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Mathematical foundation of efficient algorithms for statistical inference

Research Project

Project/Area Number 22300098
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

FUKUMIZU Kenji  統計数理研究所, 大学共同利用機関等の部局等, 教授 (60311362)

Co-Investigator(Kenkyū-buntansha) TANAKA Toshiyuki  京都大学, 情報学研究科, 教授 (10254153)
IKEDA Shiro  統計数理研究所, 数理・推論研究系, 准教授 (30336101)
KABASHIMA Yoshiyuki  東京工業大学, 総合理工学研究科, 教授 (80260652)
Project Period (FY) 2010-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥12,220,000 (Direct Cost: ¥9,400,000、Indirect Cost: ¥2,820,000)
Fiscal Year 2013: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2012: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2011: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2010: ¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Keywordsグラフ / アルゴリズム / 確率計算 / 情報幾何 / 位相幾何
Research Abstract

As a new mathematical method for analyzing propagation algorithms on graphs, a novel Graph zeta function has been proposed for the analysis of the loopy belief propagation algorithm, and used for revealing stronger theoretical results than the known ones. Also, a method of loop expansion has been proposed for analyzing the approximation error of the loopy belief propagation.
As a mathematical foundation of the expectation propagation, an infinite dimensional exponential family has been proposed based on positive definite kernels, and its estimation methods and theoretical properties have been studied.

Report

(5 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (70 results)

All 2014 2013 2012 2011 2010 Other

All Journal Article (35 results) (of which Peer Reviewed: 32 results) Presentation (28 results) (of which Invited: 10 results) Book (2 results) Remarks (5 results)

  • [Journal Article] Low-rank matrix reconstruction and clustering via approximate message passing2014

    • Author(s)
      R. Matsushita and T. Tanaka
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 26 Pages: 917-925

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Hyperparameter Selection in Kernel Principal Component Analysis2014

    • Author(s)
      Alam, A. MD and Fukumizu, K.
    • Journal Title

      Journal of Computer Science

      Volume: 10(7) Issue: 7 Pages: 1139-1150

    • DOI

      10.3844/jcssp.2014.1139.1150

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel embeddings of conditional distributions2013

    • Author(s)
      L. Song, K. Fukumizu, and A. Gretton
    • Journal Title

      IEEE Signal Processing Magazine

      Volume: 30 Pages: 98-111

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Kernel Bayes' Rule : Bayesian inference with positive definite kernels2013

    • Author(s)
      K. Fukumizu, L. Song, and A. Gretton
    • Journal Title

      Journal of Machine Learning Research

      Volume: 14 Pages: 3753-3783

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Introduction to the issue on differential geometry in signal processing2013

    • Author(s)
      J. Manton, D. Applebaum, S. Ikeda, and N.I. Bihan
    • Journal Title

      IEEE Journal of Selected Topics in Signal Processing

      Volume: 7(4) Pages: 573-575

    • Related Report
      2013 Final Research Report
  • [Journal Article] Kernel Bayes' Rule: Bayesian Inference with Positive Definite Kernels2013

    • Author(s)
      Fukumizu, K., Song, L., and Gretton, A.
    • Journal Title

      Journal of Machine Learning Research

      Volume: 14 Pages: 3753-3783

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel Embeddings of Conditional Distributions2013

    • Author(s)
      Song, L., Fukumizu, K., and Gretton, A.
    • Journal Title

      IEEE Signal Processing Magazine

      Volume: 30 Issue: 4 Pages: 98-111

    • DOI

      10.1109/msp.2013.2252713

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel approximate Bayesian computation in population genetic inferences2013

    • Author(s)
      Shigeki Nakagome
    • Journal Title

      Statistical Application in Genetics and Molecular Biology

      Volume: 12(6) Issue: 6 Pages: 667-678

    • DOI

      10.1515/sagmb-2012-0050

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] (2013) Equivalence of distance-based and RKHS-based statistics in hypothesis testing,,2013

