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Acceleration of statistical iterative algorithms for graphical models

Research Project

Project/Area Number 20500263
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionOkayama University of Science

Principal Investigator

KURODA Masahiro  岡山理科大学, 総合情報学部, 准教授 (90279042)

Co-Investigator(Kenkyū-buntansha) MORI Yuichi  岡山理科大学, 総合情報学部, 教授 (80230085)
SAKAKIHARA Michio  岡山理科大学, 総合情報学部, 教授 (70215614)
NAKAGAWA Shigekazu  倉敷芸術科学大学, 産業科学技術学部, 教授 (90248203)
Project Period (FY) 2008 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
KeywordsEMアルゴリズム / グラフィカルモデル / 交互最小二乗法 / マルコフ連鎖モンテカルロ法 / ベクターイプシロン法 / 加速化 / 主成分分析 / 数量化 / 変数選択 / 統計数値計算 / 尺度混在した主成分分析 / 加速化法 / Aitkenδ^2
Research Abstract

We developed the acceleration method for the EM algorithm using the vector epsilon algorithm, and then applied it to decomposable log-linear models with missing data. We also proposed MCMC using Markov bases for decomposable log-linear models. Furthermore, we developed a new acceleration method for the Alternating Least Squares(ALS) algorithm using the vector epsilon algorithm, and demonstrated that the acceleration algorithm improves the computational efficiency of the original ALS algorithm.

Report

(6 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report   Self-evaluation Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (52 results)

All 2012 2011 2010 2009 2008 Other

All Journal Article (22 results) (of which Peer Reviewed: 20 results) Presentation (25 results) Remarks (5 results)

  • [Journal Article] Acceleration of convergence of the alternating least squares algorithm for nonlinear principal components analysis2012

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M., and Sakakihara, M.
    • Journal Title

      Principal Component Analysis(P. Sanguansat Ed.), InTech Publications

      Pages: 129-144

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of convergence of the alternating least squares algorithm for nonlinear principal components analysis2012

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M., Sakakihara, M.
    • Journal Title

      Principal Component Analysis(Sanguansat, P.(Ed.))(InTech Publications)

      Volume: なし Pages: 129-144

    • DOI

      10.5772/37539

    • ISBN
      9789535101956
    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Principal components based on a subset of qualitative variables and its accelerated computational algorithm2012

    • Author(s)
      Kuroda, M., Iizuka, M., Mori, Y., Sakakihara, M.
    • Journal Title

      The Proceedings of the ISI-2011 in Dublin

      Pages: 9-9

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Variable Selection in Principal Components Analysis of Qualitative Data Using the Accelerated ALS Algorithm2011

    • Author(s)
      Kuroda, M., Mori, Y., Izuka, M. and Sakakihara, M.
    • Journal Title

      Proceedings of the 7th conference of Asian Regional Section of IASC

      Volume: 83

    • Related Report
      2011 Final Research Report
  • [Journal Article] King-Werner method for EM algorithm2011

    • Author(s)
      Sakakihara, M. and Kuroda, M.
    • Journal Title

      Proceedings of the 7th conference of Asian Regional Section of IASC

      Volume: 84

    • Related Report
      2011 Final Research Report
  • [Journal Article] Principal components based on a subset of qualitative variables and its accelerated computational algorithm.2011

    • Author(s)
      Kuroda, M., Iizuka, M., Mori, Y. and Sakakihara, M.
    • Journal Title

      Invited Paper Session

      Volume: 42 Pages: 1-8

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the alternating least squares algorithm for principal components analysis2011

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M. and Sakakihara, M.
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: 55 Pages: 143-153

    • Related Report
      2011 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the alternating least squares algorithm for principal components analysis.2011

    • Author(s)
      Kuroda, M., Mori, Y. Iizuka, M., Sakakihara, M.
    • Journal Title

