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Expanding the regression analysis through the innovative applications of Bayesian methods

Research Project

Project/Area Number 20500259
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionChuo University

Principal Investigator

YANAGIMOTO Takemi  Chuo University, 理工学部, 客員教授 (40000195)

Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2010: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords交叉検証法 / 平滑化 / 不適切事前分布 / Bayes法 / DIC / GCV / 頻度法的接近 / hybrid接近 / e-混合
Research Abstract

The assumption of a prior information for a parameter contained in the sampling density is essential, and the use of a proper prior density is obviously desired. This view allows us to pursue fundamental subjects such as the smoothing method. I began with exploring the deviance information criterion (DIC). Our tools for this challenging problem are the use of the e-mixture predictor and the two notions of the unbiasedness of a potential function. Then I attempted to explore a cross-validation criterion (CVC). The induced CVC fortunately shows good performance, and the reasons of performance becomes clear. The results are expected to stimulate our future studies of this subject.

Report

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

    (35 results)

All 2011 2010 2009 2008

All Journal Article (15 results) (of which Peer Reviewed: 8 results) Presentation (20 results)

  • [Journal Article] Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution2011

    • Author(s)
      Yanagimoto T., Ohnishi T.
    • Journal Title

      To appear in J.Statist.Plann.Inf. 41

    • Related Report
      2010 Final Research Report
  • [Journal Article] Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution.2011

    • Author(s)
      Yanagimoto, T., Ohnishi, T.
    • Journal Title

      J.Statist.Plann.Inf.

      Volume: 41(予定)

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Duality induced from conjugacy in the curved exponential families2010

    • Author(s)
      Ohnishi T., Yanagimoto T.
    • Journal Title

      J.Japan. Statist.Soc. 40

      Pages: 23-43

    • NAID

      10026983516

    • Related Report
      2010 Final Research Report
  • [Journal Article] Duality induced from conjugacy in the curved exponential families.2010

    • Author(s)
      Ohnishi, T., Yanagimoto, T.
    • Journal Title

      J.Japan.Statist.Soc.

      Volume: 40 Pages: 23-43

    • NAID

      10026983516

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian prediction of a density function in terms of $e$-mixture2009

    • Author(s)
      Yanagimoto T., Ohnishi T.
    • Journal Title

      J.Statist.Plann.Inf. 139

      Pages: 3064-3075

    • Related Report
      2010 Final Research Report
  • [Journal Article] Predictive credible region for Bayesian diagnosis of a hypothesis with applications2009

    • Author(s)
      Yanagimoto T., Ohnishi T.
    • Journal Title

      Japan. J.Statist.Assoc. 39

      Pages: 111-131

    • Related Report
      2010 Final Research Report
  • [Journal Article] Estimation of a common slope in multiple gamma regression models : An empirical Bayesian approach2009

    • Author(s)
      Minoda Y., Yanagimoto T.
    • Journal Title

      Comput. Statist. Data Analysis 53

      Pages: 4178-4185

    • Related Report
      2010 Final Research Report
  • [Journal Article] Improving Bayesian estimation of the end point of a distribution2009

    • Author(s)
      Minoda Y., Kamakura T., Yanagimoto T.
    • Journal Title

      J.Japan. Soc.Comput.Statist. 22

      Pages: 79-91

    • NAID

      110007502780

    • Related Report
      2010 Final Research Report
  • [Journal Article] Improving Bayesian estimation of the end point of a distribution2009

    • Author(s)
      Minoda, Y, Kamakura, T., Yanagimoto, T.
    • Journal Title

      J.Japan.Soc.Comput.Statist. 22

      Pages: 79-91

    • NAID

      110007502780

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian prediction of a density function in terms of e-mixture2009

    • Author(s)
      Yanagimoto, T., Ohnishi, T.
    • Journal Title

      J.Statist.Plann.Inf. 139

      Pages: 3064-3075

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Predictive credible region for Bayesian diagnosis of a hypothesis with applications2009

    • Author(s)
      Yanagimoto, T., Ohnishi T.
    • Journal Title

      Japan.J.Statist.Assoc. 39

      Pages: 111-131

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of a common slope in multiple gamma regression models : An empirical Bayesian approach2009

    • Author(s)
      Minoda, Y., Yanagimoto, T.
    • Journal Title

      Comput.Statist.Data Analysis 53

      Pages: 4178-4185

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Prediction of a Density Function in Terms of $e$-Mixture2009

    • Author(s)
      Yanagimoto, T, Ohnishi, T.
    • Journal Title

      J. Statist. Plan. Inf (To appear)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss2008

    • Author(s)
      Eguchi S., Yanagimoto T.
    • Journal Title

      J.Statist.Plann.Inf. 138

      Pages: 3502-3511

    • Related Report
      2010 Final Research Report
  • [Journal Article] Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss.2008

    • Author(s)
      Eguchi, S., Yanagimoto, T.
    • Journal Title

      J. Statist. Plan. Inf. 138

      Pages: 3502-3511

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution2011

    • Author(s)
      大西俊郎・柳本武美
    • Organizer
      京都大学数理解析研究所共同研究集会
    • Place of Presentation
      京都大学
    • Year and Date
      2011-03-08
    • Related Report
      2010 Final Research Report
  • [Presentation] 事前分布の評価におけるDIC,交差検証,周辺尤度2010

