2014 Fiscal Year Final Research Report
Theories and Methodologies for High-Dimensional Data Analysis
Project/Area Number |
22300094
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Research Category |
Grant-in-Aid for Scientific Research (B)
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Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Statistical science
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Research Institution | University of Tsukuba |
Principal Investigator |
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Co-Investigator(Kenkyū-buntansha) |
YATA Kazuyoshi 筑波大学, 数理物質系, 助教 (90585803)
SATO-ILIC Mika 筑波大学, システム情報系, 教授 (60269214)
AKAHIRA Masafumi 筑波大学, 名誉教授 (70017424)
KOIKE Ken-ichi 筑波大学, 数理物質系, 准教授 (90260471)
OHYAUCHI Nao 筑波大学, 数理物質系, 助教 (40375374)
|
Project Period (FY) |
2010-04-01 – 2015-03-31
|
Keywords | 高次元データ解析 / 多変量解析 / 主成分分析 / 判別分析 / クラスター分析 / ノイズ掃き出し法 / クロスデータ行列法 / マイクロアレイデータ |
Outline of Final Research Achievements |
We created two high-dimensional PCAs which we called the noise-reduction methodology and cross-data-matrix methodology. We proposed a new model, the power spiked model, for eigenvalues and gave consistent estimators of the eigenvalues, eigenvectors and PC scores. We did pioneering work on band-width confidence regions, two-sample problems, classification, variable selection, regression, pathway analysis and so on. We created the extended cross-data-matrix methodology which gives an unbiased estimator at low cost and applied it to the test of correlations. We considered multiclass discriminant analysis and showed that the distance-based classifier, geometric classifier and feature selection by DQDA are superior to sparse regularized classifiers. We proved their misclassification rates go to zero in high-dimension, non-sparse settings. Our work can be applied to many fields, such as medicine and big data, and has much lower computational costs with higher accuracy than existing methods.
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Free Research Field |
統計科学
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