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Construction methods for predictive distributions under multiplicity

Research Project

Project/Area Number 20300097
Research Category

Grant-in-Aid for Scientific Research (B)

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

Principal Investigator

KOMAKI Fumiyasu  The University of Tokyo, 大学院・情報理工学系研究科, 教授 (70242039)

Co-Investigator(Renkei-kenkyūsha) OOHAMA Yasutada  徳島大学, 大学院・ソシオテクノサイエンス研究部, 教授 (20243892)
MOROHOSI Hozumi  政策研究大学院大学, 大学院・政策研究科, 教授 (10272387)
Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥8,710,000 (Direct Cost: ¥6,700,000、Indirect Cost: ¥2,010,000)
Fiscal Year 2010: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2009: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2008: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Keywordsベイズ統計 / 情報量 / 予測 / 多重性
Research Abstract

It has been proved that priors maximizing the mutual information between the parameter and the quantity to be predicted given the observation play an essential role. By using this fact, prediction problems with multiplicity have been studied. It has been shown that predictive distributions resolving the multiplicity can be constructed as Bayesian predicitive distributions. The best prior distributions become complex and diffcult to obtain. Numerical approximation methods have been developed. In addition to binomial and multinomial models, prediction problems concerning linear regression models, time series models, and Wishart models have been investigated. Information geometrical properties of these models have been studied and applied to construct superior prediction.

Report

(4 results)
  • 2010 Annual Research Report   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (26 results)

All 2010 2009 2008 Other

All Journal Article (13 results) (of which Peer Reviewed: 6 results) Presentation (13 results)

  • [Journal Article] An extension of least angle regression based on the information geometry of dually flat spaces.2010

    • Author(s)
      Hirose, Y., Komaki, F.
    • Journal Title

      Journal of Computational and Graphical Statistics vol.19

      Pages: 1007-1023

    • Related Report
      2010 Final Research Report
  • [Journal Article] On prior selection and covariate shift of β-Bayesian prediction under α-divergence risk2010

    • Author(s)
      Suzuki, T., Komaki, F.
    • Journal Title

      Communications in Statistics-Theory and Methods vol.39

      Pages: 1655-1673

    • Related Report
      2010 Final Research Report
  • [Journal Article] A modification of profile empirical likelihood for the exponential-tilt model.2010

    • Author(s)
      Inagaki, K., Komaki, F.
    • Journal Title

      Statistics & Probability Letters vol.80

      Pages: 997-1004

    • Related Report
      2010 Final Research Report
  • [Journal Article] On prior selection and covariate shift ofo-Bayesian prediction under α-divergence risk2010

    • Author(s)
      Suzuki, T., Komaki, F.
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 39 Pages: 1655-1673

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An extension of least angle regression based on the information geomet ry of dually flat spaces2010

    • Author(s)
      Hirose, Y., Komaki, F.
    • Journal Title

      Journal of Computational and Graphical Statistics

      Volume: 19 Pages: 1007-1023

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A modification of profile empirical likelihood for the exponential-tilt model2010

    • Author(s)
      Inagaki, K., Komaki, F.
    • Journal Title

      Statistics & Probability Letters 80

      Pages: 997-1004

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model2009

    • Author(s)
      Komaki, F.
    • Journal Title

      Journal of Multivariate Analysis vol.100

      Pages: 2137-2154

    • Related Report
      2010 Final Research Report
  • [Journal Article] Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model2009

    • Author(s)
      Komaki, F.
    • Journal Title

      Journal of Multivariate Analysis 100

      Pages: 2137-2154

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian shrinkage prediction for the regression problem2008

    • Author(s)
      Kobayashi, K., Komaki, F.
    • Journal Title

      Journal of Multivariate Analysis vol.99

      Pages: 1888-1905

    • Related Report
      2010 Final Research Report
  • [Journal Article] A superharmonic prior for the autoregre ssive process of the second order2008

