Exploratory structural equation modeling via sparse regularization

• Project/Area Number: 15K15949
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Statistical science
• Research Institution: Kyushu University (2016-2018); Osaka University (2015)
• Principal Investigator: Hirose Kei 九州大学, マス・フォア・インダストリ研究所, 准教授 (40609806)
• Research Collaborator: Yamamoto Michio ; Nagata Haruhisa
• Project Period (FY): 2015-04-01 – 2019-03-31
• Project Status: Completed (Fiscal Year 2018)
• Budget Amount: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000); Fiscal Year 2018: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000); Fiscal Year 2017: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000); Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
• Keywords: スパース正則化 / Prenet正則化 / ロバスト推定 / スパース推定 / 因子分析 / 正則化法 / 因子回転 / 因子回帰 / グラフィカルモデル

Outline of Final Research Achievements

The main contribution based on this research fund is that we have proposed various methodologies via sparse estimation in factor analysis. Specifically, we have introduced a variety of regularization methods, such as Prenet (product elastic net) regularization. These methods are constructed by our theory that the regularization in factor analysis is a generalization of factor rotation.

Academic Significance and Societal Importance of the Research Achievements

因子回転は50年以上前から使われている古い手法であるが，それを一般化した正則化法を使うことにより，高次元データのスパース推定や完全単純構造によるクラスタリングなど，今までできなかったような解析ができるようになった．また，本研究課題でRパッケージを作成して公開したことにより，誰でも容易に正則化因子分析を使えるようになった．

