A study on Bayesian prediction and bootstrap prediction
| Project/Area Number |
20700260
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
FUSHIKI Tadayoshi The Institute of Statistical Mathematics, 数理・推論研究系, 助教 (50370094)
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| Project Period (FY) |
2008 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2008: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | ベイズ法 / ブートストラップ / モデル選択 / クロス・ヴァリデーション / 予測誤差 / クロス・バリデーション |
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| Research Abstract |
The problem to predict future observations based on past observations is one of the problems that are widely interested in statistics. In this study, we clarified the relation between bootstrap prediction and Bayesian prediction and calculated the predictive performances of them, both theoretically and experimentally. For real data analysis, we developed a method for evaluating the predictive performance.
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Report
(3 results)
Research Products
(3 results)
