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Prediction and Conditional Normalized Maximum Likelihood Distribution

Research Project

Project/Area Number 26730014
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionHokkaido University (2017)
The University of Tokyo (2014-2016)

Principal Investigator

HIROSE Yoshihiro  北海道大学, 情報科学研究科, 准教授 (10637391)

Project Period (FY) 2014-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2017: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2016: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2015: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords統計的予測 / 統計的決定理論 / 予測 / 条件付き正規化最尤分布 / 情報幾何
Outline of Final Research Achievements

This research project treated the conditional normalized maximum likelihood distribution, which is a conditional probability distribution. We were also interested in a measure of probability distributions which is called the conditional regret. When we fix past observations and when we consider the average of the past observations, another probability distribution is superior to the conditional normalized maximum likelihood distribution if they are evaluated with the Kullback-Leibler information. That probability distribution attains the minimax of another measure of probability distributions, which is called the conditional regret risk. Furthermore, the probability distribution coincides with the projection of the conditional normalized maximum likelihood distribution on the space of the Bayesian predictions.

Report

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

    (13 results)

All 2018 2017 2016 2015 2014 Other

All Journal Article (3 results) (of which Peer Reviewed: 3 results,  Open Access: 2 results,  Acknowledgement Compliant: 1 results) Presentation (7 results) (of which Int'l Joint Research: 3 results,  Invited: 1 results) Remarks (3 results)

  • [Journal Article] Paired Comparison Models with Age Effects Modeled as Piecewise Quadratic Splines2018

    • Author(s)
      Kenji Araki, Yoshihiro Hirose, Fumiyasu Komaki
    • Journal Title

      International Journal of Forecasting

      Volume: 印刷中

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Second-order matching prior family parametrized by sample size and matching probability2018

    • Author(s)
      Toyoto Tanaka, Yoshihiro Hirose, Fumiyasu Komaki
    • Journal Title

      Statistical Papers

      Volume: 印刷中 Issue: 4 Pages: 1701-1717

    • DOI

      10.1007/s00362-018-1001-5

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] An Estimation Procedure for Contingency Table Models Based on the Nested Geometry2015

    • Author(s)
      Yoshihiro Hirose, Fumiyasu Komaki
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: Vol. 45 Pages: 57-75

    • NAID

      130005152510

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Presentation] 条件付き正規化最尤分布とその評価尺度について2017

    • Author(s)
      廣瀬善大
    • Organizer
      2017年度統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] A Decision-theoretic Property of Conditional Normalized Maximum Likelihood Distribution2017

    • Author(s)
      Yoshihiro Hirose
    • Organizer
      CMStatistics 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 条件付き正規化最尤分布とその決定理論的性質について2016

    • Author(s)
      廣瀬 善大
    • Organizer
      2016年度統計関連学会連合大会
    • Place of Presentation
      金沢大学(石川県・金沢市)
    • Year and Date
      2016-09-04
    • Related Report
      2016 Research-status Report
  • [Presentation] 入れ子構造の情報幾何を利用した統計的推定2016

    • Author(s)
      廣瀬 善大
    • Organizer
      2016年度統計関連学会連合大会
    • Place of Presentation
      金沢大学(石川県・金沢市)
    • Year and Date
      2016-09-04
    • Related Report
      2016 Research-status Report
    • Invited
  • [Presentation] An Estimation Procedure Based on the Information Geometry of Dually Flat Spaces2015

    • Author(s)
      Yoshihiro Hirose
    • Organizer
      RSS 2015 Annual Conference
    • Place of Presentation
      エクセタ―(イギリス)
    • Year and Date
      2015-09-07
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] An Information-Geometrical Path Algorithm for Poisson Regression2015

    • Author(s)
      Yoshihiro Hirose
    • Organizer
      60th ISI World Statistics Congress (ISI 2015)
    • Place of Presentation
      リオデジャネイロ(ブラジル)
    • Year and Date
      2015-07-26
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 条件付き正規化最尤分布の許容性に関する性質2014

    • Author(s)
      廣瀬善大
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学(東京・文京区)
    • Year and Date
      2014-09-15
    • Related Report
      2014 Research-status Report
  • [Remarks] 廣瀬善大のホームページ

    • URL

      https://sites.google.com/view/yoshihirohirose/japanese

    • Related Report
      2016 Research-status Report
  • [Remarks] 廣瀬善大のホームページ

    • URL

      http://www.stat.t.u-tokyo.ac.jp/~hirose/

    • Related Report
      2015 Research-status Report
  • [Remarks] 廣瀬善大のホームページ

    • URL

      http://www.simplex.t.u-tokyo.ac.jp/~hirose/index.html

    • Related Report
      2014 Research-status Report

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

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