Research Products

• [Journal Article] Robust Relative Error Estimation (2018)
  • Author(s): Hirose Kei、Masuda Hiroki
  • Journal Title: Entropy Volume: 20 Issue: 9 Pages: 632-632
  • DOI: 10.3390/e20090632
  • Peer Reviewed / Open Access
• [Journal Article] Robust sparse Gaussian graphical modeling (2017)
  • Author(s): Hirose Kei、Fujisawa Hironori、Sese Jun
  • Journal Title: Journal of Multivariate Analysis Volume: 161 Pages: 172-190
  • DOI: 10.1016/j.jmva.2017.07.012
  • Peer Reviewed / Open Access
• [Journal Article] An Interpersonal Sentiment Quantification Method Applied to Work Relationship Prediction (2017)
  • Author(s): Imada, M., Hirose, K., Yoshida, M., Sunyong, K., Toyozumi, N., Lopez, G. and Kano, Y.
  • Journal Title: NTT Technical Review Volume: 15 Pages: 1-15
  • Peer Reviewed / Open Access
• [Journal Article] Graphical tool of sparse factor analysis (2017)
  • Author(s): Yamamoto, M., Hirose, K., Nagata, H.
  • Journal Title: Behaviormetrika Volume: 44 Issue: 1 Pages: 229-250
  • DOI: 10.1007/s41237-016-0007-3
  • Peer Reviewed / Acknowledgement Compliant
• [Journal Article] Readouts for echo-state networks built using locally regularized orthogonal forward regression (2016)
  • Author(s): Jan Dolinsky, D., Hirose, K. and Konishi, S.
  • Journal Title: Journal of Applied Statistics (Published online) Volume: 1 Issue: 4 Pages: 1-24
  • DOI: 10.1080/02664763.2017.1305331
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] Sparse factor regression via penalized maximum likelihood estimation (2016)
  • Author(s): Hirose, K. and Imada, M.
  • Journal Title: Statistical Papers Volume: 印刷中 Issue: 2 Pages: 633-662
  • DOI: 10.1007/s00362-016-0781-8
  • Peer Reviewed
• [Journal Article] スパースモデリングとモデル選択 (2016)
  • Author(s): 廣瀬慧
  • Journal Title: 電子情報通信学会誌 Volume: 99
  • Peer Reviewed
• [Journal Article] Estimating Scale-Free Networks via the Exponentiation of Minimax Concave Penalty (2015)
  • Author(s): Kei Hirose, Yukihiro Ogura and Hidetoshi Shimodaira.
  • Journal Title: Journal of the Japanese Society of Computational Statistics Volume: 28
  • NAID: 130005434003
  • Peer Reviewed / Acknowledgement Compliant
• [Presentation] Cluster-based multiclass linear discriminant analysis (2019)
  • Author(s): Kei Hirose, Kanta Miura and Atori Koie
  • Organizer: The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
  • Int'l Joint Research / Invited
• [Presentation] Simple structure estimation via prenet penalization in factor analysis model (2018)
  • Author(s): Kei Hirose and Yoshikazu Terada
  • Organizer: The 2nd International Conference on Econometrics and Statistics (EcoSta 2018)
  • Int'l Joint Research / Invited
• [Presentation] Prenet Penalization in Factor Analysis and its Applications (2018)
  • Author(s): Kei Hirose and Yoshikazu Terada
  • Organizer: International Conference on Advances in Interdisciplinary Statistics and Combina
  • Int'l Joint Research / Invited
• [Presentation] Prenet正則化法による単純構造推定 (2018)
  • Author(s): 廣瀬慧
  • Organizer: 日本地球惑星科学連合2018年大会
  • Invited
• [Presentation] 相対誤差に基づく回帰モデルのロバスト推定 (2018)
  • Author(s): 廣瀬慧，増田弘毅
  • Organizer: 統計関連学会連合大会
• [Presentation] 因子分析における単純構造推定のための正則化法とその応用 (2018)
  • Author(s): 廣瀬慧，寺田吉壱
  • Organizer: 日本行動計量学会 第46回大会
  • Invited
• [Presentation] 因子分析における単純構造推定のための正則化法 (2017)
  • Author(s): 廣瀬慧，寺田吉壱
  • Organizer: 統計関連学会連合大会
• [Presentation] 群の数が多い場合における多群線形判別 (2017)
  • Author(s): 小家亜斗吏，廣瀬慧
  • Organizer: 統計関連学会連合大会
• [Presentation] 電力取引市場における電力調達の最適化 (2017)
  • Author(s): 山口尚哉，廣瀬慧，堀磨伊也，出口喜也
  • Organizer: 統計関連学会連合大会
• [Presentation] Estimation of well-clustered structure via penalized maximum likelihood method in factor analysis model (2017)
  • Author(s): Hirose, K., and Terada, Y.
  • Organizer: 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017)
  • Int'l Joint Research / Invited
• [Presentation] Perfect simple structure estimation via extension of quartimin criterion. (2017)
  • Author(s): Hirose, K.
  • Organizer: Conference of the International Federation of Classification Societies (IFCS 2017)
  • Int'l Joint Research / Invited
• [Presentation] Robust estimation for high-dimensional Gaussian graphical models. (2017)
  • Author(s): Hirose, K., Fujisawa, H.
  • Organizer: The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
  • Int'l Joint Research / Invited
• [Presentation] Rパッケージ fanc --グラフィカルツールを用いた新たな因子分析--． (2016)
  • Author(s): 廣瀬慧
  • Organizer: 数学協働プログラム「確率的グラフィカルモデルの産業界への応用」
  • Place of Presentation: 慶應義塾大学日吉キャンパス
  • Year and Date: 2016-11-10
  • Invited
• [Presentation] Robust estimation for sparse Gaussian graphical model (2016)
  • Author(s): Kei Hirose
  • Organizer: International Conference on Statistical Distributions and Applications ICOSDA 2016
  • Place of Presentation: Crowne Plaza, Niagara Falls, Canada
  • Year and Date: 2016-10-14
  • Int'l Joint Research
• [Presentation] Robust estimation for sparse Gaussian graphical model (2016)
  • Author(s): Kei Hirose and Hironori Fujisawa
  • Organizer: International Conference on Statistical Distributions and Applications (ICOSDA)
  • Place of Presentation: Crowne Plaza, Niagara Falls, Canada
  • Year and Date: 2016-10-14
  • Int'l Joint Research
• [Presentation] ロバストかつスパースなガウシアングラフィカルモデリングと遺伝子データへの応用 (2016)
  • Author(s): 廣瀬慧，藤澤洋徳
  • Organizer: 統計関連学会連合大会
  • Place of Presentation: 金沢大学
  • Year and Date: 2016-09-06
• [Presentation] Robust Estimation for Sparse Gaussian Graphical Modeling (2016)
  • Author(s): Kei Hirose
  • Organizer: The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM)
  • Place of Presentation: The Chinese University of Hong Kong, Hong Kong
  • Year and Date: 2016-06-27
  • Int'l Joint Research
• [Presentation] Sparse factor model via regularization and its extension to regression analysis. (2016)
  • Author(s): Kei Hirose
  • Organizer: 日本計算機統計学会第30回大会
  • Place of Presentation: ハートピア京都
• [Presentation] スパース推定法による高次元データ解析 (2016)
  • Author(s): 廣瀬慧
  • Organizer: 統計科学研究会
  • Place of Presentation: 九州大学伊都キャンパス
  • Invited
• [Presentation] Estimation of Scale-Free Networks with the Exponentiation of Minimax Concave Penalty (2015)
  • Author(s): Kei Hirose
  • Organizer: The 9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015)
  • Place of Presentation: National University of Singapore
  • Year and Date: 2015-12-17
  • Int'l Joint Research
• [Presentation] 正則化法に基づくスパース因子分析 (2015)
  • Author(s): 廣瀬慧
  • Organizer: 日本オペレーションズ・リサーチ学会 2015年秋季研究発表会
  • Place of Presentation: 九州工業大学
  • Year and Date: 2015-09-09
• [Presentation] An extension of factor rotation via the penalized maximum likelihood estimation (2015)
  • Author(s): Kei Hirose and Michio Yamamoto
  • Organizer: 2015年度統計関連学会連合大会
  • Place of Presentation: 岡山大学
  • Year and Date: 2015-09-06
• [Book] スパース推定法による統計モデリング (2018)
  • Author(s): 川野秀一，松井秀俊，廣瀬慧
  • Total Pages: 168
  • Publisher: 共立出版
  • ISBN: 9784320112575