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Development of discovering statistical methods via sparse modeling

Research Project

Project/Area Number 18K18009
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 60030:Statistical science-related
Research InstitutionKeio University (2019-2023)
Tokyo Institute of Technology (2018)

Principal Investigator

Katayama Shota  慶應義塾大学, 経済学部(三田), 准教授 (50742459)

Project Period (FY) 2018-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2021: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2020: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords高次元データ / スパースモデリング / 因果推論 / 多重検定 / 高次元統計的推測 / 交絡調整 / 多重比較 / 遺伝子データ解析 / 高次元線形回帰 / スパース推定 / 高次元検定 / 個別処置効果 / グラフィカルモデル / カウントデータ / ロバスト推測 / グラフィカルモデリング / 関数推定
Outline of Final Research Achievements

Aiming at the development of discovering statistical methods via sparse modeling, particularly (1) difference detection in high dimensional linear regression models and (2) two sample problems with ultra high dimensional parameters are studied. In the theme (1), a method for directly and sparsely estimating difference in regression coefficient vectors is developed, and gave its prediction error, variable selection consistency and derivation of the asymptotic distribution based on de-biasing. In the theme (2), a statistical inference for the ultra high dimensional parameters that characterize the differences between two groups is provided for application to the analysis of gene data. Furthermore, the proposed procedure compared the RNA-seq data of high and low risk Covid-19 patients.

Academic Significance and Societal Importance of the Research Achievements

本研究課題で実施した研究(1)(2)はどちらも基礎的なものであり,それゆえに社会的意義も大きい.(1)については医療・経済・マーケティングなどへの応用が考えられ,提案手法の解釈可能性から,個体に依存した処置や介入へと繋がる.(2)については,遺伝子データからのさらなる有益な情報抽出が可能となる.また,どちらの研究も新規の方法論を開発しており,さらにはその理論保証も与えている.

Report

(7 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (23 results)

All 2024 2023 2022 2021 2019 2018 Other

All Int'l Joint Research (4 results) Journal Article (3 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 3 results) Presentation (12 results) (of which Int'l Joint Research: 4 results,  Invited: 7 results) Remarks (4 results)

  • [Int'l Joint Research] ソウル大学(韓国)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] Seoul National University/Sookmyung Women’s University(韓国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] Seoul National University(韓国)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] コペンハーゲン大学(デンマーク)

    • Related Report
      2018 Research-status Report
  • [Journal Article] Positive-definite modification of a covariance matrix by minimizing the matrix $\ell_{\infty}$ norm with applications to portfolio optimization2021

    • Author(s)
      Cho Seonghun, Katayama Shota, Lim Johan, Choi Young-Geun
    • Journal Title

      AStA Advances in Statistical Analysis

      Volume: - Issue: 4 Pages: 601-627

    • DOI

      10.1007/s10182-021-00396-7

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Computational and statistical analyses for robust non-convex sparse regularized regression problem2019

    • Author(s)
      Katayama Shota
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 201 Pages: 20-31

    • DOI

      10.1016/j.jspi.2018.11.001

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Robust and sparse Gaussian graphical modeling under cell-wise contamination2018

    • Author(s)
      Shota Katayama, Hironori Fujisawa, Mathias Drton
    • Journal Title

      Stat

      Volume: 7 Issue: 1

    • DOI

      10.1002/sta4.181

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Presentation] High-dimensional multiple testing under confounding2024

    • Author(s)
      Shota Katayama
    • Organizer
      Development and Integration of High-Dimensional Data Analysis, Sparse Estimation, and Model Selection Methods
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] High dimensional tests on multivariate regressions under confounding2023

    • Author(s)
      Shota Katayama
    • Organizer
      EcoSta 2023
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 高次元データにおける交絡調整を伴う最大値型検定2022

    • Author(s)
      片山翔太
    • Organizer
      統計関連学会連合大会
    • Related Report
      2022 Research-status Report
  • [Presentation] 未測定交絡因子が存在する場合における制御された直接効果の推定法とその性質について2022

    • Author(s)
      岡本憲曉,片山翔太,星野崇宏
    • Organizer
      日本計算機統計学会第36回シンポジウム
    • Related Report
      2022 Research-status Report
  • [Presentation] 未測定交絡因子が存在する場合における制御された直接効果の識別2022

    • Author(s)
      岡本憲曉,片山翔太,星野崇宏
    • Organizer
      日本分類学会シンポジウム
    • Related Report
      2022 Research-status Report
  • [Presentation] Direct sparse estimation of conditional average treatment effects via covariance matrix balancing2021

    • Author(s)
      片山翔太
    • Organizer
      統計関連学会連合大会
    • Related Report
      2021 Research-status Report
  • [Presentation] Hypothesis testing on high dimensional parameter under confounding2021

    • Author(s)
      片山翔太
    • Organizer
      International Symposium on New Developments of Theories and Methodologies for Large Complex Data
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Direct estimation of individualized treatment effects via approximate balancing2019

    • Author(s)
      片山翔太
    • Organizer
      Doshisha statistical meeting
    • Related Report
      2019 Research-status Report
  • [Presentation] Direct estimation of conditional average treatment effect in high dimensions2019

    • Author(s)
      Shota Katayama
    • Organizer
      International symposium on theories and methodologies for large complex data
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] セルワイズ外れ値に頑健なスパースグラフィカルモデリング2018

    • Author(s)
      片山翔太
    • Organizer
      日本行動計量学会
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Robust and sparse Gaussian graphical modelling under cell-wise contamination2018

    • Author(s)
      Katayama Shota
    • Organizer
      Japanese Joint Statistical Meeting CSA-KSS-JSS Joint International Sessions
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Robust and sparse Gaussian graphical modelling under cell-wise contamination2018

    • Author(s)
      Katayama Shota
    • Organizer
      International Symposium on Statistical Theory and Methodology for Large Complex Data
    • Related Report
      2018 Research-status Report
    • Invited
  • [Remarks]

    • URL

      https://sites.google.com/view/skatayama/home

    • Related Report
      2023 Annual Research Report
  • [Remarks]

    • URL

      https://sites.google.com/view/skatayama/home

    • Related Report
      2022 Research-status Report
  • [Remarks]

    • URL

      https://sites.google.com/view/skatayama/home

    • Related Report
      2021 Research-status Report
  • [Remarks]

    • URL

      https://sites.google.com/view/skatayama/home

    • Related Report
      2020 Research-status Report

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Published: 2018-04-23   Modified: 2025-01-30  

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