• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Sensitivity analysis and variable selection in statistical models

Research Project

Project/Area Number 16500175
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionNanzan University

Principal Investigator

TANAKA Yutaka  Nanzan University, Faculty of Information Systems & Mathematical Sciences, Professor, 数理情報学部, 教授 (20127567)

Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥3,000,000 (Direct Cost: ¥3,000,000)
Fiscal Year 2006: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2005: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2004: ¥1,300,000 (Direct Cost: ¥1,300,000)
KeywordsSensitivity analysis / Influence analysis / Statistical diagnostics / Kernel method / Functional data analysis / Variable selection / Proportional hazards model / diagnostics / spatial prediction / robust influence analysis / influence / sensitivity / kernel principal component / proportional hazards models / functional regression analysis
Research Abstract

1. Sensitivity analysis (SA) in kernel multivariate methods : We proposed a method of SA in kernel PCA. Basic idea is to approximate the transformed Hilbert space defined by the kernel function with finite dimensional Euclidean space and apply our general procedure of SA in ordinary multivariate methods. We applied our method to metabolic gene network data and suggested a possibility of finding genes which played important role in the biological system (see, Yamanishi, Y. & Tanaka, 2006; Tanaka & Yamanishi, 2006). The same idea can be used for developing SA in kernel canonical correlation analysis (CCA).
2. SA in functional data analysis : We proposed methods of sensitivity analysis in functional PCA, regression analysis (RA) and CCA. In SA in PCA we discussed the relation of our method with SA in ordinary PCA of the multivariate data obtained by sampling from the functional data (Yamanishi & Tanaka, 2005). In SA in functional RA we found that Cook's D can be expressed approximately as … More a function of residuals and leverages as in the case of ordinary RA (Harasawa, Fueda & Tanaka, 2006)
3. SA in Cox's proportional hazards model : We derived influence functions related to Cox's proportional hazards models with tied observations and proposed a method of SA including not only single-case but also multiple-case diagnostics (Sung & Tanaka, 2004). We showed usefulness of our method with the analysis of some numerical examples.
4. Robust SA in factor analysis : We performed a simulation study and showed that joint application of our general method of robust SA proposed by Tanaka & Watadani (1994) and Atkinson's forward search method provided precise information of the influence of observations (Yang, Tanaka & Nakaya, 2006).
5. We proposed a method of sensitivity analysis in covariogram model, which is used in spatial prediction, and studied its usefulness in applying it to a numerical example (Choi, Beum & Tanaka, 2006).
6. Variable selection in PCA and other multivariate methods without external variables : We performed comparative studies on the performances of various methods of variable selection in PCA, factor analysis and correspondence analysis. In PCA we found that the procedure based on Tanaka & Mori (1997)'s modified PCA reveals the latent structure better than other methods (Mori et al., 2005, 2007). Less

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (34 results)

All 2007 2006 2005 2004

All Journal Article (34 results)

  • [Journal Article] Variable selection in principal component analysis2007

    • Author(s)
      Mori, Yuichi
    • Journal Title

      Statistical Methods for Biostatistics and Related Fields (Haerdle,W., Mori,Y., Vieu,P. eds.)(Springer)

      Pages: 265-283

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Variable selection in principal component analysis2007

    • Author(s)
      Mori, Y., Iizuka, M., Tarumi, T., Tanaka, Y.
    • Journal Title

      Statistical Methods for Biostatistics and Related Fields (Haerdle, W., Mori, Y. and Vieu, P., eds.)(Springer)

      Pages: 265-283

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Variable selection in principal component analysis2007

    • Author(s)
      Mori, Yuichi
    • Journal Title

      Statistical Methods for Biostatistics and Related Fields (Heardle,W., Mori,Y, Vieu,P.eds.)(Springer)

      Pages: 265-283

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Forward search algorithm for robust influence analysis in maximum likelihood factor analysis2006

    • Author(s)
      Yang, Woosung
    • Journal Title

      International Journal of Computer Science and Network Security 6-7A

      Pages: 43-49

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in fitting auto- and cross-variogram model2006

    • Author(s)
      Choi, Seung Bae
    • Journal Title

      Journal of Korean Data Analysis Society 8-4

      Pages: 1265-1279

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in kernel principal component analysis2006

    • Author(s)
      Yamanishi, Yoshihiro
    • Journal Title

      COMPSTAT2006 (Rizzi,A. & Vichi,M., eds.)(Springer)

      Pages: 787-794

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] On some measures of influence in kernel principal component analysis2006

    • Author(s)
      Tanaka, Yutaka
    • Journal Title

      8^<th> Workshop of ERCIM Working Group on Matrix Computations and Statistics

      Pages: 63-63

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Forward search algorithm for robust influence analysis in maximum likelihood factor analysis2006

    • Author(s)
      Yang, W.S., Tanaka, Y., Nakaya, J.
    • Journal Title

      International Journal of Computer Science and Network Security Vol.6, No.7A

      Pages: 43-49

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in fitting auto-and cross-variogram model2006

    • Author(s)
      Choi, S.B., Beum, S.K., Tanaka, Y.
    • Journal Title

      Journal of Korean Data Analysis Society Vol.8, No.4

      Pages: 1265-1279

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in kernel principal component analysis2006

    • Author(s)
      Yamanishi, Y., Tanaka, Y.
    • Journal Title

      COMPSTAT 2006 Proceedings in Computational Statistics (Physica-Verlag)

