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Bayesian statistical theory based on latent information priors and its applications

Research Project

Project/Area Number 26280005
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypePartial Multi-year Fund
Section一般
Research Field Statistical science
Research InstitutionThe University of Tokyo

Principal Investigator

Komaki Fumiyasu  東京大学, 大学院情報理工学系研究科, 教授 (70242039)

Co-Investigator(Kenkyū-buntansha) 諸星 穂積  政策研究大学院大学, 政策研究科, 教授 (10272387)
大濱 靖匡  電気通信大学, 大学院情報理工学研究科, 教授 (20243892)
村松 正和  電気通信大学, 大学院情報理工学研究科, 教授 (70266071)
田中 冬彦  大阪大学, 基礎工学研究科, 准教授 (90456161)
Project Period (FY) 2014-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥11,700,000 (Direct Cost: ¥9,000,000、Indirect Cost: ¥2,700,000)
Fiscal Year 2016: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2015: ¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2014: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Keywords予測 / 推定 / ベイズ統計 / 情報量 / 量子統計 / 情報理論 / 情報幾何 / 最適化
Outline of Final Research Achievements

Construction methods for prior distributions in Bayesian analysis have been investigated from theoretical and computational viewpoints. Several theoretical prior construction methods for Bayesian prediction and parameter estimation have been developed. It has been shown that a new metric, which is a generalization of the Fisher metric, plays an essential role. Computational methods for approximating theoretical prior distributions have been proposed. The corresponding results in quantum statistics have also been obtained.

Report

(5 results)
  • 2017 Annual Research Report   Final Research Report ( PDF )
  • 2016 Annual Research Report
  • 2015 Annual Research Report
  • 2014 Annual Research Report
  • Research Products

    (53 results)

All 2018 2017 2016 2015 2014 Other

All Int'l Joint Research (1 results) Journal Article (22 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 22 results,  Open Access: 6 results,  Acknowledgement Compliant: 13 results) Presentation (30 results) (of which Int'l Joint Research: 21 results,  Invited: 5 results)

  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2016 Annual Research Report
  • [Journal Article] Scoring rules for statistical models on spheres2018

    • Author(s)
      Takasu Y., Yano K., Komaki, F.
    • Journal Title

      Statistics & Probability Letters

      Volume: 138 Pages: 111-115

    • DOI

      10.1016/j.spl.2018.02.054

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Multivariate time series decomposition into oscillation components.2017

    • Author(s)
      Matsuda T, Komaki F:
    • Journal Title

      Neural Computation

      Volume: 29 Issue: 8 Pages: 2055-2075

    • DOI

      10.1162/neco_a_00981

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Firing rate estimation using infinite mixture models and its application to neural decoding.2017

    • Author(s)
      Shibue R, Komaki F:
    • Journal Title

      Journal of Neurophysiology

      Volume: 118 Issue: 5 Pages: 2902-2913

    • DOI

      10.1152/jn.00818.2016

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Time series decomposition into oscillation components and phase estimation2017

    • Author(s)
      Matsuda, T. and Komaki, F.
    • Journal Title

      Neural Computation

      Volume: 29 Issue: 2 Pages: 332-367

    • DOI

      10.1162/neco_a_00916

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Information criteria for prediction when the distributions of current and future observations differ2017

    • Author(s)
      Keisuke Yano and Fumiyasu Komaki
    • Journal Title

      Statistica Sinica

      Volume: 印刷中 Pages: 1205-1223

    • DOI

      10.5705/ss.202015.0380

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Bayesian optimal response-adaptive design for binary responses using stopping rule2016

    • Author(s)
      Fumiyasu Komaki, Atanu Biswas
    • Journal Title

      Statistical Methods in Medical Research

      Volume: - Issue: 3 Pages: 891-904

    • DOI

      10.1177/0962280216647210

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Pure Nash Equilibria of Competitive Diffusion Process on Toroidal Grid Graphs2016

    • Author(s)
      Yuki Sukenari, Kunihito Hoki, Satoshi Takahashi, Masakazu Muramatsu
    • Journal Title

      Discrete Applied Mathematics

      Volume: 215 Pages: 31-40

    • DOI

      10.1016/j.dam.2016.07.021

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] 畳み込みニューラルネットワークを用いた囲碁における一局の棋譜からの棋力推定2016