    • Author(s)
      Sejdinovic, D., Sriperumbudur, B., Gretton, A. and Fukumizu, K.
    • Journal Title

      Annals of Statistics

      Volume: 41(5) Pages: 2263-2702

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Entropy landscape of solutions in the binary perceptron problem2013

    • Author(s)
      Haiping Huang, KY Michael Wong, Yoshiyuki Kabashima
    • Journal Title

      J. Phys. A : Math. Theor.

      Volume: 46 Issue: 37 Pages: 375002-375002

    • DOI

      10.1088/1751-8113/46/37/375002

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Introduction to the Issue on Differential Geometry in Signal Processing2013

    • Author(s)
      Manton, J., Applebaum, D., Ikeda, S., and Bihan, N.l.
    • Journal Title

      IEEE journal of selected topics in signal processing

      Volume: 7(4) Pages: 573-575

    • Related Report
      2013 Annual Research Report
  • [Journal Article] Low-rank matrix reconstruction and clustering via approximate message passing2013

    • Author(s)
      Matsushita, R. and Tanaka, T.
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 26 Pages: 917-925

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Statistical mechanics approach to 1-bit compressed sensing2013

    • Author(s)
      Yingying Xu and Yoshiyuki Kabashima
    • Journal Title

      Journal of Statistical Mechanics

      Volume: 2013 Issue: 02 Pages: P02041-P02041

    • DOI

      10.1088/1742-5468/2013/02/p02041

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Replica Plefka expansion of Ising systems2012

    • Author(s)
      M. Yasuda, Y. Kabashima, Y. and K. Tanaka
    • Journal Title

      Journal of Statistical Mechanics : Theory and Experiment

      Volume: P04002

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] On the empirical estimation of integral probability metrics2012

    • Author(s)
      Bharath Sriperumbudur
    • Journal Title

      Electronic Journal of Statistics

      Volume: 6 Issue: none Pages: 1550-1599

    • DOI

      10.1214/12-ejs722

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal kernel choice for large-scale two-sample tests2012

    • Author(s)
      Arthru Gretton
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 25 Pages: 1214-1222

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Learning from Distributions via Support Measure Machines2012

    • Author(s)
      Krikamol Muandet
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 25 Pages: 10-18

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Gradient-based kernel method for feature extraction and variable selection2012

    • Author(s)
      Kenji Fukumizu
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 25 Pages: 2123-2131

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Hypothesis testing using pairwise distances and associated kernels2012

    • Author(s)
      Dino Sejdinovic
    • Journal Title

      Proc. 29th International Conference on Machine Learning (ICML2012)

      Volume: 1 Pages: 1111-1118

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Hilbert Space Embeddings of POMDPs2012

    • Author(s)
      Yu Nishiyama
    • Journal Title

      Proc. Conference on Uncertainty in Artificial Intelligence (UAI2012)

      Volume: 1 Pages: 644-653

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Replica Plefka expansion of Ising systems2012

    • Author(s)
      Muneki Yasuda, Yoshiyuki Kabashima and Kazuyuki Tanaka
    • Journal Title

      Journal of Statistical Mechanics

      Volume: (2012) Issue: 04 Pages: 1-16

    • DOI

      10.1088/1742-5468/2012/04/p04002

    • Related Report
      2012 Annual Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Typical l1-reconstruction limit of sparse vectors represented by concatenations of random orthogonal matrices2012

    • Author(s)
      Yoshiyuki Kabashima, Mikko Vehkaperae and Saikat Chatterjee
    • Journal Title

      Journal of Statistical Mechanics

      Volume: 2012 Issue: 12 Pages: P12003-P12003

    • DOI

      10.1088/1742-5468/2012/12/p12003

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Analysis of Sparse Representations Using Bi-Orthogonal Dictionaries2012

    • Author(s)
      Mikko Vehkaperae
    • Journal Title

      Proc. ITW2012

      Volume: 1 Pages: 652-656

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Classes of translation-invariant kernels on compact groups2012

