Masanobu taniguchi biography examples
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The basic principles of the Seicho-No-Ie teachings consist of three major components:
Only God-created perfect world exists (also referred to as the ‘True Image’),
All phenomena are manifestation of only mind,
All religions emanate from one universal God....keep reading
Founder of Seicho-No-Ie, Rev. Masaharu Taniguchi
Born on November 22, 1893 in Kobe Prefecture.
In 1914, he left the English literature course of Waseda University to dedicate himself to seek for the Truth.
Soon after, he received the divine inspirations of “man is a child of God”, “only the world of Absolute Goodness,” and “all religions emanate from one universal God.” With his earnest wish to convey this Truth to all people, Rev. Taniguchi published the “Seicho-No-Ie” magazine in March 1930.
Since then, with the increased expansion of magazine distribution, the Religious Juridical Person, “Seicho-No-Ie” was established.
On June 6, 1949, the Mental Science Institute granted him the degree of Doctor of Philosophy, Ph.D.
On May 15, 1963, the Religious Science Institute (the Founders Church of Religious Science) in Los Angeles, California presented him with their highest degree, Doctor of Humanities.
On June 17, 1985, the curtain of his abundant life and career was drawn to a close at the age of 91.
More than 19 million copies of the Seimei no Jisso (Truth of Life) have been published. It continues to be a source of inspiration for many people. Other publications by Rev. Taniguchi include: Shinri (The Truth, 11 volumes), Shinsen Taniguchi Masaharu Senshu (New Selection of Rev. Masaharu Taniguchi’s writings series, 12 volumes) and Taniguchi Masaharu Chosakushu (Selection of Rev. Masaharu Taniguchi’s writings series, 10 volumes), etc.
Seicho-No-Ie was founded on March 1st, 1930. This is the day when the Founder, Masaharu Taniguchi, published
SciLux podcast – Masanobu Taniguchi and Sophia Loizidou on Statistical Research
21 May 2024
Time Series and Directional Statistics
Statistical research has the potential to support various other disciplines. With their expertise in time series and directional statistics, Prof. Masanobu Taniguichi and Sophia Loizidou use complex statistical concepts to support research in other fields.
Professor Masanobu Taniguchi, from the Waseda University in Japan, is a visiting researcher at the University of Luxembourg on an Institute of Advanced Studies (IAS) Distinguished Grant. Prof. Taniguchi is an expert in the field of Applied Mathemathics focusing on time series analysis, mathematical statistics, multivariate analysis, information geometry, signal processing, econometric theory and financial engineering.
Sophia Loizidou is a doctoral researcher at the Faculty of Science, Technology and Medicine (FSTM) of the University of Luxembourg. In the MIDAS research team (Modelling – Interdisciplinary – Data (Science) – Applied – Statistics), her PhD focuses on directional statistics.
Listen to Prof. Masanobu Taniguichi and Sophia Loizidou as they delve into the world of statistics and how it can be used to support research activities in other fields.
Listen to the new SciLux episode
The Institute of Advanced Studies
The Institute of Advanced Studies (IAS) was launched in 2020 with the aim to strengthen the University’s interdisciplinary research and further reinforces its international profile as an excellent research university. Building on its strong disciplinary roots, the University uses interdisciplinary research as a catalyst to generate new understanding and innovations to improve the quality of life and society of tomorrow. The Institute is inspired by existing university-based Institutes for Advanced Studies on the international scenery, which are recognised for combining scientific excellence, interdisciplinarity and internatio Table of contents :
Title Research papers in statistical inference for time series and related models : essays in honor of Masanobu Taniguchi / Yan Liu, Junichi Hirukawa, Yoshihide Kakizawa, editors
Published Singapore : Springer, 2023
Click on the following: Springer eBooks
Description 1 online resource (591 p.) Contents Intro -- Foreword -- Preface -- Photos of Masanobu Taniguchi -- Biography of Masanobu Taniguchi -- Publications of Masanobu Taniguchi -- Students of Masanobu Taniguchi -- Contents -- Contributors -- 1 Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models -- 1.1 Introduction -- 1.2 Settings -- 1.2.1 Model and Spatial Median -- 1.2.2 Self-weighted and Smoothed GEL Function -- 1.3 Main Results -- 1.4 Finite Sample Performance -- 1.5 Proofs -- 1.5.1 Some Approximations -- 1.5.2 Proofs of Theorems 1.1 and 1.2 -- References 3.3.1 Case 1: Corpus-Specific Common Words -- 3.3.2 Case 2: Important Words Appear Rarely in Corpus -- 3.3.3 Case 3: ̀̀Close'' Topics -- 3.4 Real Data Application -- 3.5 Conclusion -- References -- 4 A Simple Isotropic Correlation Family in mathbbR3 with Long-Range Dependence and Flexible Smoothness -- 4.1 Introduction -- 4.1.1 A Spectral Representation -- 4.2 A New Correlation Family -- 4.3 Properties -- 4.4 Comparison With a Matérn Sub-family -- 4.5 Other Correlation Families With Long-Range Dependence -- 4.5.1 The Generalized Cauchy Family -- 4.5.2 The Confluent Hypergeometric Family 4.6 Discussion -- References -- 5 Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models -- 5.1 Introduction -- 5.2 Model and Preliminaries -- 5.2.1 Asymptotic Distribution of the QML Estimator -- 5.2.2 Asymptotic Distribution of the Residuals Empirical Autocorrelations -- 5.3 Different Portmanteau Goodness-of-Fit Tests -- 5.3.1 Portmanteau Test Statistics -- 5.3.2 Bahadur Asymptotic Rel Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi 9789819908028, 9789819908035, 9819908027
Foreword
Preface
Photos of Masanobu Taniguchi
Biography of Masanobu Taniguchi
Publications of Masanobu Taniguchi
Students of Masanobu Taniguchi
Contents
Contributors
1 Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models
1.1 Introduction
1.2 Settings
1.2.1 Model and Spatial Median
1.2.2 Self-weighted and Smoothed GEL Function
1.3 Main Results
1.4 Finite Sample Performance
1.5 Proofs
1.5.1 Some Approximations
1.5.2 Proofs of Theorems 1.1 and 1.2
References
2 Excess Mean of Power Estimator of Extreme Value Index
2.1 Introduction
2.2 Asymptotic Properties
2.2.1 Asymptotic Property of the Empirical Tail Process Qn(t) for Dependent Sequences
2.2.2 Connections Between EMP and MOP Estimators
2.2.3 Asymptotic Normalities of the MOP and the EMP Estimators
2.2.4 Consistent Estimators of σ2MOP,p,γ,r and σ2EMP,p,γ,r
2.3 Asymptotic Comparison of EMP with Existing Contenders for I.I.D. Observations
2.4 Simulations
2.4.1 Sensitivity Analysis of mn for mn,pEMP(kn)
2.4.2 Simulation Results under Various Thresholds
2.4.3 Simulation Results at Optimal Threshold
2.5 Conclusion
2.6 Technical Details
2.6.1 Details on Existence of ep(t)
2.6.2 Proof of Theorem 2.1
2.6.3 Proof of Theorem 2.2
2.6.4 Proof of Theorem 2.3
2.6.5 Proof of Theorem 2.4
2.6.6 Proof of Theorem 2.5
References
3 Exclusive Topic Model
3.1 Introduction
3.2 Method
3.2.1 ETM
3.2.2 Only Weighted LASSO Penalty: ν= 0
3.2.3 Only Pairwise Kullback–Leibler Divergence Penalty: µ= 0
3.2.4 Combination of Two Penalties
3.2.5 Dynamic Penalty Weight Implementation
3.3 Simulation
3.3.1 Case 1: Corpus-Specific Common Words
3.3.2 Case 2: Important Words Appear Rarely in Corpus
3.3.3 Case 3: ``Close'' Topics
3.4 Real Data Application
3.5 Conclusion
References
4 A Sim