    • Author(s)
      柳本武美
    • Organizer
      九州大学・数理学・統計科学セミナー
    • Place of Presentation
      九州大学
    • Year and Date
      2010-12-10
    • Related Report
      2010 Final Research Report
  • [Presentation] 事前分布の評価におけるDIC,交差検証,周辺尤度(*)2010

    • Author(s)
      柳本武美
    • Organizer
      九州大学・数理学・統計科学セミナー
    • Place of Presentation
      九州大学
    • Year and Date
      2010-12-10
    • Related Report
      2010 Annual Research Report
  • [Presentation] 事後密度にのみ基づいた経験Bayes法の利点,「計算機支援による統計手法,理論・応用」シンポ2010

    • Author(s)
      柳本武美・大西俊郎
    • Place of Presentation
      高知大学
    • Year and Date
      2010-11-26
    • Related Report
      2010 Final Research Report
  • [Presentation] 事後密度にのみ基づいた経験Bayes法の利点2010

    • Author(s)
      柳本武美・大西俊郎
    • Organizer
      「計算機支援による統計手法,理論・応用」シンポ
    • Place of Presentation
      高知大学
    • Year and Date
      2010-11-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] 追加データによる仮説診断のベイズ予測法「高度情報抽出のための統計理論・方法論とその応用」2010

    • Author(s)
      柳本武美
    • Place of Presentation
      九州大学
    • Year and Date
      2010-11-20
    • Related Report
      2010 Final Research Report
  • [Presentation] 経験Bayes平滑化における次数の選定2010

    • Author(s)
      渡部大志・鎌倉稔成・柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-09
    • Related Report
      2010 Annual Research Report 2010 Final Research Report
  • [Presentation] 計量と実証の視点から見た食品の安全性評価2010

    • Author(s)
      柳本武美・柳本正勝
    • Organizer
      連合統計大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] 事前分布の仮定を促進する経験Bayes法の展開2010

    • Author(s)
      柳本武美・大西俊郎
    • Organizer
      連合統計大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] 計量と実証の視点から見た食品の安全性評価(*)2010

    • Author(s)
      柳本武美・柳本正勝
    • Organizer
      連合統計大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2010 Annual Research Report
  • [Presentation] 事前分布の仮定を促進する経験 Bayes法の展開2010

    • Author(s)
      柳本武美・大西俊郎
    • Organizer
      連合統計大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-08
    • Related Report
      2010 Annual Research Report
  • [Presentation] 事前分布が仮定できるための要件-利害関係者の視点,シンポ「医薬品の研究開発における統計的課題」2010

    • Author(s)
      柳本武美
    • Place of Presentation
      大阪大学
    • Year and Date
      2010-01-18
    • Related Report
      2010 Final Research Report
  • [Presentation] 事前分布が仮定できるための要件・利害関係者の視点2010

    • Author(s)
      柳本武美
    • Organizer
      シンポ「医薬品の研究開発における統計的課題」
    • Place of Presentation
      大阪大学
    • Year and Date
      2010-01-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] 鞍点予測子から見たinformative事前分布の有用性2009

    • Author(s)
      柳本武美
    • Organizer
      研究集会「統計的推測・確率解析とその周辺の話題の理論と応用
    • Place of Presentation
      秋田大学
    • Year and Date
      2009-12-12
    • Related Report
      2010 Final Research Report
  • [Presentation] 鞍点予測子から見た informative 事前分布の有用性2009

    • Author(s)
      柳本武美
    • Organizer
      研究集会「統計的推測・確率解析とその周辺の話題の理論と応用」
    • Place of Presentation
      秋田大学
    • Year and Date
      2009-12-12
    • Related Report
      2009 Annual Research Report
  • [Presentation] 鞍点予測子から見たinformative事前分布の利用2009

    • Author(s)
      柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-08
    • Related Report
      2010 Final Research Report
  • [Presentation] 鞍点予測子から見た informative 事前分布の利用2009

    • Author(s)
      柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] Improving Bayesian estimation of the end point of a distribution2008

    • Author(s)
      Minoda Yuta, T.Kamakura, Yanagimoto T.
    • Organizer
      IASC(国際計算統計協会)2008大会
    • Place of Presentation
      横浜インターコンチネンタルホテル
    • Year and Date
      2008-12-08
    • Related Report
      2010 Final Research Report 2008 Annual Research Report
  • [Presentation] 追加データによる仮説診断のベイズ予測法2008

    • Author(s)
      柳本武美
    • Organizer
      高度情報抽出のための統計理論・方法論とその応用
    • Place of Presentation
      九州大学
    • Year and Date
      2008-11-20
    • Related Report
      2008 Annual Research Report
  • [Presentation] データ科学の4要素が示す統計教育の展開2008

    • Author(s)
      柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      慶応大学
    • Year and Date
      2008-09-08
    • Related Report
      2010 Final Research Report 2008 Annual Research Report

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

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