    • Author(s)
      Tanaka, F., Komaki, F.
    • Journal Title

      Journal of Time Series Analysis vol.29

      Pages: 444-452

    • Related Report
      2010 Final Research Report
  • [Journal Article] A superharmonic prior for the autoregressive process of the second order2008

    • Author(s)
      Tanaka, F., Komaki, F.
    • Journal Title

      Journal of Time Series Analysis 29

      Pages: 444-452

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian shrinkage prediction for the regression problem2008

    • Author(s)
      Kobayashi, K., Komaki, F.
    • Journal Title

      Journal of Multivariate Analysis 99

      Pages: 1888-1905

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average mode

    • Author(s)
      Tanaka, F., Komaki, F.
    • Journal Title

      Sankhya Series A (掲載決定)

    • Related Report
      2010 Final Research Report
  • [Presentation] Least Angle Regressionの情報幾何学的拡張による高次元データ解析2010

    • Author(s)
      廣瀬善大・駒木文保
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-07
    • Related Report
      2010 Final Research Report
  • [Presentation] ベイズ経験尤度法における優調和事前分布の利用とその有限標本理論2010

    • Author(s)
      近藤健司・駒木文保
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-07
    • Related Report
      2010 Final Research Report
  • [Presentation] ベイズ理論の現在2010

    • Author(s)
      駒木文保
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-05
    • Related Report
      2010 Final Research Report
  • [Presentation] ペイズ統計の現在2010

    • Author(s)
      駒木文保
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-05
    • Related Report
      2010 Annual Research Report
  • [Presentation] An extended least angle regression for contingency tables2010

    • Author(s)
      廣瀬善大, 駒木文保
    • Organizer
      International Conference on Trends and Perspectives in Linear Statistical Inference
    • Place of Presentation
      Tomar, Portugal.
    • Year and Date
      2010-07-27
    • Related Report
      2010 Final Research Report
  • [Presentation] 双対平坦空間におけるLeast Angle Regressionと情報量規準2009

    • Author(s)
      廣瀬善大・駒木文保
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学京田辺・今出川キャンパス
    • Year and Date
      2009-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] ノンパラメトリック回帰モデルにおけるベイズ推定2009

    • Author(s)
      駒木文保
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学京田辺・今出川キャンパス
    • Year and Date
      2009-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] A predictive approach to prior construction in Bayesian inference2009

    • Author(s)
      駒木文保
    • Organizer
      The 1st Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      Seoul National University, Korea.
    • Year and Date
      2009-06-29
    • Related Report
      2010 Final Research Report
  • [Presentation] A predictive approach to prior construction in Bayesian inference2009

    • Author(s)
      Komaki, F.
    • Organizer
      The ist Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      Seoul National University, Korea
    • Year and Date
      2009-06-29
    • Related Report
      2009 Annual Research Report
  • [Presentation] Arimoto-Blahutアルゴリズムの拡張とBayes統計への応用2008

    • Author(s)
      駒木文保
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶應義塾大学・理工学部矢上キャンパス
    • Year and Date
      2008-09-10
    • Related Report
      2010 Final Research Report
  • [Presentation] Arimoto-Blahut アルゴリズムの拡張と Bayes 統計への応用2008

    • Author(s)
      駒木文保
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶應大学・矢上キャンパス
    • Year and Date
      2008-09-10
    • Related Report
      2008 Annual Research Report
  • [Presentation] compressive sampling問題における最適化問題とアルゴリズムに関する研究2008

    • Author(s)
      廣瀬善大・駒木文保
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶應義塾大学・理工学部矢上キャンパス
    • Year and Date
      2008-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] 経験尤度法における修正プロファイル尤度2008

    • Author(s)
      稲垣和久・駒木文保
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      慶應義塾大学・理工学部矢上キャンパス
    • Year and Date
      2008-09-08
    • Related Report
      2010 Final Research Report

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Published: 2008-04-01   Modified: 2016-04-21  

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