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Mathematical modeling for high-dimensional nonlinear data and its application to the analysis of complex phenomena

Research Project

Project/Area Number 13440034
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKYUSHU UNIVERSITY

Principal Investigator

KONISHI Sadanori  KYUSHU UNIVERSITY, Faculty of Mathematics, Professor, 大学院・数理学研究院, 教授 (40090550)

Co-Investigator(Kenkyū-buntansha) HYAKUTAKE Hiroto  KYUSHU UNIVERSITY, Faculty of Mathematics, Associate Professor, 大学院・数理学研究院, 助教授 (70181120)
UCHIDA Masayuki  KYUSHU UNIVERSITY, Faculty of Mathematics, Associate Professor, 大学院・数理学研究院, 助教授 (70280526)
MAESONO Yoshihiko  KYUSHU UNIVERSITY, Faculty of Economics, Professor, 大学院・経済学研究院, 教授 (30173701)
YANAGAWA Takashi  Kurume University, Bio-statistics center, Director general, バイオ統計センター, 教授 (80029488)
Project Period (FY) 2001 – 2004
Project Status Completed (Fiscal Year 2004)
Budget Amount *help
¥11,700,000 (Direct Cost: ¥11,700,000)
Fiscal Year 2004: ¥3,100,000 (Direct Cost: ¥3,100,000)
Fiscal Year 2003: ¥3,000,000 (Direct Cost: ¥3,000,000)
Fiscal Year 2002: ¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 2001: ¥3,100,000 (Direct Cost: ¥3,100,000)
KeywordsNonlinear modeling / Bayesian model selection criterion / Radial basis function / Classification and Discrimination / Functional data analysis / Nonlinear time series analysis / Diffusion process / Regularized basis expansions / 非線形基底展開 / ノンパラメトリックグラフィカルモデリング / 統計的因果関係 / 統計的漸近理論 / 繰り返し測定値 / 基底関数展開法 / 非線形構造解析 / グラフィカルモデリング / カオス的時系列 / L-統計量 / 非線形判別 / 高次元データ解析 / ニューラルネットワーク / 超過変動 / 多重比較 / 漸近理論 / 情報量規準 / バイオ統計学 / 複雑非線形データ解析 / ブートストラップ
Research Abstract

In recent years the wide availability of fast and inexpensive computers enables us to accumulate a huge amount of data, and the effective use of databases are required in order to create innovation and values and to solve important science and engineering problems. Statistical challenges posed by large data sets arise in such areas as genome databases in life science, remote-sensing data from earth observing satellites, POS data in marketing and economic data. Through this research project we have investigated the problem of constructing various types of statistical nonlinear modeling strategies and obtained the results in the following :
(1)We proposed nonlinear modeling techniques ; determining a set of basis functions, estimating the unknown parameters by regularization and then evaluating the constructed model to select a suitable one among competing models. We describe modeling based on functional approach and introduce a generalized information criterion. Bayesian information criterion BIC is also extended in such a way that it can be applied to the evaluation of models estimated by the method of regularization.
(2)We proposed functional regression modeling and functional discriminant analysis, using Gaussian radial basis functions along with the technique of regularization. The proposed method was applied to the analysis of yeast cell cycle gene expression data.
(3)Approximate selection of embedding dimension and delay time have been a central issue of chaotic dynamical systems. We introduced the delay time and consider the estimation of embedding dimension and delay time.
(4)Model selection criteria were presented for stochastic process from an information-theoretic approach. We derived asymptotic expansions for the distributions of statistics related to small diffusions and applied it to option pricing in economics.

Report

(5 results)
  • 2004 Annual Research Report   Final Research Report Summary
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (95 results)

All 2004 2003 2002 2001 Other

All Journal Article (60 results) Book (3 results) Publications (32 results)

  • [Journal Article] Bayesian information criteria and smoothing parameter selection in radial basis function networks2004

    • Author(s)
      Konishi, S., Ando, T., Imoto, S.
    • Journal Title

      Biometrika 91-1

      Pages: 27-43

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Adaptive learning machines for nonlinear classification and Bayesian information criteria2004

    • Author(s)
      Ando, T., Imoto, S., Konishi, S.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 147-162

    • NAID

      120001014513

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Logistic discrimination based on regularized local likelihood method2004

    • Author(s)
      Nonaka, Y., Konishi, S.
    • Journal Title

      Journal of Japan Statistical Society 34

      Pages: 207-227

    • NAID

      110003161361

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Notes on optimal allocation for fixed size confidence regions of the difference of two multinormal means2004

