A new development in Bayesian model averaging from the viewpoints of thermodynamics
| Project/Area Number |
26330044
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Kyushu University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
Dunn Peter University of the Sunshine Coast, Associate Professor
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| Co-Investigator(Renkei-kenkyūsha) |
YANAGIMOTO Takemi 統計数理研究所, 名誉教授 (40000195)
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Keywords | 統計科学 / Bayesモデル平均 / Bayes予測問題 / 熱力学 / モデル平均 / Bayeモデル平均 / Bayes予測 / モデル選択 |
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| Outline of Final Research Achievements |
We formulate a prediction problem, which is an estimation of a probability density, as a risk minimization problem. Here we adopt the alpha-divergence as a loss function for evaluating the goodness of a prediction. The alpha-divergence is a generalization of the Kullback-Leibler divergence. Through this minimization problem, we reveal a duality between the likelihood maximization and the Shannon entropy maximization, which are two of the most important principles in statistical science.
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Report
(4 results)
Research Products
(15 results)