    • Author(s)
      荒木伸夫、保木邦仁、村松正和
    • Journal Title

      情報処理学会論文誌

      Volume: 57 Pages: 2365-2373

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A Structural Geometrical Analysis of Weakly Infeasible SDPs2016

    • Author(s)
      Bruno F. Lourenco, Masakazu Muramatsu, Takashi Tsuchiya
    • Journal Title

      Journal of Operations Research Society of Japan

      Volume: 59 Pages: 241-257

    • NAID

      130005163067

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Determinantal point process priors for Bayesian variable selection in linear regression2016

    • Author(s)
      Kojima, M. and Komaki, F.
    • Journal Title

      Statistica Sinica

      Volume: 26 Pages: 97-117

    • DOI

      10.5705/ss.202014.0161

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Relations between the conditional normalized maximum likelihood distributions and the latent information priors2016

    • Author(s)
      Kojima, M. and Komaki, F.
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: 62 Issue: 1 Pages: 539-553

    • DOI

      10.1109/tit.2015.2496581

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Simultaneous prediction for independent Poisson processes with different durations2015

    • Author(s)
      Komaki, F.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 141 Pages: 35-48

    • DOI

      10.1016/j.jmva.2015.06.008

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Singular value shrinkage priors for Bayesian prediction2015

    • Author(s)
      Matsuda, T. and Komaki, F.
    • Journal Title

      Biometrika

      Volume: 102 Issue: 4 Pages: 843-854

    • DOI

      10.1093/biomet/asv036

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] An estimation procedure for contingency table models based on the nested geometry2015

    • Author(s)
      Hirose, Y. and Komaki, F.
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 45 Pages: 57-75

    • NAID

      130005152510

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Gaussian CEO Problem in the Case of Scalar Source and Vector Observations2015

    • Author(s)
      Yasutada Oohama
    • Journal Title

      IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

      Volume: E98.A Issue: 12 Pages: 2367-2375

    • DOI

      10.1587/transfun.E98.A.2367

    • NAID

      130005112011

    • ISSN
      0916-8508, 1745-1337
    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On Two Strong Converse Theorems for Discrete Memoryless Channels2015

    • Author(s)
      Yasutada Oohama
    • Journal Title

      IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

      Volume: E98.A Issue: 12 Pages: 2471-2475

    • DOI

      10.1587/transfun.E98.A.2471

    • NAID

      130005111998

    • ISSN
      0916-8508, 1745-1337
    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The optimal use of rate-limited randomness in broadcast channels with confidential messages2015

    • Author(s)
      Shun Watanabe and Yasutada Oohama
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: 61 Issue: 2 Pages: 983-995

    • DOI

      10.1109/tit.2014.2382096

    • Related Report
      2015 Annual Research Report 2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weak infeasibility in second order cone programming2015

    • Author(s)
      Bruno F. Lourenco , Masakazu Muramatsu, Takashi Tsuchiya
    • Journal Title

      Optimization letters

      Volume: First online Issue: 8 Pages: 1-13

    • DOI

      10.1007/s11590-015-0982-4

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Asymptotic Properties of Bayesian Predictive Densities When the Distributions of Data and Target Variables are Different2015

    • Author(s)
      Komaki, F.
    • Journal Title

      Bayesian Analysis

      Volume: 10 Issue: 1 Pages: 31-51

    • DOI

      10.1214/14-ba886

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Indirect and direct Gaussian distributed source coding problems2015

    • Author(s)
      Yasutada Oohama
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: 60 Issue: 12 Pages: 7506-7539

    • DOI

      10.1109/tit.2014.2361332

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Cognitive interference channels with confidential messages under randomeness constraint2015

    • Author(s)
      Shun Watanabe, Yasutada Oohama
    • Journal Title

      IEEE Transactions on Information Theory

      Volume: 60 Issue: 12 Pages: 7698-7707

    • DOI

      10.1109/tit.2014.2360683

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotically Constant-Risk Predictive Densities When the Distributions of Data and Target Variables Are Different2014

    • Author(s)
      Yano, K. and Komaki, F.
    • Journal Title

      Entropy

      Volume: 16 Issue: 6 Pages: 3026-3048

    • DOI

      10.3390/e16063026

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Presentation] Information Geometry of predictive densities and its application to Poisson regression2017

