• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Regression models for directional data

Research Project

Project/Area Number 20K03759
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12040:Applied mathematics and statistics-related
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

Kato Shogo  統計数理研究所, 統計基盤数理研究系, 准教授 (60468535)

Project Period (FY) 2020-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2023: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2022: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2021: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords統計数学 / 回帰分析 / 方向統計学
Outline of Research at the Start

風向や分子のねじれ角は観測値が方向として表され、このような方向の観測は様々な学術分野に存在する。方向の観測を含むデータ(方向データ)には、既存の実数値データのための回帰モデルをそのまま応用することができないという問題がある。そこで本研究課題では、方向データのための回帰モデルを提案し、その統計的性質を明らかにする。統計的に扱いやすい性質を持つ回帰モデルを提案することにより、方向の情報を有効に活用する統計的手法を与えることを目指す。

Outline of Final Research Achievements

In this reserach project, we conisidered three topics related to regression models and associated probability distributions for data that include directional observations. Specifically, the three topics are: "regression models in which the response is directional and the covariates are real-valued," "probability distributions on the multivariate torus (probability distributions for multiple two-dimensional directions) and related regression models," and "regression models for directional data that allow for scale adjustment for each coordinate axis." We proposed these statistical models and obtained various statistical properties, including the interpretation and estimation of the parameters of the proposed models. In addition, it is shown that the proposed regression models have adequate flexibility in their regression curves and that the proposed probability distributions have marginal and conditional distributions that belong to existing families of distributions.

Academic Significance and Societal Importance of the Research Achievements

方向の観測を含むデータの統計解析においては、実数値データのための統計モデルをそのまま応用すると、不自然な解析結果となる問題が知られている。本研究では、方向の観測を含むデータの統計解析のために、新たなアプローチから回帰モデルと確率分布を提案した。提案された統計モデルは、実用性と統計的な扱いやすさを兼ね備えており、統計学における学術的意義は大きいと考えている。また、従来は理論的な難しさから統計解析に組み込むのが困難であった方向の情報を、提案された統計モデルは統計解析に活用することを可能としている。提案された統計モデルは幅広く応用されることが期待され、十分な社会的意義を持つ研究成果と考えられる。

Report

(5 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • Research Products

    (52 results)

All 2024 2023 2022 2021 2020 Other

All Int'l Joint Research (13 results) Journal Article (10 results) (of which Int'l Joint Research: 5 results,  Peer Reviewed: 9 results,  Open Access: 6 results) Presentation (26 results) (of which Int'l Joint Research: 14 results,  Invited: 15 results) Remarks (3 results)

  • [Int'l Joint Research] The Open University/University of Leeds(英国)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] Australian National University(オーストラリア)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] University of Extremadura(スペイン)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] University of Luxembourg(ルクセンブルク)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] The Open University(英国)

    • Related Report
      2022 Research-status Report
  • [Int'l Joint Research] Australian National University(オーストラリア)

    • Related Report
      2022 Research-status Report
  • [Int'l Joint Research] University of Extremadura(スペイン)

    • Related Report
      2022 Research-status Report
  • [Int'l Joint Research] University of Luxembourg(ルクセンブルク)

    • Related Report
      2022 Research-status Report
  • [Int'l Joint Research] The Open University(英国)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] University of Extremadura(スペイン)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] The University of Chicago(米国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] The Open University(英国)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] University of Extremadura(スペイン)

    • Related Report
      2020 Research-status Report
  • [Journal Article] On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula2023

    • Author(s)
      Yoshiba Toshinao、Koike Takaaki、Kato Shogo
    • Journal Title

      Symmetry

      Volume: 15 Issue: 7 Pages: 1410-1410

    • DOI

      10.3390/sym15071410

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 方向統計学における確率分布 ―既存研究の概説と球面上のコーシー分布の詳解―2023

    • Author(s)
      加藤 昇吾
    • Journal Title

      数学

      Volume: 75 Pages: 246-270

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Measuring non-exchangeable tail dependence using tail copulas2023

    • Author(s)
      Takaaki Koike, Shogo Kato and Marius Hofert
    • Journal Title

      ASTIN Bulletin: The Journal of the IAA

      Volume: 53 Issue: 2 Pages: 466-487

    • DOI

      10.1017/asb.2023.4

    • Related Report
      2022 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] 方向統計学における確率分布 ―既存研究の概説と球面上のコーシー分布の詳解―2023

