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Research on statistical inference of the graphical model by using graph theoretical and combinatorial commutative algebraic techniques

Research Project

Project/Area Number 19500233
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe University of Tokyo

Principal Investigator

HISAYUKI Hara  The University of Tokyo, 大学院・工学系研究科, 助教 (40312988)

Co-Investigator(Kenkyū-buntansha) 竹村 彰通  東京大学, 大学院・情報理工学系研究科, 教授 (10171670)
土谷 隆  統計数理研究所, 数理推測研究系, 教授 (00188575)
Co-Investigator(Renkei-kenkyūsha) TAKEMURA Akimichi  東京大学, 大学院・情報理工学系研究科, 教授 (10171670)
TAKASHI Tsuchiya  政策研究大学院大学, 政策研究科, 教授 (00188575)
Project Period (FY) 2007 – 2009
Project Status Completed (Fiscal Year 2009)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2009: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2008: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2007: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords多変量解析 / 計算代数統計学 / 分割表 / グラフィカルモデル / 縮小推定 / ベイズ推定 / マルコフ基底 / コーダルグラフ / 部分マルコフ基底 / 比例反復法 / 許容性 / 正確検定 / 局所計算 / 個票秘匿
Research Abstract

This project focuses mainly on the following problems in the inference of the graphical model, (i) conditional exact tests of goodness-of-fit of the model with Markov bases (ii) localization of the algorithms of the inference (iii) Bayes estimation of parameters. We obtained the following results. (i) In many practical toric models we give explicit forms of Markov bases and proposed algorithms of conditional exact tests by using them. (ii) We proposed a localized algorithm of the iterative propotional scaling for computing the maximum likelihood estimator of a covariance matrix in Gauss graphical models. (iii) We proposed some Bayes admissible estimators of cell probabilities for Poisson decomposable graphical models.

Report

(4 results)
  • 2009 Annual Research Report   Final Research Report ( PDF )
  • 2008 Annual Research Report
  • 2007 Annual Research Report
  • Research Products

    (48 results)

All 2010 2009 2008 2007 Other

All Journal Article (23 results) (of which Peer Reviewed: 23 results) Presentation (24 results) Remarks (1 results)

  • [Journal Article] A localization approach to improve iterative proportional scaling in Gaussian graphical models2010

    • Author(s)
      Hisayuki Hara, Akimichi Takemura
    • Journal Title

      Communications in Statistics-Theory and Methods-

      Volume: 39 Pages: 1643-1654

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Minimal and minimal invariant Markov bases of decomposable models for contingency tables2010

    • Author(s)
      Hisayuki Hara, Satoshi Aoki, Akimichi Takemura
    • Journal Title

      Bernoulli

      Volume: 16 Pages: 208-233

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Connecting tables with zero-one entries by a subset of a Mar kov basis2010

    • Author(s)
      Hisayuki Hara, Akimichi Takemura
    • Journal Title

      Algebraic Methods in Statistics and Probability (II-Urbana Volume), AMS Contemporary Mathematics Series

      Volume: 516 Pages: 199-213

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 中国の輸出政策の変更と希土類の価格変化の関係について2010

    • Author(s)
      福田一徳・原尚幸・縄田和満
    • Journal Title

      Journal of MMIJ

      Volume: 126 Pages: 172-183

    • NAID

      10026215784

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Tobit型モデルによる日降水量の統計的予測と降水デリバティブ評価への応用2010

    • Author(s)
      松本章邦・原尚幸・野村和史・縄田和満
    • Journal Title

      応用統計学

      Volume: 39 Pages: 41-58

    • NAID

      10027618090

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 電力会社・ガス会社における気温リスクスワップの評価2010

    • Author(s)
      杉浦大地・松本章邦・原尚幸・縄田和満
    • Journal Title

      ジャリップジャーナル

      Volume: (掲載確定 印刷中)

    • NAID

      40018832893

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Markov bases for two-way subtable sum problems2009

    • Author(s)
      Hisayuki Hara, Akimichi Takemura, Ruriko Yoshida
    • Journal Title

      Journal of Pure and Applied Algebra

      Volume: 213 Pages: 1507-1521

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayes admissible estimation of the means in Poisson decomposable graphical models2009

    • Author(s)
      Hisayuki Hara, Akimichi Takemura
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 139 Pages: 1297-1319

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Markov basis for conditional test of common diagonal effect in quasi-independence model for square contingency tables2009

    • Author(s)
      Hisayuki Hara, Akimichi Takemura, Ruriko Yoshida
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: 53 Pages: 1006-1014

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 統計科学におけるシミュレーション技術の現状と今後の展望2009

    • Author(s)
      原尚幸・松本章邦
    • Journal Title

      信頼性

      Volume: 31 Pages: 244-249

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian estimation of the asymmetric employment adjustment model2009

    • Author(s)
      Akikuni Matsumoto, Hisayuki Hara, Kazumitsu Nawata
    • Journal Title

