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Proposal of hypothesis test for high-dimensional data and Its application to life science

Research Project

Project/Area Number 17K14238
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Foundations of mathematics/Applied mathematics
Research InstitutionOsaka Prefecture University

Principal Investigator

Hyodo Masashi  大阪府立大学, 理学系研究科, 准教授 (00711764)

Project Period (FY) 2017-04-01 – 2020-03-31
Project Status Completed (Fiscal Year 2019)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2019: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2018: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2017: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Keywords高次元データ解析 / 検定論 / 多変量解析 / 非正規母集団 / 生物学的同等性 / マルチンゲール中心極限定理 / 仮説検定 / 高次元データ
Outline of Final Research Achievements

We engaged in the following research tasks:(1)Proposal of multi-group profile analysis for high-dimensional data, (2)Proposal of simultaneous test of the mean vector and covariance matrix among k populations for high-dimensional data, (3)Proposal of test of block-diagonal covariance structure for high-dimensional data, (4)Derivation of high-dimensional asymptotic distribution of L2-type test statistic for equality of means, (5)Proposal of two way MANOVA for high-dimensional data, (6)Derivation of new approximate multivariate test for population bioequivalence.

Academic Significance and Societal Importance of the Research Achievements

様々な媒体、経路を通じて大規模データが、驚くほど低コストで入手できるようになった現在、多変量解析手法に対する学術界やビジネス界からのニーズは非常に高まっている。しかしながら、伝統的な多変量解析手法の多くは、直接には、大規模データへは応用できない困難な点が横たわっている。その典型的な問題点は、「高次元データ小標本問題」である。このような問題に対して、確固たる理論基盤の上で構成された実用的な方法論を与える本研究は、学術的十分な意義がある研究と考えられる。

Report

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

    (34 results)

All 2020 2019 2018 2017 Other

All Int'l Joint Research (3 results) Journal Article (12 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 9 results,  Open Access: 1 results) Presentation (15 results) (of which Int'l Joint Research: 7 results) Book (2 results) Remarks (2 results)

  • [Int'l Joint Research] Royal Institute of Technology (KTH)(スウェーデン)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] Mathematical Statistics/Royal Institute of Technology (KTH)(スウェーデン)

    • Related Report
      2018 Research-status Report
  • [Int'l Joint Research] Sweden/Royal Institute of Technology (KTH)(Tatjana Pavlenko)

    • Related Report
      2017 Research-status Report
  • [Journal Article] On error bounds for high-dimensional asymptotic distribution of L2-type test statistic for equality of means2020

    • Author(s)
      Hyodo Masashi、Nishiyama Takahiro、Pavlenko Tatjana
    • Journal Title

      Statistics & Probability Letters

      Volume: 157 Pages: 108637-108637

    • DOI

      10.1016/j.spl.2019.108637

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Test for equality of generalized variance in high-dimensional and large sample settings2019

    • Author(s)
      Takatoshi Sugiyama, Masashi Hyodo, Hiroki Watanabe, Shin-ichi Tsukada, Takashi Seo
    • Journal Title

      SUT Journal of Mathematics

      Volume: 55 Pages: 133-148

    • NAID

      40022137458

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic power comparison of T2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data2019

    • Author(s)
      Hyodo Masashi、Shutoh Nobumichi
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: - Issue: 17 Pages: 1-18

    • DOI

      10.1080/03610926.2019.1597122

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data2019

    • Author(s)
      Hyodo Masashi、Nishiyama Takahiro
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: - Issue: 3 Pages: 1-22

    • DOI

      10.1080/03610926.2019.1639751

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of misclassification probability for a distance-based classifier in high-dimensional data2019

    • Author(s)
      Hiroki Watanabe, Masashi Hyodo, Yuki Yamada, Takashi Seo
    • Journal Title

      Hiroshima Mathematical Journal

      Volume: 49 Issue: 2 Pages: 175-193

    • DOI

      10.32917/hmj/1564106544

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] An approximate multivariate asymptotic expansion-based test for population bioequivalence2019

    • Author(s)
      Hyodo Masashi、Onobuchi Akihiro、Kurakami Hiroyuki
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 200 Pages: 74-86

    • DOI

      10.1016/j.jspi.2018.09.006

    • Related Report
      2019 Annual Research Report 2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Estimation of misclassification probability for a distance-based classifier in high-dimensional data2019

    • Author(s)
      Hiroki Watanabe, Masashi Hyodo, Yuki Yamada and Takashi Seo
    • Journal Title

      Hiroshima Mathematical Journal

      Volume: 印刷中

    • Related Report
      2018 Research-status Report
  • [Journal Article] Asymptotic power comparison of T^2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data2019

    • Author(s)
      Masashi Hyodo, Nobumichi Shutoh
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: 印刷中

    • Related Report
      2018 Research-status Report
  • [Journal Article] An estimator of misclassification probability for multi-class Euclidean distance classifier in high-dimensional data2019

    • Author(s)
      Hiroki Watanabe, Takashi Seo, Masashi Hyodo
    • Journal Title

      SUT Journal of Mathematics

      Volume: 印刷中

    • NAID

      40022055662

    • Related Report
      2018 Research-status Report
  • [Journal Article] On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings2018

    • Author(s)
      Masashi Hyodo, Hiroki Watanabe, Takashi Seo
    • Journal Title