    • Author(s)
      加藤昇吾
    • Journal Title

      数学

      Volume: -

    • Related Report
      2022 Research-status Report
    • Peer Reviewed
  • [Journal Article] Meta-analysis Using Flexible Random-effects Distribution Models2022

    • Author(s)
      Noma, H., Nagashima, K., Kato, S., Teramukai, S. and Furukawa, T. A.
    • Journal Title

      Journal of Epidemiology

      Volume: 32 Issue: 10 Pages: 441-448

    • DOI

      10.2188/jea.JE20200376

    • NAID

      130007986099

    • ISSN
      0917-5040, 1349-9092
    • Year and Date
      2022-10-05
    • Related Report
      2022 Research-status Report 2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Tractable circula densities from Fourier series2022

    • Author(s)
      Shogo Kato, Arthur Pewsey and M.C. Jones
    • Journal Title

      TEST

      Volume: 31 Issue: 3 Pages: 595-618

    • DOI

      10.1007/s11749-021-00790-y

    • Related Report
      2022 Research-status Report 2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Copula-based measures of asymmetry between the lower and upper tail probabilities2022

    • Author(s)
      Kato Shogo、Yoshiba Toshinao、Eguchi Shinto
    • Journal Title

      Statistical Papers

      Volume: 未定 Issue: 6 Pages: 1907-1929

    • DOI

      10.1007/s00362-022-01297-w

    • Related Report
      2022 Research-status Report 2021 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] 方向統計学における確率分布 ―既存研究の概説と球面上のコーシー分布の詳解―2022

    • Author(s)
      加藤 昇吾
    • Journal Title

      数学

      Volume: -

    • Related Report
      2021 Research-status Report
  • [Journal Article] Some properties of a Cauchy family on the sphere derived from the Mobius transformations2020

    • Author(s)
      Shogo Kato and Peter McCullagh
    • Journal Title

      Bernoulli

      Volume: 26 Issue: 4 Pages: 3224-3248

    • DOI

      10.3150/20-bej1222

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Models for circular data from time series spectra2020

    • Author(s)
      Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata & Arthur Pewsey
    • Journal Title

      Journal of Time Series Analysis

      Volume: 41 Issue: 6 Pages: 808-829

    • DOI

      10.1111/jtsa.12549

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] The trivariate wrapped Cauchy copula - a multi-purpose model for angular data2024

    • Author(s)
      Shogo Kato, Christophe Ley, Sophia Loizidou and Kanti V. Mardia
    • Organizer
      ISM Symposium on Environmental Statistics 2024
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] A tractable and interpretable family of distributions on the circle, and its mixture model for traffic count data analysis2023

    • Author(s)
      Shogo Kato
    • Organizer
      Statistics Seminar, Research School of Finance, Actuarial Studies and Statistics, Australian National University
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] A copula model for trivariate circular data2023

    • Author(s)
      Shogo Kato, Christophe Ley and Sophia Loizidou
    • Organizer
      2023 IMS International Conference on Statistics and Data Science (ICSDS)
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Weighted estimation with copula-based divergence2023

    • Author(s)
      Shogo Kato, Shinto Eguchi and Toshinao Yoshiba
    • Organizer
      ISI-ISM-ISSAS Joint Conference 2023
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] A mixed effects model for cylindrical data with application to small area estimation2023

    • Author(s)
      Tsubasa Ito and Shogo Kato
    • Organizer
      The 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023)
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] On a measure of tail asymmetry for the bivariate skew-normal copula2023

    • Author(s)
      Toshinao Yoshiba, Takaaki Koike and Shogo Kato
    • Organizer
      The 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023)
    • Related Report
      2023 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Weighted estimation with copula-based divergence2023

    • Author(s)
      加藤 昇吾
    • Organizer
      共同研究集会2023:接合関数(コピュラ)理論の新展開
    • Related Report
      2023 Annual Research Report
    • Invited
  • [Presentation] Weighted estimation with copula-based divergence2023

    • Author(s)
      加藤 昇吾
    • Organizer
      統計数理セミナー
    • Related Report
      2023 Annual Research Report
  • [Presentation] On a measure of tail asymmetry for the bivariate skew-normal copula2023

    • Author(s)
      吉羽 要直, 小池 孝明, 加藤 昇吾
    • Organizer
      2023年度 統計関連学会連合大会
    • Related Report
      2023 Annual Research Report
  • [Presentation] シリンダー上のデータに対する混合効果モデルについて2023