    • Author(s)
      Hyakutake, H., Kawasaki, H.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 131-136

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Multiple comparisons with a control in nonlinear repeated measurements2004

    • Author(s)
      Hyakutake, H.
    • Journal Title

      American Journal of Mathematical and Management Sciences (掲載予定)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process. 7

      Pages: 35-67

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004

    • Author(s)
      Uchida, M.
    • Journal Title

      Scand.J.Statist. 31

      Pages: 553-566

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process. 7

      Pages: 189-223

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004

    • Author(s)
      Uchida, M.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 35-49

    • NAID

      120001014473

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Asymptotic representations of skewness estimators of Studentized U-statistics2004

    • Author(s)
      Maesono, Y.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 91-104

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] An Edgeworth expansion of a convex combination of U-statistics based on Studentization2004

    • Author(s)
      Yamato, H., Toda, K., Nomachi, T., Maesono, Y.
    • Journal Title

      Bulletin of Informatics and Cybernetics 36

      Pages: 105-130

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Multiple comparisons with a control in nonlinear repeated measurements2004

    • Author(s)
      Hyakutake, H.
    • Journal Title

      Amercan Journal of Mathematical and Management Sciences (to appear)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process 7

      Pages: 35-67

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004

    • Author(s)
      Uchida, M.
    • Journal Title

      Scand.J Statist. 31

      Pages: 553-566

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process 7

      Pages: 189-223

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004

    • Author(s)
      Uchida, M.
    • Journal Title

      Bull.Inform.Cybernet. 36

      Pages: 35-49

    • NAID

      120001014473

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Bayesian information criteria and smoothing parameter selection in radial basis function networks.2004

    • Author(s)
      Konishi, S., Ando, T., Imoto, S.
    • Journal Title

      Biometrika 91

      Pages: 27-43

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Logistic discrimination based on regularized local likelihood method.2004

    • Author(s)
      Nonaka, Y., Konishi, S.
    • Journal Title

      Journal of Japan Statistical Society 34

      Pages: 207-227

    • NAID

      110003161361

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 動径基底関数展開に基づく関数回帰モデリング2004

    • Author(s)
      荒木 由布子, 小西 貞則
    • Journal Title

      応用統計学 (印刷中)

    • NAID

      10015582146

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Asymptotic expansion for small diffusions applied to option pricing.2004

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process. 7

      Pages: 189-223

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Estimating the Lyapunov exponent from chaotic time series with dynamic noise2004

    • Author(s)
      Yonemoto, K., Yanagawa, T.
    • Journal Title

      MHF 2004-1, MHF Preprint Series, Kyushu University 21st Century COE Program

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Estimating the correlation dimension from a chaotic system with dynamic noise2004

    • Author(s)
      Kawaguchi, A., Yonemoto, K., Yanagawa, T.
    • Journal Title

      MHF 2004-1, MHF Preprint Series, Kyushu University 21st Century COE Program

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Asymptotic Theory for Information Criteria in Model Selection -Functional Approach2003

    • Author(s)
      Konishi, S., Kitagawa, G.
    • Journal Title

      Journal of Statistical Planning and Inference 114

      Pages: 45-61

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Selection of smoothing parameters in B-spline nonparametric regression models using information criteria2003

    • Author(s)
      Imoto, S., Konishi, S.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 55

      Pages: 671-687

    • NAID

      40006084543

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] 正則化局所尤度法に基づく非線形回帰モデリング2003

    • Author(s)
      野中 美佑, 安道 知寛, 小西 貞則
    • Journal Title

      計算機統計学 16

      Pages: 43-57

    • NAID

      110001235537

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Multiple comparisons in nonlinear repeated measurements2003

    • Author(s)
      Hyakutake, H.
    • Journal Title

      Biometrical Journal 45

      Pages: 772-780

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Simultaneous confidence intervals for parameter in nonlinear models of repeated measurements2003

    • Author(s)
      Nagahisa, T., Hyakutake, H.
    • Journal Title

      Bulletin of Informatics and Cybernetics 35

      Pages: 19-25

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Small-diffusion asymptotics for discretely sampled stochastic differential equations2003

    • Author(s)
      Srensen, M., Uchida, M.
    • Journal Title

      Bernoulli 9

      Pages: 1051-1069

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimation for dynamical systems with small noise from discrete observations2003

    • Author(s)
      Uchida, M.
    • Journal Title

      J.Japan Statist.Soc. 33

      Pages: 157-167

    • NAID

      110003144461

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Assessing the joint effects of chlorinated dioxins, some pesticides and poly-chlorinated biphenyls on thyroid hormone status in Japanese breast-fed infants2003

