Global accurate or optimal computation for MCMC method over Discrete random space
| Project/Area Number |
21500271
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Saitama University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
NAKAGAWA Shigekazu 倉敷芸術科学大学, 産業科学技術学部, 教授 (90248203)
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| Co-Investigator(Renkei-kenkyūsha) |
KURODA Masahiro 岡山理科大学, 総合情報学部, 准教授 (90279042)
YAMADA Shu 筑波大学, ビジネス科学研究科, 教授 (60260965)
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| Project Period (FY) |
2009 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
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| Keywords | マルコフ連鎖モンテカルロ法 / 過飽和実験計画 / 分割表解析 / 固有値分布 / マルコフチェインモンテカルロ法 / 実験計画の構成 / 統計学 / 統計計算 / コンピュータ支援統計 |
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| Research Abstract |
We discussed the global accurate or optimal computation for the Markov chain Monte Carlo method and applied two practical problems. One is for calculating approximate probability in the analysis of contingency table, the other for constructing supersaturated designs. We confirmed that our global computation method worked well for the above two problems through the numerical experiments.
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Report
(5 results)
Research Products
(54 results)
