A reformulation of Bayesian statistics as pediction theory and its applications

• Project/Area Number: 23300104
• Research Category: Grant-in-Aid for Scientific Research (B)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Statistical science
• Research Institution: The University of Tokyo
• Principal Investigator: KOMAKI Fumiyasu 東京大学, 情報理工学(系)研究科, 教授 (70242039)
• Co-Investigator(Kenkyū-buntansha): MOROHOSHI Hozumi 政策研究大学院大学, 政策研究科, 教授 (10272387)
• Co-Investigator(Renkei-kenkyūsha): TANAKA Fuyuhiko 大阪大学, 基礎工学研究科, 准教授 (90456161)
• Project Period (FY): 2011-04-01 – 2014-03-31
• Project Status: Completed (Fiscal Year 2013)
• Budget Amount: ¥7,670,000 (Direct Cost: ¥5,900,000、Indirect Cost: ¥1,770,000); Fiscal Year 2013: ¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000); Fiscal Year 2012: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000); Fiscal Year 2011: ¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
• Keywords: 予測理論 / ベイズ統計 / 情報量

Research Abstract

Constructing methods for prior distributions in Bayesian statistics based on maximization of the conditional mutual information are investigated. In particular, statistical testing problems are formulated as a prediction problem by setting the null hypothesis as 0 and the alternative hypothesis as 1. It is shown that prior distributions that have not been considered in previous studies naturally appear. Numerical algorithms for maximizing the mutual information are developed.

Research Products

• [Journal Article] Bayesian testing of a point null hypothesis based on the latent information prior (2013)
  • Author(s): Komaki, F
  • Journal Title: Entropy Volume: vol.15 Pages: 4416-4431
• [Journal Article] Edge selection based on???? (2013)
  • Author(s): Hirose, Y. and Komaki, F
  • Journal Title: the geometry of dually flat spaces for Gaussian graphical models Volume: vol.23 Pages: 793-800
• [Journal Article] Bayesian testing of a point null hypothesis based on the latent information prior (2013)
  • Author(s): Komaki, F.
  • Journal Title: Entropy Volume: 15 Issue: 10 Pages: 4416-4431
  • DOI: 10.3390/e15104416
  • Peer Reviewed
• [Journal Article] Edge selection based on the geometry of dually flat spaces for Gaussian graphical models (2013)
  • Author(s): Hirose, Y. and Komaki, F.
  • Journal Title: Statistics and Computing Volume: ？ Issue: 6 Pages: 793-800
  • DOI: 10.1007/s11222-012-9347-3
  • Peer Reviewed
• [Journal Article] Asymptotically minimax Bayesian predictive densities for multinomial models (2012)
  • Author(s): Komaki, F
  • Journal Title: Electronic Journal of Statistics Volume: vol.6 Pages: 934-957
• [Journal Article] Asymptotically minimax Bayesian predictive densities for multinomial models (2012)
  • Author(s): Komaki, F.
  • Journal Title: Electronic Journal of Statistics Volume: 6 Issue: none Pages: 934-957
  • DOI: 10.1214/12-ejs700
  • Peer Reviewed
• [Journal Article] Bayesian predictive densities based on latent information priors (2011)
  • Author(s): Komaki, F
  • Journal Title: Journal of Statistical Planning and Inference Volume: vol.141 Pages: 3705-3715
• [Journal Article] Bayesian predictive densities based on latent information priors (2011)
  • Author(s): Komaki, F.
  • Journal Title: Journal of Statistical Planning and Inference Volume: 141 Issue: 12 Pages: 3705-3715
  • DOI: 10.1016/j.jspi.2011.06.009
  • Peer Reviewed
• [Presentation] Bayesian predictive densities when the distributions of data and target variables are different (2013)
  • Author(s): Komaki, F
  • Organizer: WITMSE 2013 : The Sixth Workshop on Information Theoretic Methods in Science and Engineering
  • Place of Presentation: The University of Tokyo
  • Year and Date: 2013-08-28
  • Invited
• [Presentation] Optimization model and simulation for improving ambulance service system (2013)
  • Author(s): Morohosi, M. and Furuta, T
  • Organizer: The 11th International Symposium on Operations Research & Its Applications
  • Place of Presentation: Huangshan, China
  • Year and Date: 2013-08-23
• [Presentation] A computational study of likelihood estimation by randomized quasi-Monte Carlo method for filtering problems (2013)
  • Author(s): Morohosi, M
  • Organizer: Ninth IMAC seminar on Monte Carlo Methods
  • Place of Presentation: Annecy-le-Vieux, France
  • Year and Date: 2013-07-15
• [Presentation] Minimizing the spatial mismatch of ambulance service in Tokyo (2013)
  • Author(s): Furuta, T. and Morohosi, M.
  • Organizer: INFORMS Healthcare 2013
  • Place of Presentation: Chicago, USA
  • Year and Date: 2013-06-25
• [Presentation] On the Use of Latent Information Priors (2012)
  • Author(s): Komaki, F
  • Organizer: ISBA 2012 World Meeting
  • Place of Presentation: Kyoto Terrsa Conference Center, Kyoto, Japan
  • Invited
• [Presentation] Hypercube simulation analysis for a large-scale ambulance service system (2012)
  • Author(s): Morohosi, H. and Furuta, T
  • Organizer: The 2012 Winter Simulation Conference
  • Place of Presentation: Berlin, Germany
• [Presentation] Second-order Matching Priors Depending on Sample Sizes (2012)
  • Author(s): Tanaka, T. and Komaki, F
  • Organizer: The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2012)
  • Place of Presentation: Tsukuba International Congress Center, Tsukuba, Japan
• [Presentation] Bayesian Inference from a Predictive Perspective (2012)
  • Author(s): Komaki, F
  • Organizer: The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS APRM 2012)
  • Place of Presentation: Tsukuba International Congress Center, Tsukuba, Japan
  • Invited
• [Presentation] Hybrid Quasi-Monte Carlo Method for the Simulation of State Space Models (2012)
  • Author(s): Morohosi, H
  • Organizer: The Tenth International Symposium on Operations Research and Its Applications (ISORA 2011)
  • Place of Presentation: Dunhuang, China
• [Presentation] Bayesian Inference Based on Latent Information Priors (2011)
  • Author(s): Komaki, F
  • Organizer: The 7th International Congress on Industrial and Applied Mathematics - ICIAM 2011
  • Place of Presentation: Vancouver, Canada
• [Presentation] Hybrid Quasi-Monte Carlo Method for the Simulation of State Space Models (2011)
  • Author(s): Morohosi, H.
  • Organizer: The Tenth International Symposium on Operations Research and Its Applications (ISORA 2011)
  • Place of Presentation: Dunhuang, China
• [Presentation] Bayesian predictive densities when the distributions of data and target variables are different
  • Author(s): Komaki, F.
  • Organizer: WITMSE 2013: The Sixth Workshop on Information Theoretic Methods in Science and Engineering
  • Place of Presentation: The University of Tokyo
  • Invited
• [Presentation] Optimization model and simulation for improving ambulance service system
  • Author(s): Morohosi, M. and Furuta, T.
  • Organizer: The 11th International Symposium on Operations Research & Its Applications
  • Place of Presentation: Huangshan, China
• [Presentation] A computational study of likelihood estimation by randomized quasi-Monte Carlo method for filtering problems
  • Author(s): Morohosi, M.
  • Organizer: Ninth IMAC seminar on Monte Carlo Methods
  • Place of Presentation: Annecy-le-Vieux, France