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Robust estimation with effective learning

Research Project

Project/Area Number 17K00065
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

藤澤 洋徳  統計数理研究所, 統計基盤数理研究系, 教授 (00301177)

Project Period (FY) 2017-04-01 – 2025-03-31
Project Status Granted (Fiscal Year 2023)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2021: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2018: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywordsロバスト統計 / 敵対的汚染 / スパース推定 / 非漸近理論 / 収束レート / 逆確率重み法 / 二重頑健推定 / 歪正規分布 / EMアルゴリズム / モメンタム構造 / 一般化線形回帰モデル / 確率的最適化 / 最尤推定 / ダイバージェンス / スパース・モデリング / 潜在変数モデル / MMアルゴリズム / 学習
Outline of Annual Research Achievements

外れ値などが存在するときに,その汚染によっても推定値がずれにくいパラメータ推定手法として,ロバスト推定がある.データが通常のHuberタイプの汚染よりも強力な,敵対的汚染にさらされた場合に,ロバスト推定の収束レートを調べる研究を進めている.研究の詳細は昨年度に報告しているので省略する.成果を論文にして投稿しているがなかなか採択されていない.理論研究で査読に時間もかかっている.
本年度は,この研究に関連して,特徴量がより緩い裾が重い分布の場合に関して研究を進めた.

Current Status of Research Progress
Current Status of Research Progress

3: Progress in research has been slightly delayed.

Reason

理論研究のため時間が想定よりもかかっている.論文がなかなか採択されない.

Strategy for Future Research Activity

論文を再投稿中である.関連研究も早く完成させたい.

Report

(7 results)
  • 2023 Research-status Report
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (39 results)

All 2024 2022 2021 2020 2019 2018 2017 Other

All Int'l Joint Research (2 results) Journal Article (10 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 10 results,  Open Access: 6 results) Presentation (24 results) (of which Int'l Joint Research: 1 results,  Invited: 9 results) Book (3 results)

  • [Int'l Joint Research] Ghent University(ベルギー)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] University of Washington(米国)

    • Related Report
      2017 Research-status Report
  • [Journal Article] Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference2024

    • Author(s)
      Kazuharu Harada, Hironori Fujisawa
    • Journal Title

      Statistica Sinica

      Volume: 34 Pages: 133-155

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Robust regression against heavy heterogeneous contamination2022

    • Author(s)
      Kawashima Takayuki、Fujisawa Hironori
    • Journal Title

      Metrika

      Volume: 86 Issue: 4 Pages: 421-442

    • DOI

      10.1007/s00184-022-00874-1

    • Related Report
      2022 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] EM algorithm using overparameterization for the multivariate skew-normal distribution2021

    • Author(s)
      Abe Toshihiro、Fujisawa Hironori、Kawashima Takayuki、Ley Christophe
    • Journal Title

      Econometrics and Statistics

      Volume: 19 Pages: 151-168

    • DOI

      10.1016/j.ecosta.2021.03.003

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Robust and Sparse Regression in Generalized Linear Model by Stochastic Optimization2019

    • Author(s)
      Kawashima, T., Fujisawa, H.
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 2 Pages: 465-489

    • NAID

      210000170719

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Multivariate skew distributions with mode-invariance through transformation of scale2019

    • Author(s)
      Abe, T., Fujisawa, H.
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 2 Pages: 529-544

    • NAID

      210000161664

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Sparse principal component regression for generalized linear models2018

    • Author(s)
      S. Kawano, H. Fujisawa, T. Takada, T. Shiroishi
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: 124 Pages: 180-196

    • DOI

      10.1016/j.csda.2018.03.008

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A bias-corrected estimator in multiple imputation for missing data2018

    • Author(s)
      Tomita Hiroaki、Fujisawa Hironori、Henmi Masayuki
    • Journal Title

      Statistics in Medicine

      Volume: 37 Issue: 23 Pages: 3373-3386

    • DOI

      10.1002/sim.7833

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables2018

    • Author(s)
      Takada, M., Suzuki, T. and Fujisawa, H.
    • Journal Title

      Proceedings of the 21st International Conference on Artificial Intelligence and Statistics (AISTATS) 2018

      Volume: 84

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Robust sparse Gaussian graphical modeling2017

    • Author(s)
      Hirose Kei、Fujisawa Hironori、Sese Jun
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 161 Pages: 172-190

    • DOI

      10.1016/j.jmva.2017.07.012

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Robust and Sparse Regression via γ-Divergence2017

    • Author(s)
      Kawashima Takayuki、Fujisawa Hironori
    • Journal Title

      Entropy

      Volume: 19 Issue: 11 Pages: 608-608

    • DOI

      10.3390/e19110608

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] 平均因果効果の外れ値にも頑健な二重頑健推定量2022

    • Author(s)
      原田和治, 藤澤洋徳
    • Organizer
      日本計量生物学会年会
    • Related Report
      2022 Research-status Report
  • [Presentation] 外れ値に頑健な因果効果の推定量2022

    • Author(s)
      原田和治, 藤澤洋徳
    • Organizer
      大規模複雑データの理論と方法論の革新的展開
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] 外れ値に頑健な二重ロバスト推定2021

    • Author(s)
      原田和治, 藤澤洋徳
    • Organizer
      統計関連学会連合大会
    • Related Report
      2021 Research-status Report
  • [Presentation] 敵対的攻撃に対して頑強な線型回帰2021