      Pages: 787-794

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] On some measures of influence in sensitivity analysis in kernel principal component analysis2006

    • Author(s)
      Tanaka, Y., Yamanishi, Y.
    • Journal Title

      8^<th> Workshop on Matrix Computations and Statistics held at Salerno, Italy

      Pages: 63-63

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Forward search algorithm for robust influence analysis in maximum likelihood factor analysis2006

    • Author(s)
      Yang, Woosung
    • Journal Title

      International Journal of Computer Science and Network Security 6.7A

      Pages: 43-49

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Sensitivity analysis in fitting auto- and cross-variogram model2006

    • Author(s)
      Choi, Seung Bae
    • Journal Title

      Journal of Korean Data Analysis Society 8.4

      Pages: 1265-1279

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Sensitivity analysis in kernel principal component analysis2006

    • Author(s)
      Yamanishi, Yoshihiro
    • Journal Title

      COMPSTAT2006 (Rizzi,A. & Vichi,M., eds) (Springer )

      Pages: 787-794

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Sensitivity analysis in functional regression models with scalar responses2006

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      J.Jpn.Soc.Comp.Statist. 18-1(In press)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Sensitivity analysis in functional principal component analysis2005

    • Author(s)
      Yamanishi, Yoshihiro
    • Journal Title

      Computational Statistics 20-2

      Pages: 311-326

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary 2005 Annual Research Report
  • [Journal Article] Sensitivity analysis in functional canonical correlation analysis2005

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      Japanese-German Symposium on Classification

      Pages: 34-34

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in functional regression models with scalar responses2005

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      J. Jpn. Soc. Comp. Statist. 18

      Pages: 61-73

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence diagnostics in functional canonical correlation analysis2005

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      Proc. The 5^<th> IASC Asian Conference on Statistical Computing

      Pages: 45-48

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Variable selection in multivariate methods without external variables2005

    • Author(s)
      Mori, Yuichi
    • Journal Title

      Proc. The 5^<th> IASC Asian Conference on Statistical Computing

      Pages: 113-118

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in functional principal component analysis2005

    • Author(s)
      Yamanishi, Y., Tanaka, Y.
    • Journal Title

      Computational Statistics Vol.20, No.2

      Pages: 311-326

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in functional canonical correlation analysis2005

    • Author(s)
      Harasawa, N., Fueda, K., Tanaka, Y.
    • Journal Title

      Japanese-German Symposium on Classification held in Tokyo

      Pages: 34-34

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Sensitivity analysis in functional regression models for scalar responses2005

    • Author(s)
      Harasawa, N., Fueda, K., Tanaka, Y.
    • Journal Title

      J.Jpn.Soc.Comp.Statist. Vol.18

      Pages: 61-73

    • NAID

      110004717663

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence diagnostics in functional canonical correlation analysis2005

    • Author(s)
      Harasawa, N., Fueda, K., Tanaka, Y.
    • Journal Title

      Proceedings of the 5^<th> IASC Asian Conference on Statistical Computing, Hong Kong

      Pages: 45-48

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Variable selection in multivariate methods without external variables2005

    • Author(s)
      Mori, Y., IIzuka, M., Fueda, K., Tarumi, T., Tanaka, Y.
    • Journal Title

      Proceedings of the 5^<th> IASC Asian Conference on Statistical Computing, Hong Kong

      Pages: 113-118

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence diagnostics in functional canonical correlation analysis2005

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      Proc.The 5^<th> IASC Asian Conference on Statistical Computing

      Pages: 45-48

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Variable selection in multivariate methods without external variables2005

    • Author(s)
      Mori, Yuichi
    • Journal Title

      Proc.The 5^<th> IASC Asian Conference on Statistical Computing

      Pages: 113-118

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Influence analysis in Cox proportional hazards models with emphasis on multiple-case diagnostics2004

    • Author(s)
      SUNG, Jimin
    • Journal Title

      COMPSTAT 2004 (Antoch, J. ed.)(Springer-Verlag)

      Pages: 1845-1852

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence diagnostics in penalized functional regression analysis2004

    • Author(s)
      Harasawa, Norihiro
    • Journal Title

      Proc. 8^<th> China-Japan Symposium on Statistics

      Pages: 82-85

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence analysis in Cox proportional hazards models with emphasis on multiple-case diagnostics2004

    • Author(s)
      Sung, J.M., Tanaka, Y.
    • Journal Title

      COMPSTAT 2004 Proceedings in Computational Statistics (Physica-Verlag)

      Pages: 1845-1852

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Influence diagnostics in penalized functional regression analysis2004

    • Author(s)
      Harasawa, N., Fueda, K., Tanaka, Y.
    • Journal Title

      Proceedings of the 8^<th> China-Japan Symposium on Statistics

      Pages: 82-85

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 拡張主成分の性能の評価2004

    • Author(s)
      飯塚誠也
    • Journal Title

      計算機統計学 16巻2号

      Pages: 97-108

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Influence analysis in Cox proportional hazards models with emphasis on multiple-case diagnostics2004

    • Author(s)
      SUNG, Jimin
    • Journal Title

      COMPSTAT 2004 (Antoch, J.ed.), (Springer-Verlag)

      Pages: 1845-1852

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Influence diagnostics in penalized functional regression analysis2004

    • Author(s)
      Harasawa, N.
    • Journal Title

      Proc.8^<th> China-Japan Symposium on Statistics

      Pages: 82-84

    • Related Report
      2004 Annual Research Report

URL: 

Published: 2004-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi