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Asymptotic properties of information criteria for selecting hyper parameter

Research Project

Project/Area Number 19700265
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Statistical science
Research InstitutionHiroshima University

Principal Investigator

YANAGIHARA Hirokazu  Hiroshima University, 大学院・理学研究科, 准教授 (70342615)

Project Period (FY) 2007 – 2009
Project Status Completed (Fiscal Year 2009)
Budget Amount *help
¥3,830,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥630,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2007: ¥1,100,000 (Direct Cost: ¥1,100,000)
Keywordsモデル選択 / 情報量規準 / 罰則付き尤度 / バイアス補正
Research Abstract

We proposed two bias-corrected CV criteria, one is reducing the bias of CV to O(n^<-2k>) by the weighed sum of leave-k-out CV criteria, and the other is reducing the bias of CV to O(n^<-3>) by applying the jackknife method to an evaluation of the bias. Moreover, we proposed an unbiased C_p criterion for multivariate ridge regression under the normal assumption.

Report

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

    (16 results)

All 2010 2009 2008 2007 Other

All Journal Article (8 results) (of which Peer Reviewed: 8 results) Presentation (7 results) Remarks (1 results)

  • [Journal Article] An unbiased Cp criterion for multivariate ridge regression2010

    • Author(s)
      Yanagihara, H., Satoh, K
    • Journal Title

      Journal of Multivariate Analysis Vol.101

      Pages: 1226-1238

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] An unbiased Cp criterion for multivariate ridge regression2010

    • Author(s)
      Yanagihara, H., Satoh, K.
    • Journal Title

      Journal of Multivariate Analysis 101

      Pages: 1226-1238

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 多変量一般化リッジ回帰におけるリッジパラメータ最適化のためのバイアス補正Cp規準2009

    • Author(s)
      柳原宏和・永井勇・佐藤健一
    • Journal Title

      応用統計学 38巻

      Pages: 151-172

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] 離散分布の経時測定データにおける線形な変化係数の推測について2009

    • Author(s)
      佐藤健一, 柳原宏和, 加茂憲一
    • Journal Title

      応用統計学 38

      Pages: 19-28

    • NAID

      10024749032

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 多変量一般化リッジ回帰におけるリッジパラメータ最適化のためのバイアス補正Cp規準2009

    • Author(s)
      柳原宏和, 永井勇, 佐藤健一
    • Journal Title

      応用統計学 38

      Pages: 151-172

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 離散分布の経時測定データにおける線形な変化係数の推測について2009

    • Author(s)
      佐藤健一・柳原宏和・加茂憲一
    • Journal Title

      応用統計学 38(印刷中)

    • NAID

      10024749032

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Conditions for robustness to nonnoimality onヽtest statistics in a GMANOVA model.2007

    • Author(s)
      Hirokazu Yanagihara
    • Journal Title

      Journal of the Japan statistical Society 37-1

      Pages: 135-155

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A class of population CO variance matrices in the bootstrap approach to covariancestructure analysis.2007

    • Author(s)
      Ke-Hai Yuan
    • Journal Title

      Multivariate Behavioral Research 42-2

      Pages: 261-281

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Presentation] 多変量一般化リッジ回帰モデルにおけるリッジパラメータ最適化法の比較2009

    • Author(s)
      永井勇・柳原宏和・佐藤健一
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-09
    • Related Report
      2009 Final Research Report
  • [Presentation] Bias corrections of cross-validation criterion2009

    • Author(s)
      Yanagihara, H
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-07
    • Related Report
      2009 Annual Research Report 2009 Final Research Report
  • [Presentation] Simple bias-corrected cross-validation criterion2009

    • Author(s)
      Yanagihara, H
    • Organizer
      The 2009 Joint Statistical Meetings
    • Place of Presentation
      Walter E. Washington Convention Center USA (Poster Session)
    • Year and Date
      2009-08-03
    • Related Report
      2009 Final Research Report
  • [Presentation] 多変量一般化リッジ回帰モデルにおけるリッジパラメータの選択法2008

    • Author(s)
      永井勇・柳原宏和・佐藤健一
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶応大学
    • Year and Date
      2008-09-08
    • Related Report
      2009 Final Research Report
  • [Presentation] 繰り返し計算を必要としないスプライン平滑化パラメータの最適化法2008

    • Author(s)
      柳原宏和
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶応大学
    • Year and Date
      2008-09-08
    • Related Report
      2008 Annual Research Report
  • [Presentation] Modified Cp in multivariate ridge regression2007

    • Author(s)
      Satoh, K., Yanagihara, H
    • Organizer
      East Asia Regional Biometric Conference 2007
    • Place of Presentation
      University of Tokyo (Poster Session)
    • Year and Date
      2007-12-10
    • Related Report
      2009 Final Research Report
  • [Presentation] クロスバリデーション規準の簡単なバイアス補正法2007

    • Author(s)
      柳原宏和
    • Organizer
      2007年度統計関係学会連合大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Related Report
      2009 Final Research Report 2007 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~yanagi/

    • Related Report
      2009 Final Research Report

URL: 

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

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