      Journal of Japan Statistical Society

      Volume: 39 Pages: 29-47

    • NAID

      10025991867

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayes admissible estimation of the means in Poisson decomposable graphical model2009

    • Author(s)
      Hisayuki Hara and Akimichi Takemura
    • Journal Title

      Journal of Statistical Planning and Inference 139

      Pages: 1297-1319

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Markov basis for conditional test of common diagonal effect in quasi-independence model2009

    • Author(s)
      Hisayuki Hara, Akimichi Takemura and Ruriko Yoshita
    • Journal Title

      Computational Statistics and Data Analysis 53

      Pages: 1006-1014

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A localization approach to improve iterative proportional scaling in Gaussian graphical models2009

    • Author(s)
      Hisayuki Hara and Akimichi Takemura
    • Journal Title

      Communications in Statistics - Theory and Methods - 掲載確定(印刷中)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Markov bases for two-way subtable sum problems2009

    • Author(s)
      Hisayuki Hara, Akimichi Takemura and Ruriko Yoshida
    • Journal Title

      Journal of Pure and Applied Algebra 213

      Pages: 1507-1521

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 原子力発電所内請負労働者の安全衛生教育訓練の評価2008

    • Author(s)
      松本章邦,原尚幸,縄田和満
    • Journal Title

      原子力発電所内請負労働者の安全衛生教育訓練の評価 7

      Pages: 428-438

    • NAID

      10024632086

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] シミュレーションが先導する未来社会2008

    • Author(s)
      山田貴博、原尚幸、藤井孝蔵、宮本良之、山本正宣
    • Journal Title

      計算工学 13

      Pages: 40-49

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Markov bases for two-way subtable sum problems2008

    • Author(s)
      Hisayuki Hara, Akimichi Takemura and Ruriko Yoshida
    • Journal Title

      Journal of Pure and Applied Algebra 掲載確定(in prss)(掲載確定)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models.2007

    • Author(s)
      Hisayuki Hara and Akimichi Takemura
    • Journal Title

      Journal of Multivariate Analysis 98

      Pages: 410-434

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Conditions for swappability of records in a microdata set when some marginals are fixed.2007

    • Author(s)
      Akimichi Takemura and Hisayuki Hara
    • Journal Title

      Computational Statistics 22

      Pages: 173-185

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Minimal and minimal invariant Markov bases of decomposable models for contingency tables

    • Author(s)
      Hisayuki Hara, Satoshi Aoki, Akimichi Takemura
    • Journal Title

      Bounoulli Vol.16

      Pages: 208-233

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] On connectivity of fibers with positive marginals in multiple logistic regression

    • Author(s)
      Hisayuki Hara, Akimichi Takemura, Ruriko Yoshida
    • Journal Title

      Journal of Multivariate Analysis Vol.101

      Pages: 909-925

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article]

    • Author(s)
      Hisayuki Hara, Akimichi Takemura
    • Journal Title

      Bayes admissible estimation of the means in Poisson decomposable graphical models Vol.139

      Pages: 1297-1319

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Presentation] マルコフ基底と分割表解析への応用について2010

    • Author(s)
      原尚幸
    • Organizer
      IBIS2010
    • Place of Presentation
      東京大学
    • Year and Date
      2010-11-05
    • Related Report
      2009 Annual Research Report
  • [Presentation] Markov Subbases for Discrete Logistic Regression Models with Positive Margins2010

    • Author(s)
      Hisayuki Hara
    • Organizer
      The 10th China-Japan Symposium on Statistics
    • Place of Presentation
      Southwestern University of Finance and Economics, Chengdu, China
    • Year and Date
      2010-10-17
    • Related Report
      2009 Annual Research Report
  • [Presentation] マルコフ連鎖のhomogeneityの正確検定について2010

    • Author(s)
      原尚幸・竹村彰通
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] 電力会社・ガス会社における気温リスクスワップの評価2010

    • Author(s)
      杉浦大地・松本章邦・原尚幸・縄田和満
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] Hierarchical subspace models for contingency tables2010

    • Author(s)
      Hisayuki Hara, Tomonari Sei, Akimichi Takemura
    • Organizer
      IMS Annual Meeting
    • Place of Presentation
      Chalmer University of Technology, Gothenburg, Sweden
    • Year and Date
      2010-08-11
    • Related Report
      2009 Annual Research Report
  • [Presentation] Hierarchical subspace models for contingency tables2010

    • Author(s)
      Hisayuki Hara, Tomonari Sei, Akimichi Takemura
    • Organizer
      AMS Regional Meeting
    • Place of Presentation
      University of Kentucky, Kentucky, U.S.A.
    • Year and Date
      2010-03-28
    • Related Report
      2009 Annual Research Report
  • [Presentation] Hierarchical Subspace model for contingency tables2010

    • Author(s)
      Hisayuki Hara, Tomonari Sei, Akimichi Takemura
    • Organizer
      2010 IMS Annual Meeting
    • Place of Presentation
      Chalmer University of Technology. Gothenburg, Sweden
    • Related Report
      2009 Final Research Report
  • [Presentation] Hierarchical subspace models for contingency tables2009

    • Author(s)
      原尚幸, 清智也, 竹村彰通
    • Organizer
      日本数学会
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-09-27
    • Related Report
      2009 Annual Research Report
  • [Presentation] ロジスティック回帰モデルの正確検定とマルコフ基底2009

    • Author(s)
      原尚幸・竹村彰通
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] 天候デリバティブのための東京における降水量の統計的分析2009

    • Author(s)
      松本章邦, 原尚幸, 縄田和満
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] On connectivity of fibers with positive marginals in multiple logistic regression2009

    • Author(s)
      Hisayuki Hara
    • Organizer
      IMS Asia Pacific Rim Meeting
    • Place of Presentation
      Seoul National University, Korea
    • Year and Date
      2009-06-29
    • Related Report
      2009 Annual Research Report
  • [Presentation] Some results on connectivity of fibers with a subset of a Markov basis2009

    • Author(s)
      Akimichi Takemura and Hisayuki Hara
    • Organizer
      1047th AMS Meeting, American Mathematical Society
    • Place of Presentation
      University of Illinois at Urbana-Champaign
    • Year and Date
      2009-03-28
    • Related Report
      2008 Annual Research Report
  • [Presentation] A localization of iterative proportional scaling from a view point of decomposition of Gaussian graphical models2008

    • Author(s)
      Pacifico Yokohama
    • Organizer
      CASTA2008
    • Place of Presentation
      京大会館
    • Year and Date
      2008-12-11
    • Related Report
      2008 Annual Research Report
  • [Presentation] An algorithm for enumerating all clique trees and perfect sequences of chordal grap2008

    • Author(s)
      Yasuko Matsui and Hisayuki Hara
    • Organizer
      IASC2008
    • Place of Presentation
      Pacifico Yokohama
    • Year and Date
      2008-12-07
    • Related Report
      2008 Annual Research Report
  • [Presentation] 原子力発電所内請負労働者の安全衛生教育訓練2008

    • Author(s)
      松本章邦・原尚幸・縄田和満
    • Organizer
      日本経済学会2008年度秋季大会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-09-14
    • Related Report
      2008 Annual Research Report
  • [Presentation] A localization approach to improve iterative proportional scaling in Gaussian graphical models2008

    • Author(s)
      原尚幸・竹村彰通
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      慶応義塾大学
    • Year and Date
      2008-09-09
    • Related Report
      2008 Annual Research Report
  • [Presentation] Markov bases for two-way subtable sum problems2008

    • Author(s)
      原尚幸・竹村彰通・Ruriko Yoshida
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      慶応義塾大学
    • Year and Date
      2008-09-08
    • Related Report
      2008 Annual Research Report
  • [Presentation] Markov bases for two-way subtable sum problems2008

    • Author(s)
      Hisayuki Hara and Akimichi Takemura
    • Organizer
      7th World Congress in Probability and Statistics
    • Place of Presentation
      National University of Singapore
    • Year and Date
      2008-07-15
    • Related Report
      2008 Annual Research Report
  • [Presentation] シミュレーションが先導する未来社会2008

    • Author(s)
      山田貴博、原尚幸、藤井孝蔵、宮本良之、山本正宣
    • Organizer
      第13回計算工学講演会
    • Place of Presentation
      仙台市民会館
    • Year and Date
      2008-05-19
    • Related Report
      2008 Annual Research Report
  • [Presentation] Markov bases for two-way subtable sum problem2008

    • Author(s)
      Hisayuki Hara, Akimichi Takemura
    • Organizer
      7^<th> World Congress in Probability and Statistics
    • Place of Presentation
      National University of Singapore, Singapore
    • Related Report
      2009 Final Research Report
  • [Presentation] 標本数2のフナイバーの構造と分解可能モデルのマルコフ基底2007

    • Author(s)
      原 尚幸、青木敏、竹村彰通
    • Organizer
      2007年度統計学関連連合大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Related Report
      2007 Annual Research Report
  • [Presentation] 財務データによる1990年代日本の雇用調整行動の検証2007

    • Author(s)
      松本章邦、原 尚幸、縄田和満
    • Organizer
      2007年度統計学関連連合大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Related Report
      2007 Annual Research Report
  • [Presentation] Estimation of an Asymmetric Employment Adjustment Model with MCMC2007

    • Author(s)
      松本章邦、原 尚幸、縄田和満
    • Organizer
      日本経済学会2007年度春季大会
    • Place of Presentation
      大阪学院大学
    • Year and Date
      2007-06-03
    • Related Report
      2007 Annual Research Report
  • [Presentation] マルコフ基底とデータスワップの関係2007

    • Author(s)
      原 尚幸、竹村彰通
    • Organizer
      応用統計学会2007年度年会
    • Place of Presentation
      東京工業大学
    • Year and Date
      2007-05-24
    • Related Report
      2007 Annual Research Report
  • [Remarks] ホームページ等

    • Related Report
      2009 Final Research Report

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Published: 2007-04-01   Modified: 2016-04-21  

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