Kengo Kato

Research

Publications

My research has been supported by NSF grants DMS-1952306, DMS-2014636, DMS-2210368, and DMS-2413405.

Published and Accepted Articles

  1. Large deviations for dynamical Schrodinger problems, accepted to Journal of Applied Probability, 2025. arXiv:2402.05100

  2. Approximation rates of entropic maps in semidiscrete optimal transport (with R. Sadhu and Z. Goldfeld), accepted to Electronic Communications in Probability, 2025. arXiv:2411.07947.

  3. Entropic Gromov-Wasserstein distances: stability and algorithms (with G. Rioux and Z. Goldfeld), Journal of Machine Learning Research, 2024. arXiv:2306.00182

  4. Stability and statistical inference for semidiscrete optimal transport maps (with R. Sadhu and Z. Goldfeld), Annals of Applied Probability 34, 5694-5736, 2024. arXiv:2303.10155

  5. Limit theorems for entropic optimal transport maps and Sinkhorn divergence (with Z. Goldfeld, G. Rioux, and R. Sadhu), Electronic Journal of Statistics 18, 2024, 980-1041. arXiv:2207.08683

  6. Statistical inference with regularized optimal transport (with Z. Goldfeld, G. Rioux, and R. Sadhu), Information and Inference 13, 2024. arXiv:2205.04283

  7. Limit distribution theory for smooth p-Wasserstein distances (with Z. Goldfeld, S. Nietert, and G. Rioux), Annals of Applied Probability 34, 2024, 2447-2487. arXiv:2203.00159

  8. Limit distribution theory for f-divergences (with S. Sreekumar and Z. Goldfeld), IEEE Transactions on Information Theory 70, 2024, 1233-1267. arXiv:2211.11184

  9. Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data (with D. Kurisu and X. Shao), Journal of the American Statistical Association 119, 2024,1820-1832. arXiv:2103.10720

  10. Limit distribution theory for KL divergence and applications to auditing differential privacy (S. Sreekumar and Z. Goldfeld), ISIT 2023.

  11. Statistical, robustness, and computational guarantees for sliced Wasserstein distances (with S. Nietert, R. Sadhu, and Z. Goldfeld), NeurIPS 2022. arXiv:2210.09160

  12. High-dimensional data bootstrap (with V. Chernozhukov, D. Chetverikov, and Y. Koike), Annual Review of Statistics and Its Applications, 2023. arXiv:2205.09691

  13. Improved Central Limit Theorem and bootstrap approximations in high dimensions (with V. Chernozhukov, D. Chetverikov, and Y. Koike), Annals of Statistics 50, 2022, 2562–2586. arXiv:1912.10529

  14. Stratified incomplete local simplex tests for curvature of nonparametric multiple regression (with Y. Song and X. Chen), Bernoulli 29, 2023, 323-349. arXiv:2003.09091

  15. Inference for high-dimensional exchangeable arrays (with H.D. Chiang and Y. Sasaki), Journal of the American Statistical Association 118, 2023, 1595-1605. arXiv:2009.05150

  16. Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression (with Q. Han), Annals of Applied Probability 32, 2022, 1459-1498. arXiv:1910.09662

  17. Smooth p-Wasserstein distance: structure, empirical approximation, and statistical applications (with S. Nietert and Z. Goldfeld), ICML 2021. arXiv:2101.04039

  18. Bootstrap inference for quantile-based modal regression (with T. Zhang and D. Ruppert), Journal of the American Statistical Association 118, 2023, 122-134. arXiv:2006.00952

  19. Multiway cluster robust double/debiased machine learning (with H.D. Chiang, Y. Ma, and Y. Sasaki), Journal of Business and Economic Statistics 40, 2022, 1046-1056. arXiv:1909.03489

  20. Analysis of networks via the sparse beta-model (with M. Chen and C. Leng), Journal of the Royal Statistical Society Series B 83, 2021, 887-910. arXiv:1908.03152

  21. Asymptotic guarantees for generative modeling based on the smooth Wasserstein distance (with Z. Goldfeld and K. Greenewald), NeurIPS 2020. arXiv:2002.01012