    • Author(s)
      Yanagawa, T., Kobayashi, Y, Nagayama, J.
    • Journal Title

      Environmetrics 14

      Pages: 121-128

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] 2x2の条件付き検定:工藤・垂水検定の漸近検出力2003

    • Author(s)
      牧之角 陽一, 白葉, 柳川堯
    • Journal Title

      計量生物学 24

      Pages: 5-16

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Asymptotic Theory for Information Criteria in Model Selection-Functional Approach2003

    • Author(s)
      Konishi, S., Kitagawa, G.
    • Journal Title

      Journal of Statistical Planning and Inference

      Pages: 45-61

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Nonlinear regression modeling using reguralized local likelihood (in Japanese)2003

    • Author(s)
      Nonaka, Y., Ando, T., Konishi, S.
    • Journal Title

      Bulletin of the Computational Statistics of Japan 16-1

      Pages: 43-57

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Simultaneous confidence intervals for parameters in nonlinear models of repeated measurements2003

    • Author(s)
      Nagahisa, T., Hyakutake, H.
    • Journal Title

      Bulletin of Informatics and Cybernetics 35

      Pages: 19-25

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimation for dynamical systems with small noise from discrete observations2003

    • Author(s)
      Uchida, M.
    • Journal Title

      J Japan Statist.Soc. 33

      Pages: 157-167

    • NAID

      110003144461

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Assessing the joint effects of chlorinated dioxins, some pesticides and polychlorinated biphenyls on thyroid hormone status in Japanese breast-fed infants2003

    • Author(s)
      Yanagawa, T., Kobayashi, Y., Nagayama, J.
    • Journal Title

      Environmetrics 14

      Pages: 121-128

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] A conditional test for 2x2 tables : Asymptotic power of the Kudo-Tarumi test (in Japanese)2003

    • Author(s)
      Makinosumi, Y., Shiraha, A., Yanagawa, T.
    • Journal Title

      Japanese Journal of Biometrics 24

      Pages: 5-16

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] 動径基底関数ネットワークに基づく非線形判別とその応用2002

    • Author(s)
      安道知寛, 島内順一郎, 小西貞則
    • Journal Title

      応用統計学 31

      Pages: 123-139

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Theory for statistical modeling and information criteria-Functional approach-2002

    • Author(s)
      Konishi, S.
    • Journal Title

      Sugaku Expositions 15-1

      Pages: 89-106

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Asymptotic expansions and bootstrap approximations in factor analysis2002

    • Author(s)
      Ichikawa, M., Konishi, S.
    • Journal Title

      Journal of Multivariate Analysis 81

      Pages: 47-66

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Testing Trend for Count Data with Extra-Poisson Variability2002

    • Author(s)
      Astuti Tri Erni, Yanagawa, T.
    • Journal Title

      Biometrics 58

      Pages: 398-402

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Theory for statistical modeling and information criteria-Functional approach-2002

    • Author(s)
      Konishi, S.
    • Journal Title

      Sugaku Expositions (American Mathematical Society) 15-1

      Pages: 89-106

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Nonlinear multi-class classification using radial basis function networks and its application (in Japanese)2002

    • Author(s)
      Ando, T., Shimauchi, J., Konishi, S.
    • Journal Title

      Japanese Journal of Applied Statistics 31-2

      Pages: 123-139

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Testing trend for count data with extra-Poisson variability2002

    • Author(s)
      Astuti Tri Erni, Yanagawa, T.
    • Journal Title

      Biometrics

      Pages: 398-402

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Efficient bootstrap tests for the goodness of fit in covariance structure analysis2001

    • Author(s)
      Ichikawa, M., Konishi, S.
    • Journal Title

      Behaviormetrika 28

      Pages: 103-110

    • NAID

      110003709197

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Neural network nonlinear regression modeling and Information Criteria2001

    • Author(s)
      Ando, T., Konishi, S.
    • Journal Title

      Advances in Statistics, Combinatorics and Related Areas(Gulati, C. et al. eds)

      Pages: 11-22

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Information criteria in model selection for mixing processes2001

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process 4

      Pages: 73-98

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Generalized Begun-Reid estimators for multiple hazard rates2001

    • Author(s)
      Zhang, Z-Z, Yanagawa, T.
    • Journal Title

      J of Statistical Planning and Inference 29

      Pages: 203-220

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Statistical issues on the determination of the No-Observed-Adverse-Effect levels in toxicology2001