    • Author(s)
      Fumiyasu Komaki
    • Organizer
      Lilac International Conference of Application on Statistics (LICAS 2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Neural decoding based on an infinite mixture model2017

    • Author(s)
      Ryohei Shibue and Fumiyasu Komaki
    • Organizer
      The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Shrinkage Priors for Poisson-Based Models and Their Applications2017

    • Author(s)
      Fumiyasu Komaki
    • Organizer
      Joint Statistical Meetings 2017(JSM2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A predictive approach to statistical problems with multiplicity2017

    • Author(s)
      Fumiyasu Komaki
    • Organizer
      CMStatistics 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Shrinkage Priors for a Class of Poisson Regression Models2016

    • Author(s)
      Fumiyasu Komaki
    • Organizer
      CMStatistics 2016
    • Place of Presentation
      Higher Technical School of Engineering, University of Seville, Spain
    • Year and Date
      2016-12-10
    • Related Report
      2016 Annual Research Report
  • [Presentation] Performance analysis of the interval algorithm for random number generation in the case of Markov coin tossings2016

    • Author(s)
      Yasutada Oohama
    • Organizer
      NOLTA2016
    • Place of Presentation
      Yugawara, Japan
    • Year and Date
      2016-11-27
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Exponent function for Wyner-Ziv source coding problem at rates below the rate distortion function2016

    • Author(s)
      Yasutada Oohama
    • Organizer
      ISITA2016
    • Place of Presentation
      Monterey, California, USA
    • Year and Date
      2016-10-30
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Exponent function for asymmetric broadcast channels at rates outside the capacity region2016

    • Author(s)
      Yasutada Oohama
    • Organizer
      ISITA2016
    • Place of Presentation
      Monterey, California, USA
    • Year and Date
      2016-10-30
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Strong converse for state dependent channels with full state information at the sender and partial state information at the receiver2016

    • Author(s)
      Yasutada Oohama
    • Organizer
      The IEEE Information Theory Workshop (ITW) 2016
    • Place of Presentation
      Robinson College, Cambridge, UK
    • Year and Date
      2016-09-11
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Empirical study on generating mixture quasirandom points with geometric consideration2016

    • Author(s)
      諸星穂積
    • Organizer
      12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
    • Place of Presentation
      Stanford University
    • Year and Date
      2016-08-14
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Weak Infeasibility, Facial Reduction, and Geometry in Conic Programming2016

    • Author(s)
      Masakazu Muramatsu
    • Organizer
      International Conference on Continous Optimization 2016
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2016-08-09
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Weak infeasibility, facial reduction, and duality in conic programming2016

    • Author(s)
      Masakazu Muramatsu
    • Organizer
      The 10th International Conference on Optimization: Techniques and applications
    • Place of Presentation
      Best Western Premier Tuushin hotel, Ulaanbaatar, Mongolia
    • Year and Date
      2016-07-23
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Computing the optimal exponent of correct decoding for discrete memoryless sources2016

    • Author(s)
      Yutaka Jitsumatsu and Yasutada Oohama
    • Organizer
      The 2016 IEEE International Symposium on Information Theory
    • Place of Presentation
      Barcelona, Spain
    • Year and Date
      2016-07-10
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Bayes Projection and its Applications to High-dimensional Problems2016

    • Author(s)
      Fumiyasu Komaki
    • Organizer
      The 4th Institute of Statistical Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      The Chinese University of Hong Kong, Hong Kong
    • Year and Date
      2016-06-30
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] How to construct the optimal Bayesian measurement in quantum statistical decision theory2016

    • Author(s)
      Tanaka, F.
    • Organizer
      American Physical Society March meeting
    • Place of Presentation
      Baltimore, USA
    • Year and Date
      2016-03-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Iterative algorithms for constructing priors2015

    • Author(s)
      Komaki, F.
    • Organizer
      The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
    • Place of Presentation
      London, UK
    • Year and Date
      2015-12-12
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Bayesian prediction and the predictive metric2015

    • Author(s)
      Komaki, F.
    • Organizer
      Analytical Methods in Statistics (AMISTAT 2015)
    • Place of Presentation
      Prague, Czech Republic
    • Year and Date
      2015-11-10
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Two Approaches to Cooperative Covering Location Problem and its Application to Ambulance Deployment2015