      Computational Statistics and Data Analysis 55

      Pages: 143-153

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Improvement of acceleration of the ALS Algorithm using the vectorεalgorithm. Proceedings of COMPSTAT 2010(L., Yves and S. Gilbert Eds.)2010

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M. and Sakakihara, M.
    • Journal Title

      Psysica-Verlag, Heidelberg

      Pages: 1239-1246

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Computing p-values in conditional independence models for a contingency table2010

    • Author(s)
      Kuroda, M., Hashiguchi, H. and Nakagawa, S.
    • Journal Title

      Computational Statistics

      Volume: 25 Pages: 57-70

    • Related Report
      2011 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Improvement of acceleration of the ALS Algorithm using the vector ε algorithm.2010

    • Author(s)
      Kuroda, M., Mori, Y.Iizuka, M., Sakakihara, M.
    • Journal Title

      Proceedings of COMPSTAT', e-book, Physica-Verlag HD

      Pages: 1239-1246

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Computing p-values in conditional independence models for a contingency table.2010

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S.
    • Journal Title

      Computational Statistics 25

      Pages: 57-70

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Improvement of acceleration of the ALS Algorithm using the vector e algorithm2010

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M., Sakakihara, M.
    • Journal Title

      Proceedings of COMPSTAT'2010

      Pages: 1239-1246

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Computing p-values in conditional independence models for a contingency table2010

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S.
    • Journal Title

      Computational Statistics 25

      Pages: 57-70

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM and ECM algorithms using the Aitkenδ^2 method for log-linear models with partially classified data2008

    • Author(s)
      Kuroda, M., Sakakihara, M. and Geng, Z.
    • Journal Title

      Statistics and Probability Letters

      Volume: 78 Pages: 2332-2338

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM algorithm using the vector epsilon algorithm2008

    • Author(s)
      Wang, M., Kuroda, M., Sakakihara, M. and Geng, Z.
    • Journal Title

      Computational Statistics

      Volume: 23 Pages: 469-486

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Convergence of componentwise Aitkenδ^2 acceleration of the EM algorithm. COMPSTAT 2008 : Proceedings in Computational Statistics(P. Brito Ed.)2008

    • Author(s)
      Sakakihara, M. and Kuroda, M.
    • Journal Title

      Psysica-Verlag, Heidelberg

      Pages: 597-903

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM and ECM algorithms using the Aitken delta^2 method for log-linear models with partially classified data.2008

    • Author(s)
      Kuroda, M., Sakakihara, M., Geng, Z.
    • Journal Title

      Statistics and Probability Letters 78

      Pages: 2332-2338

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM algorithm using the vector epsilon algorithm2008

    • Author(s)
      Wang, M., Kuroda, M., Sakakihara, M., Geng, Z.
    • Journal Title

      Computational Statistics 23

      Pages: 469-486

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM and ECM algorithms using the Aitlcen δ^2 method for log-linear models with partially classified data2008

    • Author(s)
      Kuroda, M., Sakakihara, M. Qeng, Z.
    • Journal Title

      Statistics and Probability Letters 78

      Pages: 2332-2338

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Acceleration of the EM algorithm using the vector epsilon algorithm2008

    • Author(s)
      Wang, M., Kuroda, M., Sakakihara, M., Gene, Z
    • Journal Title

      Computational Statistics 23

      Pages: 469-486

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Convergence of componentwise Aitken delta^2 acceleration of the EM algorithm2008

    • Author(s)
      Sakakihara, M. Kuroda, M.
    • Journal Title

      COMPSTAT 2008

      Pages: 597-603

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] Variable selection in principal components analysis of qualitative data using the accelerated ALS algorithm2012

    • Author(s)
      Kuroda, M., Mori, Y., Iizuka, M. and Sakakihara, M.
    • Organizer
      7th Conference of Asian Regional Section of IASC
    • Place of Presentation
      Academia Sinica(台湾)
    • Year and Date
      2012-12-16
    • Related Report
      2011 Final Research Report
  • [Presentation] King-Werner method for EM algorithm2012

