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Time-series data analysis methods for small systems based on algebraic probability theory

Research Project

Project/Area Number 25870339
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Biological physics/Chemical physics/Soft matter physics
Soft computing
Research InstitutionSaitama University (2015)
Kyoto University (2013-2014)

Principal Investigator

OHKUBO Jun  埼玉大学, 理工学研究科, 准教授 (70451888)

Project Period (FY) 2013-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2013: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords確率過程 / 出生死滅過程 / 化学反応系 / 非可換代数 / Doi-Peliti法 / 時系列データ解析 / 細胞内反応 / 計数統計 / 代数的確率論
Outline of Final Research Achievements

Doi-Peliti formalism has been mainly used to analyze birth-death processes, which deals with discrete state variables. I investigated the mathematical meanings of the formalism, and it has been found that discrete variables can be connected to continuous variables and their differentials via the Doi-Peliti formalism. Using the findings, it is possible to derive dual processes from the original stochastic processes in systematic ways. Applying the duality concepts, dual processes for some stochastic differential equations and birth-death processes have been derived. In addition, using the dual processes, it is possible to construct rapid computational frameworks for time-series data analysis for the original stochastic processes.

Report

(4 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Research-status Report
  • 2013 Research-status Report
  • Research Products

    (19 results)

All 2016 2015 2014 2013 Other

All Journal Article (7 results) (of which Peer Reviewed: 7 results,  Acknowledgement Compliant: 3 results) Presentation (7 results) (of which Invited: 3 results) Remarks (5 results)

  • [Journal Article] Nonlinear Kalman filter based on duality relations between continuous and discrete-state stochastic processes2015

    • Author(s)
      Jun Ohkubo
    • Journal Title

      Phys. Rev. E

      Volume: 92 Issue: 4

    • DOI

      10.1103/physreve.92.043302

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration2014

    • Author(s)
      Jun Ohkubo
    • Journal Title

      J. Stat. Phys.

      Volume: 157 Issue: 2 Pages: 380-391

    • DOI

      10.1007/s10955-014-1068-x

    • NAID

      120005676674

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process2014

    • Author(s)
      Jun Ohkubo
    • Journal Title

      J. Phys. A: Math. Theor.

      Volume: 47 Issue: 40 Pages: 405001-405001

    • DOI

      10.1088/1751-8113/47/40/405001

    • NAID

      120005657892

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Noncyclic geometric phase in counting statistics and its role as an excess contribution2013

    • Author(s)
      Jun Ohkubo
    • Journal Title

      Journal of Physics A: Mathematical and Theoretical

      Volume: 46 Issue: 28 Pages: 285001-285001

    • DOI

      10.1088/1751-8113/46/28/285001

    • NAID

      120005307059

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Algebraic probability, classical stochastic processes, and counting statistics2013

    • Author(s)
      Jun Ohkubo
    • Journal Title

      Journal of the Physical Society of Japan

      Volume: 82 Issue: 8 Pages: 084001-084001

    • DOI

      10.7566/jpsj.82.084001

    • NAID

      40019745149

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Extended duality relations between birth-death processes and partial differential equations2013

    • Author(s)
      Jun Ohkubo
    • Journal Title

      Journal of Physics A: Mathematical and Theoretical

      Volume: 46 Issue: 37 Pages: 375004-375004

    • DOI

      10.1088/1751-8113/46/37/375004

    • NAID

      120005526682

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Basics of Counting Statistics2013

    • Author(s)
      Jun Ohkubo
    • Journal Title

      IEICE Transactions on Communications

      Volume: E96.B Issue: 11 Pages: 2733-2740

    • DOI

      10.1587/transcom.E96.B.2733

    • NAID

      130003385116

    • ISSN
      0916-8516, 1745-1345
    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Presentation] 双対性を利用した出生死滅過程の遷移確率の計算2016

    • Author(s)
      大久保 潤
    • Organizer
      日本物理学会 第71回年次大会
    • Place of Presentation
      東北学院大学泉キャンパス(宮城県・仙台市)
    • Year and Date
      2016-03-21
    • Related Report
      2015 Annual Research Report
  • [Presentation] 非可換代数と双対確率過程 -- 量子系の手法で古典確率過程を扱う2015

    • Author(s)
      大久保 潤
    • Organizer
      第59回システム制御情報学会研究発表講演会 (SCI'15), オーガナイズドセッション「量子系とその応用の新展開」
    • Place of Presentation
      中央電気倶楽部(大阪府・大阪市)
    • Year and Date
      2015-05-20
    • Related Report
      2015 Annual Research Report
    • Invited
  • [Presentation] Algebraic approach to time-inhomogeneous birth-death processes2014

    • Author(s)
      Jun Ohkubo
    • Organizer
      日本生物物理学会 第52回年会
    • Place of Presentation
      札幌コンベンションセンター
    • Year and Date
      2014-09-25 – 2014-09-27
    • Related Report
      2014 Research-status Report
  • [Presentation] Toward useful and concise descriptions for dynamics in small systems2014

    • Author(s)
      Jun Ohkubo
    • Organizer
      JSMB/SMB OSAKA 2014
    • Place of Presentation
      Osaka international convention center, Japan
    • Year and Date
      2014-07-28 – 2014-08-01
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] 非平衡定常状態間遷移における幾何学的位相2014

    • Author(s)
      大久保 潤
    • Organizer
      日本物理学会 第69回年次大会
    • Place of Presentation
      東海大学湘南キャンパス
    • Related Report
      2013 Research-status Report
  • [Presentation] Geometric phase discussions for counting statistics2013

    • Author(s)
      Jun Ohkubo
    • Organizer
      2013 Taiwan International Workshop on Biological Physics and Complex Systems (BioComplex-Taiwan-2013)
    • Place of Presentation
      National Taiwan University, Taiwan
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] 確率過程における双対性の拡張2013

    • Author(s)
      大久保 潤
    • Organizer
      日本物理学会 2013年秋季大会
    • Place of Presentation
      徳島大学常三島キャンパス
    • Related Report
      2013 Research-status Report
  • [Remarks] 研究者自身のウェブサイト

    • URL

      http://www.sp.ics.saitama-u.ac.jp/ohkubo/index_j.html

    • Related Report
      2015 Annual Research Report
  • [Remarks] 研究業績のページ(研究代表者が作成した,大学の個人ページ)

    • URL

      http://www-adsys.sys.i.kyoto-u.ac.jp/ohkubo/publications_j.html

    • Related Report
      2014 Research-status Report
  • [Remarks] 研究内容に関する簡単な紹介のページ(研究代表者が作成した,大学の個人ページ)

    • URL

      http://www-adsys.sys.i.kyoto-u.ac.jp/ohkubo/research_j.html

    • Related Report
      2014 Research-status Report
  • [Remarks] 研究業績のページ(研究代表者が作成した,大学の個人ページ)

    • URL

      http://www-adsys.sys.i.kyoto-u.ac.jp/ohkubo/publications_j.html

    • Related Report
      2013 Research-status Report
  • [Remarks] 研究内容に関する簡単な紹介のページ(研究代表者が作成した,大学の個人ページ)

    • URL

      http://www-adsys.sys.i.kyoto-u.ac.jp/ohkubo/research_j.html

    • Related Report
      2013 Research-status Report

URL: 

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

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