    • Author(s)
      Pierre Chiche
    • Journal Title

      電子情報通信学会技術報告

      Volume: 112 (279) IBISML2012-90 Pages: 403-408

    • Related Report
      2012 Annual Research Report
  • [Journal Article] Characteristic Kernels and RKHS Embedding of Measures2011

    • Author(s)
      B.K. Sriperumbudur, B.K., K. Fukumizu, and G.R.G. Lanckriet, G.R.G. Universality
    • Journal Title

      Journal of Machine Learning Research

      Volume: 12 Pages: 2389-2410

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Universality, Characteristic Kernels and RKHS Embedding of Measures2011

    • Author(s)
      Sriperumbudur, B.K., Fukumizu, K., Lanckriet, G.R.G.
    • Journal Title

      Journal of Machine Learning Research

      Volume: 12 Pages: 2389-2410

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Learning in Hilbert vs.Banach Spaces : A Measure Embedding Viewpoint2011

    • Author(s)
      Sriperumbudur, B.K., Fukumizu, K., G.Lanckriet, G.R.G
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 24 Pages: 1773-1781

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel Bayes' Rule2011

    • Author(s)
      Fukumizu, K., Song, L., Gretton, A.
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 24 Pages: 1737-1745

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Graph Zeta function in the Bethe free energy in and loopy belief propagation2010

    • Author(s)
      Y. Watanabe and K. Fukumizu
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 22 Pages: 2017-2025

    • Related Report
      2013 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] New graph polynomials form the Bethe approximation of the Ising Partition function2010

    • Author(s)
      Y. Watanabe and K. Fukumizu
    • Journal Title

      Combinatories, Probability and Computing

      Volume: 20 Pages: 299-320

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A fast, consistent Kernel two-sample test2010

    • Author(s)
      A.Gretton, K.Fukumizu, Z.Harchaoui, B.Sriperumbudur.
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 22 Pages: 673-681

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Kernel choice and classifiability for RKHS embeddings of probability distributions2010

    • Author(s)
      B.Sriperumbudur, K.Fukumizu, A.Gretton, G.Lanckriet, G, B.Schoelkopf
    • Journal Title

      Advances in Neural Information Processing Systems

      Volume: 22 Pages: 1750-1758

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Hilbert Space Embeddings and Metrics on Probability Measures2010

    • Author(s)
      B.Sriperumbudur, A.Gretton, K.Fukumizu, B.Schoelkopf, G.Lanckriet
    • Journal Title

      Journal of Machine Learning Research

      Volume: 11 Pages: 1517-1561

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] New graph polynomials form the Bethe approximation of the Ising partition function2010

    • Author(s)
      Y.Watanabe, K.Fukumizu
    • Journal Title

      Combinatorics, Probability and Computing

      Volume: 20 Pages: 299-320

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 正定値カーネルによるノンパラメトリック推論2010

    • Author(s)
      福水健次
    • Journal Title

      統計数理

      Volume: 58 Pages: 185-206

    • NAID

      120006019314

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] Regularization in kernel method for Bayesian inference2013

    • Author(s)
      K. Fukumizu
    • Organizer
      Applied Inverse Problem Conference
    • Related Report
      2013 Final Research Report
    • Invited
  • [Presentation] Regularization in Kernel Method for Bayesian Inference2013

    • Author(s)
      Fukumizu, K.
    • Organizer
      Applied Inverse Problem Conference
    • Place of Presentation
      Daejeon, Korea
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Higher-order Regularized Kernel CCA,2013

    • Author(s)
      Alam, MD, A. and Fukumizu, K.
    • Organizer
      The 12th International Conference on Machine Learning and Applications (ICMLA'13)
    • Place of Presentation
      Florida, USA
    • Related Report
      2013 Annual Research Report
  • [Presentation] Centering Similarity Measures to Reduce Hubs2013

    • Author(s)
      Suzuki, I., Hara, K., Jimbo, M., Saerens, M. and Fukumizu, K.
    • Organizer
      Conference on Empirical Methods in Natural Language Processing (EMNLP2013)
    • Place of Presentation
      Seattle, USA
    • Related Report
      2013 Annual Research Report
  • [Presentation] 高次元データの次元削減2013

