic Journal of Statistics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Multivariate Analysis, Journal of Statistical Planning and Inference, Journal of the American Statistical Association, Journal of the Japan Statistical Society, Journal of the Royal Statistical Society Series B, JSIAM, Hitotsubashi Journal of Economics, Metrika, National Science Foundation, Pro- ceedings of ISM, Review of Economic Studies, Statistica Sinica, Statistical Science, Statistics and Probability Letters.
Others: Program committee for IBIS2010
Organizer of 2013 Statistics Summer Seminar (workshop sponsored by Institute of Statistical Mathematics)
IMS Committee on Nominations (2017–2018)
Membership: Japan Statistical Society, Mathematical Society of Japan, Institute of Mathematical Statistics, Econometric Society.
Teaching
(University of Tokyo, 2013-): Mathematics I (Linear Algebra), Economic Statistics (Survey Sampling, Time Series, etc.), Measure Theoretic Probability, Introduction to Empirical Process Theory, Mathematical Statistics
(Hirosihma University, 2009-2013): Topics in Probability and Statistics (Asymptotic Theory), Exercise Classes for Analysis I, II, III (Univariate and Multivariate Cal- culus) and Probability and Statistics A (Introduction to Measure Theoretic Prob- ability)
Graduate students (in progress): Daisuke Kurisu, Hirofumi Ohta.