    • Author(s)
      Sakakihara, M. and Kuroda, M.
    • Organizer
      7th Conference of Asian Regional Section of IASC
    • Place of Presentation
      Academia Sinica(台湾)
    • Year and Date
      2012-12-16
    • Related Report
      2011 Final Research Report
  • [Presentation] Principal components based on a subset of qualitative variables and its accelerated computational algorithm. Invited Paper Session 422012

    • Author(s)
      Kuroda, M., Mori, Y., Izuka, M. and Sakakihara, M
    • Organizer
      The 58th World Statistics Congress of the International Statistical Institute(ISI2011)
    • Place of Presentation
      The Convention Centre Dublin(アイルランド)
    • Year and Date
      2012-08-22
    • Related Report
      2011 Final Research Report
  • [Presentation] 質的データの主成分分析と計算の加速化2012

    • Author(s)
      森裕一, 飯塚誠也, 黒田正博, 榊原道夫
    • Organizer
      日本計算機統計学会第25回大会
    • Place of Presentation
      函館市亀田福祉センター(北海道)
    • Year and Date
      2012-05-08
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Variable selection in principal components analysis of qualitative data using the accelerated ALS algorithm2011

    • Author(s)
      Kuroda, M., Mori, Y., Izuka, M., Sakakihara, M.
    • Organizer
      The 7th IASC-ARS Conference
    • Place of Presentation
      Academia Sinica (Taiwan)
    • Year and Date
      2011-12-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] King-Werner method for EM algorithm2011

    • Author(s)
      Sakakihara, M., Kuroda, M.
    • Organizer
      The 7th IASC-ARS Conference
    • Place of Presentation
      Academia Sinica (Taiwan)
    • Year and Date
      2011-12-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] Acceleration of convergence for the alternating least squares iteration2011

    • Author(s)
      Sakakihara, M. and Kuroda, M.
    • Organizer
      4th CSDA International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of London(イギリス)
    • Year and Date
      2011-12-11
    • Related Report
      2011 Final Research Report
  • [Presentation] Acceleration of convergence for the alternating least squares iteration.2011

    • Author(s)
      Sakakihara, M., Kuroda, M.
    • Organizer
      4th CSDA International Conference on Computational and Financial Econometrics.
    • Place of Presentation
      University of London.
    • Year and Date
      2011-12-11
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 非計量データの主成分分析の交互最小二乗法の加速法の改良2011

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      北海道大学情報基盤センター共同研究「大規模・高次元データの発見的情報表現と効率的情報縮約」
    • Place of Presentation
      北海道大学(北海道)
    • Year and Date
      2011-11-30
    • Related Report
      2011 Annual Research Report
  • [Presentation] 交互最小二乗法の加速化-数値的検討2011

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      早稲田大学(東京都)
    • Year and Date
      2011-09-08
    • Related Report
      2011 Final Research Report
  • [Presentation] 交互最小二乗法の加速化-数値的検討2011

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2011-09-08
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] Principal components based on a subset of qualitative variables and its accelerated computational algorithm2011

    • Author(s)
      Kuroda, M., Izuka, M., Mori, Y., Sakakihara, M.
    • Organizer
      The 58th World Statistics Congress of the International Statistical Institute (ISI2011)
    • Place of Presentation
      Convention Centre Dublin (Ireland)(招待講演)
    • Year and Date
      2011-08-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Acceleration of convergence for the alternating least squares iteration2011

    • Author(s)
      Sakakihara, M., Kuroda, M.
    • Organizer
      4th CSDA International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of London (England)
    • Related Report
      2010 Annual Research Report
  • [Presentation] 交互最小二乗法の加速化-数値的検討2010

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      早稲田大学(東京)
    • Related Report
      2010 Annual Research Report
  • [Presentation] 非計量PCAとその計算2010

