Position | Director, Center for Data Science; Professor |
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Degree | Ph.D. in Mathematical Engineering (University of Tokyo, 1991) |
Specialty | Statistical Mathematics, Mathematical Engineering |
Current Research Interests | Numerical optimization, computational algorithms and computational modeling, Convex optimization (algorithm, mathematics and modeling), Nonlinear state-space modeling, Graphical modeling, Optimal magnetic shielding design of MAGLEV train (Linear motor car), Mice dynamic image analysis, Portfolio of pension funds, Data assimilation, Mesopotamia clay tablet data analysis etc. |
- education and career
1986 Ms. Department of Mathematical Engineering and Instrumentation Physics, Graduate School of Engineering, the University of Tokyo
1986 Assistant Professor, Department of Prediction and Control, the Institute of Statistical Mathematics, Tokyo
1994 Associate Professor, Department of Prediction and Control, the Institute of Statistical Mathematics, Tokyo
2002 Professor, Department of Prediction and Control, the Institute of Statistical Mathematics, Tokyo
2004 Professor, Department of Mathematical Analysis and Statistical Inference, the Institute of Statistical Mathematics, Tokyo
2008 Chair person (adjunct), Department of Statistical Science, Graduate University of Advanced Studies 2010 Professor, Graduate Research Institute for Policy Studies
- Selected publications
Peer reviewed publications
[1] Takashi Tsuchiya, Bruno F. Louren?co, Masakazu Muramatsu and Takayuki Okuno: A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms. Mathematical Programming, Vol.200 (2023), pp.531-568, doi.org/10.1007/s10107-022-01891-8.
[2] Bruno F. Louren?co, Masakazu Muramatsu and Takashi Tsuchiya: Solving SDP completely with an interior-point oracle. Optimization Methods and Software, Vol.36 (2021), pp.425–471, doi.org/10.1080/10556788.2020.1850720.
[3] Y.Cui, K.Morikuni, T.Tsuchiya and K. Hayami: Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning. Computational Optimization and Applications, Vol.74 (2019), pp.143-176.
[4] Sumie Ueda, Kumi Makino, Yoshiaki Itoh, Takashi Tsuchiya: Logistic growth for the Nuzi cuneiform tablets: Analyzing family networks in ancient Mesopotamia. Physica A, Vol.421 (2015), pp. 223-232.
[5] Toshiya Arakawa, Akira Tanave, Shiho Ikeuchi, Aki Takahashi, Satoshi Kakihara, Shingo Kimura, Hiroki Sugimoto, Nobuhiko Asada, Toshihiko Shiroishi, Kazuya Tomihara, Takashi Tsuchiya, Tsuyoshi Koide: A male-specific QTL for social interaction behavior in mice mapped with automated pattern detection by a hidden Markov model incorporated into newly developed freeware, Journal of Neuroscience Methods, Vol. 234 (2014), pp. 127-134.
[6] Satoshi Kakihara, Atsumi Ohara and Takashi Tsuchiya: Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs. Journal of Optimization Theory and Applications, Vol.157 (2013), pp. 749-780.
[7] G. Ueno and T. Tsuchiya: Covariance regularization in inverse space. Quarterly Journal of the Royal Meteorological Society, Vol. 135 (2009), pp. 1133-1156.
[8] Kazuyuki Nakamura and Takashi Tsuchiya: A recursive recomputation approach for smoothing in nonlinear state space modeling — An attempt for reducing space complexity —. IEEE Transactions on Signal Processing, Vol. 55 (2007), pp. 5167- 5178.
[9] T. Fushiki, S. Horiuchi and T. Tsuchiya: A maximum likelihood approach to density estimation with semidefinite programming Neural Computation, Vol. 18 (2006), pp. 2777-2812.
[10] Leonid Faybusovich and Takashi Tsuchiya: Primal-dual algorithms and infinitedimensional Jordan Algebras of finite rank. Mathematical Programming, Vol.97 (2003), No.3, pp.471-493.
[11] R.D.C. Monteiro and T. Tsuchiya: A variant of the Vavasis-Ye layered-step interior-point algorithm for linear programming. SIAM Journal on Optimization, Vol.13 (2003), No.4, pp.1054-1079.
[12] T. Sasakawa and T. Tsuchiya: Optimal magnetic shield design with second-order cone programming. SIAM Journal on Scientific Computing, Vol.24 (2003), No.6, pp. 1930-1950.
[13] R. D. C. Monteiro and Takashi Tsuchiya: Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Mathematical Programming, Vol. 88 (2000), pp. 61–83.
[14] T. Tsuchiya: A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming. Optimization Methods and Software, Vol. 11 and 12 (1999), pp. 141-182.
[15] R. D. C. Monteiro and T. Tsuchiya: Polynomial convergence of a new family of primal-dual algorithms for semidefinite programming. SIAM Journal on Optimization, Vol. 9 (1999), pp. 551-577.
[16] A. El-Bakry, R. A. Tapia, T. Tsuchiya and Y. Zhang: On the formulation and theory of the Newton interior-point method for nonlinear programming. Journal of Optimization Theory and Applications, Vol. 89 (1996), pp. 507-541.
[17] Takashi Tsuchiya and Masakazu Muramatsu: Global convergence of a long-step affine scaling algorithm for degenerate linear programming problems. SIAM Journal on Optimization, Vol. 5, (1995), No. 3, pp. 525-551.
- E-mail: tsuchiya
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