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Riemannian manifold of multivariate distributions in view of geometrical aspects

Research Project

Project/Area Number 25380265
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Economic statistics
Research InstitutionShinshu University

Principal Investigator

Shiina Yo  信州大学, 学術研究院社会科学系, 教授 (80242709)

Project Period (FY) 2013-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2017: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2014: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Keywords情報幾何 / リーマン多様体 / ダイバージェンス / 曲率 / 接続 / 推定効率 / 漸近展開 / 最尤推定量 / アルファ―ダイバージェンス / リスク / 標本数 / 予測分布 / 第二基本形式 / 微分幾何 / 指数分布族 / 漸近理論
Outline of Final Research Achievements

1) Consider a family of parametric distributions. We get a predictive distribution by inserting the maximum likelihood estimator. We measure the discrepancy the predictive distribution and the true distribution by alpha-divergence and define the risk as its expectation. We derived an asymptotic expansion w.r.t. the sample size. The first term ,i.e. 1/n term equals (the number of the parameters)/2 and the second term, i.e. 1/n^2 term is expressed with various geometrical properties. We gained concrete results for a multinomial distribution, a multivariate normal distribution, a mixture family. 2) We applied the above general result to a multiple regression model with a parametric error distribution. We investigated how the distribution of the explanatory variables and the error distribution affect the geometrical properties in the second term.

Report

(6 results)
  • 2017 Annual Research Report   Final Research Report ( PDF )
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • 2013 Research-status Report
  • Research Products

    (5 results)

All 2017 2016 2015 2014

All Journal Article (3 results) (of which Peer Reviewed: 3 results,  Open Access: 1 results) Presentation (2 results)

  • [Journal Article] Asymptotic expansion of risk for a regression model with respect to alpha-divergence with an application to the simple size problem2017

    • Author(s)
      Yo Sheena
    • Journal Title

      Far East Journal of Theoretical Statistics,

      Volume: 53 Issue: 4 Pages: 187230-187230

    • DOI

      10.17654/ts053040187

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence2017

    • Author(s)
      Yo Sheena
    • Journal Title

      Communications in Statistics - Theory and Methods -

      Volume: - Issue: 16 Pages: 4059-4087

    • DOI

      10.1080/03610926.2017.1380828

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution - geometrical view-2014

    • Author(s)
      Yo Sheena
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 155 Pages: 66-83

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] Asymptotic Expansion of Risk for a Regression Model with respect to $\alpha$-Divergence with an Application to the Sample Size Problem2016

    • Author(s)
      椎名 洋
    • Organizer
      統計数理研究所セミナー
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2016-10-05
    • Related Report
      2016 Research-status Report
  • [Presentation] パラメトリックな確率分布間のDivergenceの漸近展開2015

    • Author(s)
      椎名 洋
    • Organizer
      2015年度統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス
    • Year and Date
      2015-09-08
    • Related Report
      2015 Research-status Report

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Published: 2014-07-25   Modified: 2019-07-29  

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