    • Author(s)
      Morohosi, H. and Furta, T.
    • Organizer
      International Conference on Operations Research
    • Place of Presentation
      Vienna, Austria
    • Year and Date
      2015-09-01
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A Relative Interior Seeking Procedure for Second Order Cone Programming and Feasibility Issues2015

    • Author(s)
      Lourenco, B. F., Muramatsu, M. and Tsuchiya, T.
    • Organizer
      22nd International Symposium on Mathematical Programming
    • Place of Presentation
      Pittsburgh PA, USA
    • Year and Date
      2015-07-12
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A new iterative algorithm for computing the optimal exponent of correct decoding for discrete memoryless channels2015

    • Author(s)
      Oohama, Y. and Jitsumatsu Y.
    • Organizer
      IEEE International Symposium on Information Theory (ISIT)
    • Place of Presentation
      Hong Kong, China
    • Year and Date
      2015-06-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Exponent function for one helper source coding problem at rates outside the rate region2015

    • Author(s)
      Oohama, Y.
    • Organizer
      IEEE International Symposium on Information Theory (ISIT)
    • Place of Presentation
      Hong Kong, China
    • Year and Date
      2015-06-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A Statistical Model Analysis of Urban Ambulance System and its Application to Location Problems2015

    • Author(s)
      Morohosi, H. and Furta, T.
    • Organizer
      XXII EURO Working Group on Locational Analysis Meeting
    • Place of Presentation
      Budapest, Hungary
    • Year and Date
      2015-05-20
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Quantum Minimax Theorem2015

    • Author(s)
      Tanaka, F.
    • Organizer
      The 18th Conference on Quantum Information Processing
    • Place of Presentation
      University of Technology, Sydney, Australia
    • Year and Date
      2015-01-12
    • Related Report
      2014 Annual Research Report
  • [Presentation] Weak Status of Conic Programming, Masakazu Muramatsu2014

    • Author(s)
      Muramatsu, M.
    • Organizer
      First Pacific Optimization Conference
    • Place of Presentation
      Wuxi, China
    • Year and Date
      2014-10-31
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Monte-Carlo Simulation Adjusting2014

    • Author(s)
      Araki, N., Muramatsu, M., Hoki, K., and Takahashi, S.
    • Organizer
      AAAI2014
    • Place of Presentation
      Quebec, Canada
    • Year and Date
      2014-07-21
    • Related Report
      2014 Annual Research Report
  • [Presentation] Applying multicommodity transshipment network flow optimization technique under uncertainty to measure the robustness of the transportation network for emergent situation2014

    • Author(s)
      Parwanto, N. B., Morohosi, H., and Oyama, T.
    • Organizer
      20th Conference of the International Federation of Operational Research Societies
    • Place of Presentation
      Barcelona, Spain
    • Year and Date
      2014-07-13 – 2014-07-18
    • Related Report
      2014 Annual Research Report
  • [Presentation] One Helper Source Coding Problem for a Class of Correlated Sources with Memory2014

    • Author(s)
      Oohama, Y.
    • Organizer
      The 2014 IEEE International Symposium on Information Theory
    • Place of Presentation
      Honolulu, USA
    • Year and Date
      2014-06-30
    • Related Report
      2014 Annual Research Report
  • [Presentation] Prior Construction Based on the Predictive Metric2014

    • Author(s)
      Komaki, F.
    • Organizer
      42nd Annual Meeting of the Statistical Society of Canada
    • Place of Presentation
      University of Toronto, Canada
    • Year and Date
      2014-05-28
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] A Geometrical Analysis of Weak Infeasibility in Semidefinite Programming and Related Issues2014

    • Author(s)
      Lourenco, B. F., Muramatsu, M., and Tsuchiya, T.
    • Organizer
      SIAM Conference on Optimization
    • Place of Presentation
      San Diego, USA
    • Year and Date
      2014-05-22
    • Related Report
      2014 Annual Research Report
  • [Presentation] A computational study of filter-based optimization algorithm by randomized quasi-Monte Carlo method2014

    • Author(s)
      Morohosi, H.
    • Organizer
      11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
    • Place of Presentation
      KU Leuven, Belgium
    • Year and Date
      2014-04-06 – 2014-04-11
    • Related Report
      2014 Annual Research Report

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Published: 2014-04-04   Modified: 2019-03-29  

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