    • Author(s)
      福水健次
    • Organizer
      計算材料科学と数学の協働によるスマート材料デザイン手法の探索 ― 階層構造を解析する
    • Place of Presentation
      仙台
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Statistical Methods with Positive Definite Kernels2012

    • Author(s)
      K. Fukumizu
    • Organizer
      The 2nd IMS Asia-Pacific Rim Meeting
    • Related Report
      2013 Final Research Report
    • Invited
  • [Presentation] Statistical Methods with Positive Definite Kernels2012

    • Author(s)
      Kenji Fukumizu
    • Organizer
      The 2nd Institute Mathematical Statistics Asia-Pacific Rim Meeting
    • Place of Presentation
      つくば
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] カーネル法によるセミパラメトリックな特徴抽出とスパース変数選択2012

    • Author(s)
      福水健次
    • Organizer
      圧縮センシングとその周辺(3)
    • Place of Presentation
      広島
    • Related Report
      2012 Annual Research Report
  • [Presentation] スパースモデリングへのセミパラメトリックベイズ推論アプローチ2012

    • Author(s)
      福水健次
    • Organizer
      圧縮センシングとその周辺(4)~スパースモデリングの深化と高次元データ駆動科学の創成~
    • Place of Presentation
      東京
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Kernel Bayes’ Rule and its Applications.2012

    • Author(s)
      Kenji Fukumizu
    • Organizer
      International Symposium on Bayesian Analysis 2012
    • Place of Presentation
      京都
    • Related Report
      2012 Annual Research Report
  • [Presentation] カーネル法によるパーティクルフィルタ2012

    • Author(s)
      金川元信
    • Organizer
      第15回情報論的学習理論ワークショップ (IBIS2012)
    • Place of Presentation
      東京
    • Related Report
      2012 Annual Research Report
  • [Presentation] パラメトリックカーネル平均を用いた状態空間フィルタリングアルゴリズム2012

    • Author(s)
      西山悠
    • Organizer
      第15回情報論的学習理論ワークショップ (IBIS2012)
    • Place of Presentation
      東京
    • Related Report
      2012 Annual Research Report
  • [Presentation] Kernel Bayes' Rule: Nonparametric Bayesian inference with kernels2012

    • Author(s)
      Kenji Fukumizu
    • Organizer
      Neural Information Processing Systems 2012 Workshop
    • Place of Presentation
      Lake Tahoe
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Kernel and Feature Search in Kernel PCA2011

    • Author(s)
      Mori, R., Tanaka, T.
    • Organizer
      第34回情報理論とその応用シンポジウム
    • Place of Presentation
      岩手
    • Year and Date
      2011-11-30
    • Related Report
      2011 Annual Research Report
  • [Presentation] Learning low-rank output kernels2011

    • Author(s)
      Dinuzzo, F., Fukumizu, K.
    • Organizer
      3rd Asian Conference on Machine Learning
    • Place of Presentation
      台湾
    • Year and Date
      2011-11-14
    • Related Report
      2011 Annual Research Report
  • [Presentation] Kernel and Feature Search in Kernel PCA2011

    • Author(s)
      Alam, A., Fukumizu, K.
    • Organizer
      3rd Asian Conference on Machine Learning
    • Place of Presentation
      台湾
    • Year and Date
      2011-11-14
    • Related Report
      2011 Annual Research Report
  • [Presentation] Statistical Mechanical Analysis of Low-Density Parity-Check Codes on General Markov Channel2011

    • Author(s)
      Alam, A., Fukumizu, K.
    • Organizer
      第14回情報論的学習理論ワークショップ
    • Place of Presentation
      奈良
    • Year and Date
      2011-11-09
    • Related Report
      2011 Annual Research Report
  • [Presentation] Graph Zeta Function and Loopy Belief Propagation2011