    • Author(s)
      笹井健行, 藤澤洋徳
    • Organizer
      統計関連学会連合大会
    • Related Report
      2021 Research-status Report
  • [Presentation] 多変量歪正規分布における最尤推定のためのEMアルゴリズムとそのモメンタム構造, 統計関連学会連合大会2020

    • Author(s)
      阿部俊弘, 藤澤洋徳, 川島孝行
    • Organizer
      統計関連学会連合大会
    • Related Report
      2020 Research-status Report
  • [Presentation] ロバストな推定を導くダイバージェンス2020

    • Author(s)
      藤澤洋徳
    • Organizer
      第41回IBISML研究会
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] A closed form EM algorithm for a multivariate skew-normal model2019

    • Author(s)
      阿部俊弘, 藤澤洋徳, 川島孝行
    • Organizer
      研究集会「多様な分野における統計科学に関する諸問題」
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] EM algorithm using overparametrization for skew-normal distribution2019

    • Author(s)
      Abe, T., Fujisawa, H., Kawashima, T.
    • Organizer
      Statistical Topological Data Analysis Workshop
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Stochastic Gradient Descent for Doubly Nonconvex Composite Optimization2019

    • Author(s)
      Kawashima, T. and Fujisawa, H.
    • Organizer
      ISI-ISM-ISSAS Joint Conference
    • Related Report
      2018 Research-status Report
  • [Presentation] Robust and sparse Gaussian graphical modelling under cell-wise contamination2018

    • Author(s)
      Katayama, S., Fujisawa, H. and Drton, M.
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] ROBUST AND SPARSE REGRESSION IN GENERALIZED LINEAR MODEL BY STOCHASTIC OPTIMIZATION2018

    • Author(s)
      Kawashima, T. and Fujisawa, H.
    • Organizer
      IMS Asia Pacific Rim Meeting
    • Related Report
      2018 Research-status Report
  • [Presentation] ON DIFFERENCE BETWEEN TWO TYPES OF GAMMA‐DIVERGENCE IN ROBUST REGRESSION MODELING2018

    • Author(s)
      Fujisawa, H. and Kawashima, T.
    • Organizer
      IMS Asia Pacific Rim Meeting
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] 相関情報を罰則項に導入したスパース・モデリング2018

    • Author(s)
      高田正彬, 鈴木大慈, 藤澤洋徳
    • Organizer
      漸近理論・角度または時系列のための統計解析に関する様々な研究
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] 外れ値が多い場合でもバイアスの小さいロバスト推定2018

    • Author(s)
      藤澤 洋徳
    • Organizer
      慶應義塾大学 計量経済学ワークショップ
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] 非凸な目的関数に対する確率的最適化2018

    • Author(s)
      川島孝行, 藤澤洋徳
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Research-status Report
  • [Presentation] Sparse Modeling with Uncorrelated Variables2018

    • Author(s)
      Takada, M., Suzuki, T. and Fujisawa, H.
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Research-status Report
  • [Presentation] Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables2018

    • Author(s)
      Takada, M., Suzuki, T. and Fujisawa, H.
    • Organizer
      The 21st International Conference on Artificial Intelligence and Statistics
    • Related Report
      2018 Research-status Report
  • [Presentation] 確率的勾配降下法の収束性について2018

    • Author(s)
      川島孝行, 藤澤洋徳
    • Organizer
      情報論的学習理論ワークショップ
    • Related Report
      2018 Research-status Report
  • [Presentation] 統計科学と機械学習の違いについて2018

    • Author(s)
      藤澤洋徳
    • Organizer
      日本アクチュアリー会例会
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] ガンマ・ダイバージェンスに基づくロバストかつスパースな一般化線形回帰2017

    • Author(s)
      川島孝行, 藤澤洋徳
    • Organizer
      統計関連学会連合大会
    • Related Report
      2017 Research-status Report
  • [Presentation] Robust and Sparse Online GLM2017

    • Author(s)
      川島孝行, 藤澤洋徳
    • Organizer
      情報論的学習理論ワークショップ
    • Related Report
      2017 Research-status Report
  • [Presentation] 一般化線形回帰のロバスト化およびスパース化2017

    • Author(s)
      川島孝行, 藤澤洋徳
    • Organizer
      統計学, 機械学習の数理とその応用
    • Related Report
      2017 Research-status Report
  • [Presentation] IILasso:相関情報を罰則項に導入したスパースモデリング2017

    • Author(s)
      高田正彬, 鈴木大慈, 藤澤洋徳
    • Organizer
      情報論的学習理論ワークショップ
    • Related Report
      2017 Research-status Report
  • [Presentation] Principal component regression for generalized linear models via L1-type regularization2017

    • Author(s)
      Kawano, S., Fujisawa, H., Takada, T. and Shiroishi, T
    • Organizer
      10th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Book] 新版医学統計学ハンドブック2018

    • Author(s)
      丹後俊郎・松井茂之編
    • Total Pages
      868
    • Publisher
      朝倉書店
    • ISBN
      9784254122299
    • Related Report
      2018 Research-status Report
  • [Book] 統計科学百科事典2018

    • Author(s)
      Miodrag Lovric (Ed.)
    • Total Pages
      2130
    • Publisher
      丸善出版
    • ISBN
      9784621303108
    • Related Report
      2018 Research-status Report
  • [Book] ロバスト統計2017

    • Author(s)
      藤澤 洋徳
    • Total Pages
      176
    • Publisher
      近代科学社
    • ISBN
      9784764905429
    • Related Report
      2017 Research-status Report

URL: 

Published: 2017-04-28   Modified: 2024-12-25  

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