    • Author(s)
      Yanagawa, T., Kikuchi, Y.
    • Journal Title

      Environmetrics 12

      Pages: 1-7

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating the embedding dimension and delay time from chaotic time series with dynamic noise2001

    • Author(s)
      Fueda, K., Yanagawa, T.
    • Journal Title

      J of Japan Statistical Society 31

      Pages: 27-38

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Testing nonlinear trend in proportions under binomial and extra-binomial variabilities2001

    • Author(s)
      Astuti Tri Erni, Yanagawa, T.
    • Journal Title

      Bulletin of Informatics and Cybernetics 32

      Pages: 157-168

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating the embedding dimension and delay time of chaotic time series by an autoregressive model2001

    • Author(s)
      Yonemoto, K., Yanagawa, T.
    • Journal Title

      Bulletin of Informatics and Cybernetics 32

      Pages: 53-62

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating correlation dimension in chaotic time series2001

    • Author(s)
      Kawaguchi, A., Yanagawa, T
    • Journal Title

      Bulletin of Informatics and Cybernetics 32

      Pages: 63-71

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Neural network nonlinear regression modeling and Information Criteria2001

    • Author(s)
      Ando, T., Konishi, S.
    • Journal Title

      Advances in Statistics, Combinatorics and Related Areas (Gulati, C., Lin Y.-X., Mishra, S., Rayner, J.Eds.)(World Scientific)

      Pages: 11-22

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Information criteria in model selection for mixing processes2001

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      Statist.Infer.Stochast.Process. 4

      Pages: 73-98

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Generalized Begun-Reid estimators for multiple hazard rates2001

    • Author(s)
      Zhang, Z-Z., Yanagawa, T.
    • Journal Title

      J of Statistical Planning and Inference 29

      Pages: 203-220

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Statistical issues on the determination of the No- Observed-Adverse-Effect levels in toxicology2001

    • Author(s)
      Yanagawa, T., Kikuchi, Y.
    • Journal Title

      Environmetrics 12

      Pages: 1-7

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating the embedding dimension and delay time from chaotic time series with dynamic noise2001

    • Author(s)
      Fueda, K., Yanagawa, T.
    • Journal Title

      Journal of Japan Statistical Society 31

      Pages: 27-38

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating the embedding dimension and delay time of chaotic time series by an autoregressive model2001

    • Author(s)
      Yonemoto, K., Yanagawa, T.
    • Journal Title

      Bulletin of Informatics and Cybernetics 33

      Pages: 53-62

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Estimating correlation dimension in chaotic time series2001

    • Author(s)
      Kawaguchi, A., Yanagawa, T.
    • Journal Title

      Bulletin of Informatics and Cybernetics 33

      Pages: 63-71

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] 情報量規準2004

    • Author(s)
      小西 貞則, 北川 源四郎
    • Total Pages
      194
    • Publisher
      朝倉書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] Information Criteria2004

    • Author(s)
      Konishi, S., Kitagawa, G.
    • Total Pages
      194
    • Publisher
      Asakura
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] 情報量基準2004

    • Author(s)
      小西 貞則, 北川 源四郎
    • Publisher
      朝倉書店
    • Related Report
      2004 Annual Research Report
  • [Publications] Konishi, S.: "Asymptotic Theory for Information Criteria in Model Selection - Functional Approach"Journal of Statistical Planning and Inference. 114. 45-61 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Imoto, S.: "Selection of smoothing parameters in B-spline nonparametric regression models using information criteria"Annals of the Institute of Statistical Mathematics. 55. 671-687 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Konishi, S.: "Bayesian information criteria and smoothing parameter selection in radial basis function networks"Biometrika. 91・1(in press). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] 野中 美佑: "正則化局所尤度法に基づく非線形回帰モデリング"計算機親計学. 16・1(印刷中). (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Yanagawa, T.: "Assessing the joint effects of chlorinated dioxins, some pesticides and poly-chlorinated biphenyls on thyroid hormone status in Japanese breast-fed infants"Environmetrics. 14. 121-128 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 牧之角 陽一: "2×2の条件付き検定:工藤・垂水検定の漸近検出力"計量生物学. 24. 5-16 (2003)

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      2003 Annual Research Report
  • [Publications] Fujii, T.: "Wavelet based estimate for non-linear and non-stationary auto-regressive model"MHF Preprint Series 2003-9, Kyushu University COE Program. (in press). (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Hyakutake, H.: "Multiple comparisons in nonlinear repeated measurements"Biometrical Journal. 45. 772-780 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Nagahisa, T.: "Simultaneous confidence intervals for parameters in nonlinear models of repeated measurements"Bulletin of Informatics and Cybernetics. 35(to appear). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Uchida, M.: "Small-diffusion asymptotics for discretely sampled stochastic differential equations"Bernoulli. 9. 1051-1069 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Uchida, M.: "Estimation for dynamical systems with small noise from discrete observations"J.Japan Statist.Soc.. 33. 157-167 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Uchida, M.: "Asymptotic expansion for small diffusions applied to option pricing"Statist.Infer.Stochast.Process. (to appear).

