I am Senior Research Associate at School of Mathematical Sciences, Lancaster University, as a part of Prob_AI Hub. I obtained PhD in Statistical Science at UCL (10/2021-2/2025), supervised by Alexandros Beskos and Samuel Livingstone. Before PhD, I was a research assistant at Hitotsubashi University, supervised by Toshihiro Yamada, and then worked as a quantitative analyst at MUFG Bank, Ltd. for two years. 

Research:  My research interests lie in statistical and numerical methods for stochastic processes. My current research focuses on developing effective numerical schemes and approximate  (closed-form) likelihoods for improved parameter estimation of  Stochastic Differential Equations (SDEs). 

Contact:  yuga[dot]iguchi[dot]21[at]ucl[dot]ac[dot]uk

Publication

  Preprint

  • An extended Milstein scheme for effective weak approximation of diffusions. (2024) [preprint]. Y. Iguchi & T. Yamada.  

 Peer-reviewed

Work in Progress 

Talk 

Poster Presentation 

Review service

Annals of Applied Probability, Annals of the Institute of Statistical Mathematics, Bernoulli, IMA Journal of Numerical Analysis, SIAM/ASA-JUQ, Statistics and Computing, Stochastic Processes and their Applications.


Associate Editor for Statistics and Computing (2025-) 

Other research activities

Awards