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Development of modeling methods using auxiliary variables and its application

Research Project

Project/Area Number 17K12650
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionHiroshima University

Principal Investigator

Imori Shinpei  広島大学, 先進理工系科学研究科(理), 准教授 (80747345)

Project Period (FY) 2017-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2020)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2019: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2017: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords補助変数 / 変数選択 / 情報量規準 / 不完全データ解析 / 多変量解析 / 数理統計学 / 成長曲線モデル / 統計的モデリング / 統計数学 / 統計科学
Outline of Final Research Achievements

This study attempted to develop methods exploiting auxiliary variables in order to improve modeling accuracy of the primary variables. A selection method of useful auxiliary variables was developed in incomplete data analysis, where latent variables are included. The goodness of a model constructed by auxiliary variables is measured by an information criterion. A relationship between the proposed criterion and previous criteria was shown. This study also proposed a screening method used when the number of auxiliary variables are large, and derived an information criterion to select useful auxiliary variables under covariate shift.

Academic Significance and Societal Importance of the Research Achievements

情報資源の有効利用の観点から,補助情報の活用は重要な問題である.しかしながら,補助変数の活用は常に主要変数のモデリング精度を向上させるとは限らず,悪影響を与える可能性もあることから,補助変数の適切な活用が求められる.したがって,本研究で行った有用な補助変数の選択手法など,補助変数を活用する手法の開発は大きな意義があると考えられる.また,関連分野でも一定の研究成果を得ており,今後の補助変数の活用に関する研究が発展する手助けになると期待できる.

Report

(5 results)
  • 2020 Annual Research Report   Final Research Report ( PDF )
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (22 results)

All 2020 2019 2018 2017 Other

All Int'l Joint Research (6 results) Journal Article (4 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 4 results,  Open Access: 3 results) Presentation (12 results) (of which Int'l Joint Research: 7 results,  Invited: 6 results)

  • [Int'l Joint Research] SLU(スウェーデン)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] National Tsing Hua University(その他の国・地域 台湾)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] SLU(スウェーデン)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] National Tsing Hua University(その他の国・地域 台湾)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] SLU(スウェーデン)

    • Related Report
      2018 Research-status Report
  • [Int'l Joint Research] National Tsing Hua University(台湾)

    • Related Report
      2018 Research-status Report
  • [Journal Article] Growth Curve Model with Bilinear Random Coefficients2020

    • Author(s)
      Shinpei Imori, Dietrich von Rosen, Ryoya Oda
    • Journal Title

      Sankhya A

      Volume: in press Issue: 2 Pages: 1-32

    • DOI

      10.1007/s13171-020-00204-5

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix2020

    • Author(s)
      Imori Shinpei、von Rosen Dietrich
    • Journal Title

      The Electronic Journal of Linear Algebra

      Volume: 36 Issue: 36 Pages: 124-133

    • DOI

      10.13001/ela.2020.5091

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Statistical inference for estimating the incidence of cancer at the prefectural level in Japan2019

    • Author(s)
      Tanabe, R., Kamo, K., Fukui, K., Imori, S.
    • Journal Title

      Japanese Journal of Clinical Oncology

      Volume: 49 Issue: 5 Pages: 481-485

    • DOI

      10.1093/jjco/hyz033

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] An Information Criterion for Auxiliary Variable Selection in Incomplete Data Analysis2019

    • Author(s)
      Imori, S., Shimodaira, H.
    • Journal Title

      Entropy

      Volume: 21 Issue: 3 Pages: 281-281

    • DOI

      10.3390/e21030281

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] Gamma-divergence に基づく変数選択について2020

    • Author(s)
      伊森 晋平,橋本 真太郎
    • Organizer
      科研費シンポジウム (機械学習・統計学・最適化の数理と AI 技術への展開)
    • Related Report
      2020 Annual Research Report
  • [Presentation] Asymptotic efficiency of Cp-type criterion in high-dimensional multivariate linear regression models2019

    • Author(s)
      Shinpei Imori
    • Organizer
      3rd International Conference on Econometrics and Statistics (EcoSta 2019)
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Convergence rate of importance weighted orthogonal greedy algorithm2019

    • Author(s)
      Shinpei Imori
    • Organizer
      The 11th ICSA International Conference
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Growth curve model with bilinear random coefficient2018

    • Author(s)
      Imori, S., von Rosen, D., Oda, R.
    • Organizer
      The 11th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Orthogonal greedy algorithm under covariate shift2018

    • Author(s)
      Imori, S.
    • Organizer
      The International Conference on Trends and Perspectives in Linear Statistical Inference
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Convergence rate of OGA under covariate shift2018

    • Author(s)
      Imori, S.
    • Organizer
      The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 回帰モデルにおける補助変数を活用した推定精度の向上2018

    • Author(s)
      前田 篤刀,伊森 晋平,下平 英寿
    • Organizer
      2018年度 統計関連学会連合大会
    • Related Report
      2018 Research-status Report
  • [Presentation] モデル選択手法とその漸近的性質2018

    • Author(s)
      伊森 晋平
    • Organizer
      RIMS研究集会「高次元量子雑音の統計モデリング」
    • Related Report
      2018 Research-status Report
  • [Presentation] 補助変数のスクリーニング法について2017

    • Author(s)
      伊森 晋平,寺田 吉壱,下平 英寿
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Research-status Report
  • [Presentation] 共変量シフトにおける補助変数を用いた予測と情報量規準2017

    • Author(s)
      井戸 貴大,伊森 晋平,下平 英寿
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Research-status Report
  • [Presentation] Screening procedure for auxiliary variables in the Gaussian mixture model2017

    • Author(s)
      Imori, S.
    • Organizer
      Conference of the International Federation of Classification Societies
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] An information criterion for prediction with auxiliary variables under covariate shift2017

    • Author(s)
      Ido, T., Imori, S., Shimodaira, H.
    • Organizer
      The 10th Conference of the IASC-ARS
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research

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Published: 2017-04-28   Modified: 2022-08-19  

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