    • Author(s)
      Watanabe, Y., Fukumizu, K.
    • Organizer
      2011 International Symposium on Nonlinear Theory and its Applications
    • Place of Presentation
      神戸(招待講演)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] Cavity approach to dense random linear equations2011

    • Author(s)
      樺島祥介
    • Organizer
      Interdisciplinary Applications of Statistical Physics & Complex Networks
    • Place of Presentation
      北京(中国)
    • Year and Date
      2011-03-02
    • Related Report
      2010 Annual Research Report
  • [Presentation] Statistical Inference with Reproducing Kernels2011

    • Author(s)
      K. Fukumizu
    • Organizer
      The 8th international ISAAC Congress
    • Related Report
      2013 Final Research Report
    • Invited
  • [Presentation] Graph Zeta Function and Loopy Belief Propagation2011

    • Author(s)
      Watanabe, Y. and Fukumizu, K
    • Organizer
      2011 International Symposium on Nonlinear Theory and its Applications
    • Related Report
      2013 Final Research Report
    • Invited
  • [Presentation] Statistical Inference with Reproducing Kernels2011

    • Author(s)
      Fukumizu, K
    • Organizer
      8th International ISAAC Congress
    • Place of Presentation
      モスクワ(招待講演)
    • Related Report
      2011 Annual Research Report
  • [Presentation] Kernel Method for Bayesian Inference2010

    • Author(s)
      福水健次
    • Organizer
      The 2nd Asian Conference on Machine Learning
    • Place of Presentation
      東京
    • Year and Date
      2010-11-10
    • Related Report
      2010 Annual Research Report
  • [Presentation] Computation of probabilities on graphs and its connection to the graph zeta function2010

    • Author(s)
      福水健次
    • Organizer
      RIKEN Long-term workshop : Mathematical Sciences and Their Applications
    • Place of Presentation
      上諏訪
    • Year and Date
      2010-09-20
    • Related Report
      2010 Annual Research Report
  • [Presentation] Distance, Divergence, and Dependence Measure with Reproducing Kernel Hilbert Spaces2010

    • Author(s)
      福水健次
    • Organizer
      Information Geometry and its Applications III
    • Place of Presentation
      ライプチヒ(ドイツ)
    • Year and Date
      2010-08-05
    • Related Report
      2010 Annual Research Report
  • [Presentation] Channel capacity problem and predictive distribution2010

    • Author(s)
      池田思朗
    • Organizer
      Information Geometry and its Applications III
    • Place of Presentation
      ライプチヒ(ドイツ)
    • Year and Date
      2010-08-03
    • Related Report
      2010 Annual Research Report
  • [Presentation] Nonparametric inference of dependence with positive definite kernels2010

    • Author(s)
      福水健次
    • Organizer
      Sino-foreign-interchange, Workshop on Intelligence Science and Intelligent Data Engineering
    • Place of Presentation
      ハルビン(中国)
    • Year and Date
      2010-06-03
    • Related Report
      2010 Annual Research Report
  • [Presentation] Kernel Method for Bayesian Inference2010

    • Author(s)
      K. Fukumizu
    • Organizer
      The 2nd Asian Conference on Machine Learning
    • Related Report
      2013 Final Research Report
    • Invited
  • [Book] カーネル法入門 -正定値カーネルによるデータ解析-2010

    • Author(s)
      福水健次
    • Publisher
      朝倉書店
    • Related Report
      2013 Final Research Report
  • [Book] カーネル法入門-正定値カーネルによるデータ解析-2010

    • Author(s)
      福水健次
    • Total Pages
      248
    • Publisher
      朝倉書店
    • Related Report
      2010 Annual Research Report
  • [Remarks] ホームページ

    • URL

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

    • Related Report
      2013 Final Research Report
  • [Remarks] Kenji Fukumizu's Home Page

    • URL

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

    • Related Report
      2013 Annual Research Report
  • [Remarks] 福水研究室ホームページ

    • URL

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

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

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

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.ism.ac.jp/fukumizu/

    • Related Report
      2010 Annual Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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