    • Author(s)
      伊藤 翼, 加藤 昇吾
    • Organizer
      2023年度 統計関連学会連合大会
    • Related Report
      2023 Annual Research Report
  • [Presentation] A copula model for trivariate circular data2023

    • Author(s)
      Shogo Kato
    • Organizer
      Luxembourg-Waseda Conference on Modelling and Inference for Complex Data
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] A copula model for trivariate circular data2022

    • Author(s)
      Shogo Kato and Christophe Ley
    • Organizer
      International Workshop “Advances in Directional Statistics” (ADISTA22)
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] A copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions2022

    • Author(s)
      Shogo Kato, Toshinao Yoshiba and Shinto Eguchi
    • Organizer
      The 24th International Conference on Computational Statistics (COMPSTAT 2022)
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 円周上の非対称分布からなる混合分布モデルと交通量データへの応用2022

    • Author(s)
      長崎 滉大, 加藤 昇吾, 中西 航, M.C. Jones
    • Organizer
      2022年度 統計関連学会連合大会
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] A copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions2022

    • Author(s)
      加藤 昇吾
    • Organizer
      共同研究集会2022:接合関数(コピュラ)理論の新展開
    • Related Report
      2022 Research-status Report
  • [Presentation] 多次元トーラス上のデータのためのコピュラモデル2022

    • Author(s)
      加藤 昇吾
    • Organizer
      統計数理セミナー
    • Related Report
      2022 Research-status Report
  • [Presentation] A Cauchy-type model for cylindrical data2022

    • Author(s)
      Shogo Kato and Arthur Pewsey
    • Organizer
      The 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022)
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Mixtures of Kato-Jones distributions on the circle, with an application to traffic count data2021

    • Author(s)
      Shogo Kato, Kota Nagasaki and Wataru Nakanishi
    • Organizer
      The 13th Scientific Meeting of the Classification and Data Analysis Group (CLADAG 2021)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Mixtures of Kato-Jones distributions on the circle with an application to traffic count data2021

    • Author(s)
      Kota Nagasaki, Shogo Kato and Wataru Nakanishi
    • Organizer
      The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 円周上の混合分布モデルと交通量データへの応用2021

    • Author(s)
      加藤 昇吾
    • Organizer
      統計数理セミナー
    • Related Report
      2021 Research-status Report
  • [Presentation] Tail concordance measures: A fair assessment of tail dependence2021

    • Author(s)
      Takaaki Koike, Shogo Kato and Marius Hofert
    • Organizer
      2021年度 統計関連学会連合大会
    • Related Report
      2021 Research-status Report
  • [Presentation] 非対称正規コピュラの裾非対称性尺度2021

    • Author(s)
      吉羽 要直、加藤 昇吾
    • Organizer
      2021年度 統計関連学会連合大会
    • Related Report
      2021 Research-status Report
  • [Presentation] Parameter estimation for a Cauchy family of distributions on the sphere2021

    • Author(s)
      Shogo Kato
    • Organizer
      ANU-ISM Workshop on Data Science
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] Parameter estimation for a Cauchy family of distributions on the sphere2020

    • Author(s)
      Shogo Kato and Peter McCullagh
    • Organizer
      The 13rd International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2020)
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 方向データのための統計的手法2020

    • Author(s)
      加藤 昇吾
    • Organizer
      応用統計ワークショップ
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] 球面上のコーシー分布のパラメータ推定2020

    • Author(s)
      加藤 昇吾
    • Organizer
      統計数理セミナー
    • Related Report
      2020 Research-status Report
  • [Remarks] 加藤昇吾 Personal HP

    • URL

      http://www.ism.ac.jp/~skato/

    • Related Report
      2023 Annual Research Report 2022 Research-status Report 2021 Research-status Report 2020 Research-status Report
  • [Remarks] researchmap (加藤昇吾、日本語)

    • URL

      http://researchmap.jp/read0138993/?lang=japanese

    • Related Report
      2023 Annual Research Report 2022 Research-status Report 2021 Research-status Report 2020 Research-status Report
  • [Remarks] researchmap (加藤昇吾、英語)

    • URL

      http://researchmap.jp/read0138993/?lang=english

    • Related Report
      2023 Annual Research Report 2022 Research-status Report 2021 Research-status Report 2020 Research-status Report

URL: 

Published: 2020-04-28   Modified: 2025-01-30  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi