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Sparse estimation via regularization and its application to ultra high-dimensional data

Research Project

Project/Area Number 24700277
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionOsaka University

Principal Investigator

HIROSE Kei  大阪大学, 基礎工学研究科, 助教 (40609806)

Research Collaborator YAMAMOTO Michio  京都大学, 医学(系)研究科(研究院), 助教 (50721396)
Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2012: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywordsスパース推定 / L1正則化 / モデル選択 / 因子分析 / 因子分析モデル / 因子回帰モデル / 非凸ペナルティ / lasso / 線形回帰モデル
Outline of Final Research Achievements

Sparse estimation via L1 regularization enables us to analyze the ultra high-dimeniosnal data, and it has been rapidly developed in the recent years. I made two research achievements in this project. First, I developed an efficient algorithm that estimates the tuning parameter in sparse regression modeling. Second, I proposed the L1 regularization procedure in the factor analysis model, and investigated the relationship between the traditional rotation technique and regularization procedure. I showed that the regularization is viewed as the generalization of the rotation method. I have also made a free software package in R (msgps and fanc).

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (20 results)

All 2015 2014 2013 2012 Other

All Journal Article (7 results) (of which Peer Reviewed: 6 results) Presentation (13 results) (of which Invited: 2 results)

  • [Journal Article] Full information maximum likelihood estimation in factor analysis with a lot of missing values2015

    • Author(s)
      Hirose, K., Kim, S., Kano, Y., Imada, M., Yoshida, M. and Matsuo, M.
    • Journal Title

      Journal of Statistical Computation and Simulation

      Volume: 印刷中 Issue: 1 Pages: 91-104

    • DOI

      10.1080/00949655.2014.995656

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of an oblique structure via penalized likelihood factor analysis2014

    • Author(s)
      Hirose, K. and Yamamoto, M.
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: 79 Pages: 120-132

    • DOI

      10.1016/j.csda.2014.05.011

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Sparse estimation via nonconcave penalized likelihood in a factor analysis model2014

    • Author(s)
      Hirose, K. and Yamamoto, M.
    • Journal Title

      Statistics and Computing

      Volume: 印刷中

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Lassoタイプの正則化法に基づくスパース推定法を用いた超高次元データ解析2014

    • Author(s)
      廣瀬慧
    • Journal Title

      京都大学 数理解析研究所講究録

      Volume: 印刷中

    • Related Report
      2013 Research-status Report
  • [Journal Article] Tuning parameter selection in sparse regression modeling2013

    • Author(s)
      Hirose, K., Tateishi, S. and Konishi, S.
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: 59 Pages: 28-40

    • DOI

      10.1016/j.csda.2012.10.005

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Creating facial animation of characters via MoCap data2012

    • Author(s)
      Hirose, K., and Higuchi, T.
    • Journal Title

      Journal of Applied Statistics

      Volume: 39 Issue: 12 Pages: 2583-2597

    • DOI

      10.1080/02664763.2012.724391

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] NNRMLR: A Combined Method of Nearest Neighbor Regression and Multiple Linear Regression2012

    • Author(s)
      Hirose, H., Soejima, Y. and Hirose, K.
    • Journal Title

      Proceedings of 6th International Workshop on e-Activity

      Volume: - Pages: 351-356

    • DOI

      10.1109/iiai-aai.2012.76

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] Estimation of factor correlation in penalized likelihood factor analysis2014

    • Author(s)
      Hirose, K., and Yamamoto, M.
    • Organizer
      7th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM 2014)
    • Place of Presentation
      University of Pisa, Italy
    • Year and Date
      2014-12-06 – 2014-12-08
    • Related Report
      2014 Annual Research Report
  • [Presentation] 因子間相関を仮定した因子分析モデルの正則化スパース推定2014

    • Author(s)
      廣瀬慧,山本倫生
    • Organizer
      日本計算機統計学会第28回シンポジウム
    • Place of Presentation
      沖縄科学技術大学院大学
    • Year and Date
      2014-11-13 – 2014-11-15
    • Related Report
      2014 Annual Research Report
  • [Presentation] Extension of Rotation Technique via Penalization in Factor Analysis Model2014

    • Author(s)
      Hirose, K., and Yamamoto, M.
    • Organizer
      International Conference on Advances in Interdisciplinary Statistics and Combinatorics (AISC 2014)
    • Place of Presentation
      University of North Carolina at Greensboro
    • Year and Date
      2014-10-10 – 2014-10-12
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] 正則化スパース因子分析は因子回転に取って代わるのか?2014

    • Author(s)
      廣瀬慧,山本倫生
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Related Report
      2013 Research-status Report
  • [Presentation] Lasso-type penalized maximum likelihood factor analysis via nonconvex penalties.2014

    • Author(s)
      Hirose, K., and Yamamoto, M.
    • Organizer
      The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM 2014)
    • Place of Presentation
      Howard International House, Taipei, Taiwan
    • Related Report
      2013 Research-status Report
  • [Presentation] Tuning parameter selection in sparse regression modeling2012

    • Author(s)
      Hirose, K., Tateishi, S. and Konishi, S.
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM 2012)
    • Place of Presentation
      Tsukuba International Congress Center, Japan
    • Related Report
      2012 Research-status Report
  • [Presentation] Rパッケージ "fanc": L1型正則化法に基づく因子分析モデルのスパース推定とその可視化

    • Author(s)
      廣瀬慧,山本倫生,永田晴久
    • Organizer
      日本計算機統計学会 第27回シンポジウム
    • Place of Presentation
      市民会館崇城大学ホール(熊本県熊本市中央区)
    • Related Report
      2013 Research-status Report
  • [Presentation] ガウシアングラフィカルモデルのスパース推定における正則化項の検討

    • Author(s)
      小倉幸弘,廣瀬慧,下平英寿
    • Organizer
      日本計算機統計学会 第27回シンポジウム
    • Place of Presentation
      市民会館崇城大学ホール(熊本県熊本市中央区)
    • Related Report
      2013 Research-status Report
  • [Presentation] L1型正則化法を用いた職場の人間関係におけるつながり感回帰式の導出

    • Author(s)
      吉田学, 今田美幸, 廣瀬慧, 松尾真人
    • Organizer
      2013年度統計関連学会連合大会
    • Place of Presentation
      大阪大学豊中キャンパス(大阪府豊中市)
    • Related Report
      2013 Research-status Report
  • [Presentation] Lasso-type penalized maximum likelihood factor analysis

    • Author(s)
      Hirose, K., and Yamamoto, M.
    • Organizer
      Joint Statistical Meeting 2013
    • Place of Presentation
      Palais des congres de Montreal, Montreal, Canada
    • Related Report
      2013 Research-status Report
  • [Presentation] Penalized likelihood factor analysis via non-convex penalties

    • Author(s)
      Hirose, K., and Yamamoto, M.
    • Organizer
      5th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM 2012)
    • Place of Presentation
      Conference Center, Oviedo, Spain.
    • Related Report
      2012 Research-status Report
    • Invited
  • [Presentation] Regularization Parameter Selection in Convex and Non-Convex Penalized Least Squares Estimation

    • Author(s)
      Hirose, K., Tateishi, S. and Konishi, S.
    • Organizer
      Joint Statistical Meeting 2012
    • Place of Presentation
      Convention Centre in San Diego, USA
    • Related Report
      2012 Research-status Report
  • [Presentation] LARSによるモデル選択基準の構成とスパース回帰モデリング

    • Author(s)
      保科架風,廣瀬慧,小西 貞則
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Research-status Report

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Published: 2013-05-31   Modified: 2019-07-29  

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