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      データ縮約のトレンドを追う-PCAとSDA-
    • Place of Presentation
      統計数理研究所(東京)
    • Related Report
      2010 Annual Research Report
  • [Presentation] 交互最小二乗法におけるvector ε加速化法の改良2010

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      日本計算機統計学会第24回大会
    • Place of Presentation
      統計数理研究所(東京)
    • Related Report
      2010 Annual Research Report
  • [Presentation] 主成分分析における交互最小二乗法の加速化2009

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      科研費シンポジウム「多変量データ解析法への計算機統計学・行動計量学的アプローチの新展開」
    • Place of Presentation
      大阪大学(大阪府)
    • Year and Date
      2009-12-04
    • Related Report
      2011 Final Research Report
  • [Presentation] 主成分分析における交互最小二乗法の加速化2009

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      科研費シンポジウム「多変量データ解析法への 計算機統計学・行動計量学的アプローチの新展開」
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-12-04
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 主成分分析における交互最小二乗法の加速化2009

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      科研費シンポジウム「多変量データ解析法への計算機統計学・行動計量学的アプローチの新展開」
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-12-04
    • Related Report
      2009 Annual Research Report
  • [Presentation] PRINCIPALSの加速化について2009

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      日本計算機統計学会 第23回シンポジウム
    • Place of Presentation
      札幌学院大学
    • Year and Date
      2009-11-07
    • Related Report
      2009 Annual Research Report
  • [Presentation] Random table generation for decomposable log-linear models by Markov basis.2008

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S. and Geng, Z.
    • Organizer
      Workshop on Computational Algebraic Statistics, Theories and Applications
    • Place of Presentation
      Kyoto University(京都府)
    • Year and Date
      2008-12-10
    • Related Report
      2011 Final Research Report
  • [Presentation] Random table generation for decomposable log-linear models by Markov basis.2008

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S., Geng, Z.
    • Organizer
      Workshop on Computational Algebraic Statistics, Theories and Applications.
    • Place of Presentation
      Kyoto University.
    • Year and Date
      2008-12-10
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] Double-secant acceleration for EM and ECM Algorithms for log-linear models with partially classified data2008

    • Author(s)
      Sakakihara, M. and Kuroda, M.
    • Organizer
      IASC 2008
    • Place of Presentation
      Pacifico Yokohama(神奈川県)
    • Year and Date
      2008-12-06
    • Related Report
      2011 Final Research Report
  • [Presentation] Double-secant acceleration for EM and ECM Algorithms for log-linear models with partially classified data.2008

    • Author(s)
      Sakakihara, M., Kuroda, M
    • Organizer
      IASC 2008
    • Place of Presentation
      Pacifico Yokohama.
    • Year and Date
      2008-12-06
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 主成分分析における交互最小二乗法の加速化2008

    • Author(s)
      黒田正博, 森裕一, 飯塚誠也, 榊原道夫
    • Organizer
      日本計算機統計学会第22回シンポジウム
    • Place of Presentation
      兵庫県神戸市臨床研究情報センター
    • Year and Date
      2008-11-07
    • Related Report
      2008 Annual Research Report
  • [Remarks]

    • Related Report
      2011 Final Research Report
  • [Remarks] 研究成果のHP

    • URL

      http://www.soci.ous.ac.jp/~kuroda/publication.html

    • Related Report
      2011 Annual Research Report
  • [Remarks] 研究成果のHP

    • URL

      http://www.soci.ous.ac.jp/~kuroda/publication.html

    • Related Report
      2010 Self-evaluation Report
  • [Remarks] 研究成果のHP

    • URL

      http://www.soci.ous.ac.jp/~kuroda/publication.html

    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      http://www.soci.ous.ac.jp/~kuroda/publication.html

    • Related Report
      2009 Annual Research Report

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Published: 2008-04-01   Modified: 2023-03-16  

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