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      2003 Annual Research Report
  • [Publications] Uchida, M.: "Estimation for discretely observed small diffusions based on approximate martingale estimating functions"Scand.J.Statist.. (to appear).

    • Related Report
      2003 Annual Research Report
  • [Publications] Maesono, Y.: "Mean Squared Errors of Ratio Statistics and Bias Corrections"The Australian National University, Statistics Research Report. SRR03-002. (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Maesono, Y.: "An Edgeworth expansion of a studentized L-statistic"The Australian National University, Statistics Research Report. SRR03-003. (2003)

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      2003 Annual Research Report
  • [Publications] Maesono, Y.: "Higher Order Comparisons of Asymptotic Confidence Intervals"Journal of Statistical Planning and Inference. (to appear).

    • Related Report
      2003 Annual Research Report
  • [Publications] Konishi, S.: "Theory for statistical modeling and information criteria-functional approach-"Sugaku Expositions. 15-1. 89-106 (2002)

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      2002 Annual Research Report
  • [Publications] Ichikawa, M., Konishi, S.: "Asymptotic expansions and bootstrap approximations in factor analysis"Journal of Multivariate Analysis. 81. 47-66 (2002)

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  • [Publications] Ando, T., Konishi, S.: "Neural network nonlinear regression modeling and Information Criteria"Proceedings of the 8th International Conference on Forum for Interdisciplinary Mathematics. (印刷中). (2002)

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      2002 Annual Research Report
  • [Publications] Konishi, S., Kitagawa, G.: "Asymptotic Theory for Information Criteria in Model Selection -Functional Approach"Journal of Statistical Planning and Inference. (印刷中). (2002)

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      2002 Annual Research Report
  • [Publications] Astuti Tri Emi, Yanagawa, T.: "Testing Trend for Count Data with Extra-Poisson Variability"Biometrics,. 58. 398-402 (2002)

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  • [Publications] Yanagawa, T., Fujii, T.: "Wavelet with a simple threshold function and its application to EEG data"Proceedings of the International Conference of Conbinatorics Statistics and Related Topics. 86 (2002)

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  • [Publications] Uchida, M.: "Information criteria for small diffusions via the theory of Malliavin-Watanabe"Statist. Infer. Stochast. Process.. (掲載予定). (2003)

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  • [Publications] Maesono, Y.: "Higher order comparisons of nonparametric confidence intervals"The Australian National University, Statistics Research Report. SRR02-005. 1-25 (2002)

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      2002 Annual Research Report
  • [Publications] Maesono, Y.: "Mean squared errors of ratio statistics and bias corrections"The Australian National University, Statistics Research Report. SRR03-001. 1-21 (2003)

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  • [Publications] 柳川 堯: "共立出版"環境と健康:リスク評価のデータサイエンス. 201 (2002)

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  • [Publications] Ichikawa, M., Konishi, S.: "Efficient bootstrap tests for the goodness of fit in covariance structure analysis"Behaviormetrika. 28. 103-110 (2001)

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      2001 Annual Research Report
  • [Publications] Konishi, S.: "Discussion on the paper "On Model Selection" by C. R. Rao and Y. Wu,""Model Selection" (Ed. by P. Lahiri), IMS Lecture Notes. 38. 58-60 (2001)

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      2001 Annual Research Report
  • [Publications] 安道知寛, 井元清哉, 小西貞則: "動径基底関数ネットワークに基づく非線形回帰モデルとその推定"応用統計学. 30. 19-35 (2001)

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  • [Publications] Ichikawa, M., Konishi, S.: "Asymptotic expansions and bootstrap approximations in factor analysis"Journal of Multivariate Analysis. (to appear). (2002)

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      2001 Annual Research Report
  • [Publications] Zhang, Z-Z, Yanagawa, T.: "Generalized Begun-Reid estimators for multiple hazard rates"J of Statistical Planning and Inference. 29-11. 203-220 (2001)

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  • [Publications] Fueda, K., Yanagawa, T.: "Estimating the embedding dimension and delay time from chaotic time series with dynamic noise"J of Japan Statistical Society. 31. 27-38 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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