  22. Robust inference in deconvolution (with Y. Sasaki and T. Ura), Quantitative Economics 12, 2021, 109–142. arXiv:1808.09375 STATA

  23. Limit distributions for smooth total variation and 𝛘²-divergence in high dimensions (with Z. Goldfeld), ISIT 2020. arXiv:2002.01013

  24. Approximating high-dimensional infinite-order U-statistics: statistical and computational guarantees (with Y. Song and X. Chen), Electronic Journal of Statistics 13, 2019, 4794-4848. arXiv:1901.01163

  25. Quantile regression approach to conditional mode estimation (H. Ohta and S. Hara), Electronic Journal of Statistics 13, 2019, 3120-3160. arXiv:1811.05379

  26. Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications (with X. Chen), Probability Theory and Related Fields 176, 2020, 1097–1163. arXiv:1708.02705

  27. On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (with K. Yano), Bernoulli 26, 2020, 616-641. arXiv:1803.03450

  28. Uniform confidence bands for nonparametric errors-in-variables regression (with Y. Sasaki), Journal of Econometrics 213, 2019, 516-555. arXiv:1702:03377 STATA

  29. Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations (with D. Kurisu), Stochastic Processes and Their Applications 130, 2020, 1159-1205. arXiv:1705.00586

  30. Randomized incomplete U-statistics in high dimensions (with X. Chen), Annals of Statistics 47, 2019, 3127-3156. arXiv:1712.00771

  31. Inference on causal and structural parameters using many moment inequalities (with V. Chernozhukov and D. Chetverikov), Review of Economic Studies 86, 2019, 1867-1900. arXiv:1312.7614

  32. Uniform confidence bands in deconvolution with unknown error distribution (with Y. Sasaki), Journal of Econometrics 207, 2018, 129-161. arXiv:1608.02251 STATA

  33. A simple method to construct confidence bands in functional linear regression (with M. Imaizumi), Statistica Sinica 29, 2019, 2055-2081. arXiv:1612.07490

  34. Valid post-selection inference in high-dimensional approximately sparse quantile regression models (with A. Belloni and V. Chernozhukov), Journal of the American Statistical Association 114, 2019, 749-758. arXiv: 1312.7186

  35. Quantile regression for longitudinal data (with A. Galvao). In: Handbook of Quantile Regression, 2017.

  36. High-dimensional quantile regression (with A. Belloni and V. Chernozhukov). In: Handbook of Quantile Regression, 2017.

  37. PCA-based estimation for functional linear regression with functional responses (with M. Imaizumi), Journal of Multivariate Analysis 163, 2018, 15-36. arXiv:1609.00286

  38. Central limit theorems and bootstrap in high dimensions (with V. Chernozhukov and D. Chetverikov), Annals of Probability 45, 2017, 2309-2352. arXiv: 1412.3661

  39. Smoothed quantile regression for panel data (with A. Galvao), Journal of Econometrics 193, 2016, 92-112. SSRN

  40. Empirical and multiplier bootstraps for suprema of empirical processes of increasing 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. arXiv: 1502.00352

  41. Some new asymptotic theory for least squares series: pointwise and uniform results (with A. Belloni, V. Chernozhukov, D. Chetverikov), Journal of Econometrics 187, 2015, 345-366. arXiv: 1212.0442

  42. Uniform post selection inference for LAD regression and other Z-estimation problems (with A. Belloni and V. Chernozhukov), Biometrika 102, 2015, 77-94. arXiv:1304.0282

  43. Anti-concentration and honest, adaptive confidence bands (with V. Chernozhukov and D. Chetverikov), Annals of Statistics 42, 2014, 1787-1818. arXiv:1303.7152

  44. Gaussian approximation of suprema of empirical processes (with V. Chernozhukov and D. Chetverikov), Annals of Statistics 42, 2014, 1564-1597. arXiv:1212.6885 comments: pdf

  45. Comparison and anti-concentration bounds for maxima of Gaussian random vectors (with V. Chernozhukov and D. Chetverikov), Probability Theory and Related Fields. 162, 2015, 47-70. arXiv:1301.4807

  46. Estimation and inference for linear panel data models under misspecification when both n and T are large (with A. Galvao), Journal of Business and Economic Statistics 32, 2014, 285-309. arXiv:1403.2085

  47. Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (with V. Chernozhukov and D. Chetverikov), Annals of Statistics 41, 2013, 2786-2819. arXiv:1212.6906

  48. Quasi-Bayesian analysis of nonparametric instrumental variables models, Annals of Statistics 41, 2013, 2359-2390. arXiv:1204.2108 supplement: pdf

  49. Testing linearity against threshold effects: uniform inference in quantile regression (with A. Galvao, G. Montes-Rojas, J. Olmo), Annals of the Institute of Statistical Mathematics 66, 2014, 413-439.

  50. Estimation in functional linear quantile regression, Annals of Statistics 40, 2012, 3108-3136. arXiv:1202.4850 corrections: pdf supplement: pdf (updated)

  51. Asymptotics for panel quantile regression models with individual effects (with A. Galvao and G. Montes-Rojas), Journal of Econometrics 170, 2012, 76-91.

  52. Weighted Nadaraya-Watson estimation of conditional expected shortfall, Journal of Financial Econometrics 10, 2012, 265-291.

  53. Asymptotic normality of Powell’s kernel estimator, Annals of the Institute of Statistical Mathematics 64, 2012, 255-273.

  54. A note on moment convergence of bootstrap M-estimators, Statistics and Decisions 28, 2011, 51-61. pdf

  55. Solving $\ell_1$ regularization problems with piecewise linear losses, Journal of Computational and Graphical Statistics 19, 2010, 1024-1040.

  56. 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 Japan Statistical Society 38, 2009, 121-149.

  57. Asymptotics for argmin processes: Convexity arguments, Journal of Multivariate Analysis 100, 2009, 1816-1829.

  58. On the degrees of freedom in shrinkage estimation, Journal of Multivariate Analysis 100, 2009, 1338-1352.

  59. Improved prediction for a multivariate normal distribution with unknown mean and variance, Annals of the Institute of Statistical Mathematics 61, 2009, 531-542. pdf

Working Papers

  • Probabilistic representation and convergence of Gromov-Wasserstein gradient flows (V. Karumanchi, Z. Goldfeld, and Z. Zhang), arXiv:2608.19198

  • Sinkhorn algorithms for entropic vector quantile regression (with B. Wang), arXiv:2603.21554

  • Entropic vector quantile regression: Duality and Gaussian case (with B. Wang), arXiv: 2602:11290

  • Deviation inequalities for Rényi divergence estimators via variational expression (with S. Sreekumar), arXiv:2508.09382

  • Convergence of empirical Gromov-Wasserstein distance (with B. Wang), arXiv:2508:03985

  • Limit laws for Gromov-Wasserstein alignment with applications to testing graph isomorphisms (G. Rioux and Z. Goldfeld), arXiv:2410.18006

  • Semi-discrete Gromov-Wasserstein distances: Existence of Gromov-Monge maps and statistical theory (with G. Rioux and Z. Goldfeld).

  • Limit distribution theory for the smooth 1-Wasserstein distance with applications (with R. Sadhu and Z. Goldfeld). arXiv:2107.13494

  • Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs (with H.D. Chiang, Y. Sasaki, and T. Ura). arXiv:2102.06586

  • Distributed estimation and inference for high-dimensional LAD regression via multi-round aggregation (T. Zhang).

  • High dimensional econometrics and regularized GMM (with A. Belloni, V. Chernozhukov, D. Chetverikov, and C. Hansen). arXiv:1806.01888 Contributed chapter for Handbook of Econometrics

  • Detailed proof of Nazarov's inequality (with V. Chernozhukov and D. Chetverikov). arXiv:1711.10696 (this note is designated only for arXiv).

  • Note on measurability problem in Bayesian inference on partially identified models. pdf

  • Two-step estimation of high dimensional additive models. arXiv:1207.5313

  • Group Lasso for high dimensional sparse quantile regression models. arXiv:1103.1458

Lecture Notes

In English

In Japanese