KOBAYASHI GENYA
   Department   Undergraduate School  , School of Commerce
   Position   Professor
Research Period 2018/04~2021/03
Research Topic Bayesian shape-restricted functional regression with application to economic data
Research Type KAKENHI Research
Consignor Japan Society for the Promotion of Science
Research Program Type Grant-in-Aid for Early-Career Scientists
KAKENHI Grant No. 18K12754
Responsibility Representative Researcher
Representative Person Kobayashi Genya
Details This project considered Bayesian analysis for shape-restricted functional models, particularly, nonlinear quantile regression models, state space SIR model and Lorenz curves, and applied the proposed approaches to some important economic problems, such as female labour, income inequality, and urgent social and economic problem of the spread of COVID-19 and its prediction. Various approaches to introducing shape restriction were considered, for example, Gaussian process, differential equations, parametric families of functions. Centred on those shape-restricted functions, flexible models based on state space models, hierarchical models, nonparametric Bayes models were considered. As related studies, the model for spatial income distributions and mixture model with both flexibility and estimation stability were also considered.