      JOURNAL OF MULTIVARIATE ANALYSIS

      Volume: 168 Pages: 160-173

    • DOI

      10.1016/j.jmva.2018.07.008

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data2018

    • Author(s)
      Masashi Hyodo, Takahiro Nishiyama
    • Journal Title

      TEST

      Volume: 印刷中 Issue: 3 Pages: 680-699

    • DOI

      10.1007/s11749-017-0567-x

    • Related Report
      2018 Research-status Report 2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations2017

    • Author(s)
      Masashi Hyodo
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 162 Pages: 82-92

    • NAID

      120006392574

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Presentation] 不均一分散をもつ場合における高次元多重比較法2019

    • Author(s)
      林大将, 兵頭 昌
    • Organizer
      日本計算機統計学会第33回シンポジウム
    • Related Report
      2019 Annual Research Report
  • [Presentation] 高次元における共分散行列のトレースの同等性検定2019

    • Author(s)
      古賀直大, 兵頭昌, 渡邉弘己, 杉山高聖
    • Organizer
      日本計算機統計学会第33回シンポジウム
    • Related Report
      2019 Annual Research Report
  • [Presentation] 高次元大標本枠組みにおける一般化分散の同等性検定2019

    • Author(s)
      杉山 高聖, 兵頭 昌, 渡邉 弘己, 塚田 真一, 瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Inference on High-dimensional Mean Vectors Under Alternative Hypothesis2019

    • Author(s)
      Hiroki Watanabe, Masashi Hyodo, Takashi Seo
    • Organizer
      DSSV (Data Science, Statistics & Visualization)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On error bounds for high-dimensional asymptotic distribution of L2-type test statistic2019

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo and Tatjana Pavlenko
    • Organizer
      International Symposium on Theories and Methodologies for Large Complex Data
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Asymptotic distribution of test statistic for two sample test under high-dimensional setting2019

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo and Tatjana Pavlenko
    • Organizer
      10th International Workshop on Simulation and Statistics
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 複数の高次元確率ベクトル間の無相関性の検定2018

    • Author(s)
      小川楓, 兵頭 昌, 西山 貴弘
    • Organizer
      2018年度統計関連学会連合大会
    • Related Report
      2018 Research-status Report
  • [Presentation] 高次元データのための平均ベクトルの差の信頼区間について2018

    • Author(s)
      林大将, 兵頭昌, 瀬尾隆
    • Organizer
      日本計算機統計学会大会
    • Related Report
      2018 Research-status Report
  • [Presentation] 高次元データに対するRV係数に基づく独立性検定2018

    • Author(s)
      西山貴弘, 兵頭昌, PAVLENKO Tatjana
    • Organizer
      日本計算機統計学会大会
    • Related Report
      2018 Research-status Report
  • [Presentation] On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings2018

    • Author(s)
      M. Hyodo, H. Watanabe
    • Organizer
      CFE-CMStatistics 2018
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Testing independence in high-dimensional data: $\rho$V-coefficient based approach2018

    • Author(s)
      T. Nishiyama, M. Hyodo, T. Pavlenko
    • Organizer
      CFE-CMStatistics 2018
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Simultaneous test for mean vectors and covariance matrices among k populations for high-dimensional data2018

    • Author(s)
      T. Nishiyama, M. Hyodo
    • Organizer
      International Conference on Computational Statistics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] 多次元データのための生物学的同等性試験2017

    • Author(s)
      斧渕晃宏, 兵頭昌, 倉上弘幸
    • Organizer
      日本計算機統計学会第31回シンポジウム
    • Related Report
      2017 Research-status Report
  • [Presentation] Simultaneous test for mean vectors and covariance matrices in high-dimensional settings2017

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo
    • Organizer
      New Zealand Statistical Association and the International Association of Statistical Computing (Asian Regional Section) Joint Conference(University of Auckland, Auckland, New Zealand)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 多標本問題に対するユークリッド距離を利用した平均ベクトルと分散共分散行列の同時検定2017

    • Author(s)
      兵頭昌、西山貴弘
    • Organizer
      日本数学会秋季総合分科会(山形大学)
    • Related Report
      2017 Research-status Report
  • [Book] R・Pythonによる 統計データ科学2020

    • Author(s)
      杉山 高一, 藤越 康祝, 塚田 真一, 西山 貴弘, 首藤 信通, 村上 秀俊, 小椋 透, 竹田 裕一, 榎本 理恵, 櫻井 哲朗, 土屋 高宏, 兵頭 昌, 中村 好宏, 川崎 玉恵, 伊谷 陽祐, 杉山 高聖
    • Total Pages
      272
    • Publisher
      勉誠出版
    • ISBN
      9784585240112
    • Related Report
      2019 Annual Research Report
  • [Book] 機械学習 ─データを読み解くアルゴリズムの技法─2017

    • Author(s)
      ピーター フラッハ (著), Peter Flach (著), 竹村 彰通 (監修, 翻訳), 田中 研太郎 (翻訳), 小林 景 (翻訳), 兵頭 昌 (翻訳), 片山 翔太 (翻訳), 山本 倫生 (翻訳), 吉田 拓真 (翻訳), 林 賢一 (翻訳), 松井 秀俊 (翻訳), 小泉 和之 (翻訳), 永井 勇 (翻訳)
    • Total Pages
      392
    • Publisher
      朝倉書店
    • ISBN
      4254122187
    • Related Report
      2017 Research-status Report
  • [Remarks] https://www.researchgate.net/profile/Masashi_Hyodo

    • Related Report
      2019 Annual Research Report
  • [Remarks] Testing independence in high-dimensional data

    • URL

      https://people.kth.se/~pavlenko/publ.html

    • Related Report
      2018 Research-status Report

URL: 

Published: 2017-04-28   Modified: 2022-02-28  

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