Efficient Use of a Weakly Informative Prior: Bayesian Likelihood and the Unification of Multiple Sources of Information
| Project/Area Number |
15K00061
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
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| Research Collaborator |
Ogura Toru
Tahata Kouji
Ohkusa Kosuke
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| Project Period (FY) |
2015-04-01 – 2019-03-31
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| Project Status |
Completed (Fiscal Year 2018)
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| Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2015: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | Bayesian theory / Estimation / e-divergence / Informative prior / ベイス推定 / 自然母数 / 高次元母数 / ベイズモデルの尤度 / e-混合ベイズモデル / e-因子の事後平均 / 推定量の改良 / e-予測子 / 無情報事前分布 / 信用区間 / リスク比較 / DIC / ベイズ因子 / Fisher 厳密検定 |
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| Outline of Final Research Achievements |
The proposed research subject was to obtain properties of the e-mixture Bayesian likelihood and its implications to the unification of multiple sources of information. This task was performed in a satisfactory way. This success is fortunately supported by the fact that Jeffreys' or the reference prior implies favorable estimators. In other words, the maximum likelihood estimator behaves poorly. In the last scheduled yea necessary risk comparison studies were conducted.
In this process we obtain a new idea of our further studies. The Laplace distribution has been attracted reseachers' attentions, because of its favorable relationship between the median and the maximum likelihood estimator. It becomes clear that our approach can be extended to covering this distribution, which allows us the efficient use of this promising distribution.
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| Academic Significance and Societal Importance of the Research Achievements |
本研究は、今日に必要とされる証拠に基づいた医療・行政などを支える基礎技術の発展を支える。別の面から見るとビッグデータの収集方法についての議論についても精密なデータが筆であるとの示唆を与える。但し、現在の成果が直接に役立つレベルに達していない。
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Report
(5 results)
Research Products
(24 results)
