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Research on advancement of computer-intensive methods for statistical estimations along with Graphical Processing Units and development of application software

Research Project

Project/Area Number 23300108
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

HIGUCHI Tomoyuki  統計数理研究所, 所長 (70202273)

Co-Investigator(Kenkyū-buntansha) NAKANO Shinya  統計数理研究所, モデリング研究系, 助教 (40378576)
NAGAO Hiromichi  東京大学, 地震研究所, 准教授 (80435833)
SAITO Masaya  統計数理研究所, データ同化研究開発センター, 特任助教 (00470047)
Project Period (FY) 2011-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥19,760,000 (Direct Cost: ¥15,200,000、Indirect Cost: ¥4,560,000)
Fiscal Year 2013: ¥6,110,000 (Direct Cost: ¥4,700,000、Indirect Cost: ¥1,410,000)
Fiscal Year 2012: ¥6,630,000 (Direct Cost: ¥5,100,000、Indirect Cost: ¥1,530,000)
Fiscal Year 2011: ¥7,020,000 (Direct Cost: ¥5,400,000、Indirect Cost: ¥1,620,000)
Keywords統計計算 / コンピュータ支援統計 / ベイズモデリング / 並列計算 / ベイズモデル
Research Abstract

A Development of new algorithms for statistical computations needs careful and continuous attention to trends in the computational environments. Recently much interest is laid on making use of the CPU with multiple cores such as the multi-core processor and General Purpose computation on Graphical Processing Units (GPGPU). In this study the statistical algorithms that involve a huge number of a simple iterative calculation are designed to develop in aiming at its implementation on the massive parallel computer. Actually we study the statistical methods which runs on a special computational architecture having the multiple layers, each of which is the distributed parallel computer system. As a result, the massive parallel computation is expected to mitigate a difficult problem arising from the curse of dimension.

Report

(4 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (66 results)

All 2014 2013 2012 2011 Other

All Journal Article (19 results) (of which Peer Reviewed: 17 results) Presentation (36 results) (of which Invited: 7 results) Book (2 results) Remarks (9 results)

  • [Journal Article] 震音波データ同化システムの開発 -双子実験による検証-2013

    • Author(s)
      長尾大道, 樋口知之
    • Journal Title

      統計数理

      Volume: Vol.61,No.2 Pages: 257-270

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] マルコフ連鎖モンテカルロ法を利用したトレーサー試験からフラクチャーの物理パラメータを推定する方法2013

    • Author(s)
      長尾大道, 佐藤光三, 樋口知之
    • Journal Title

      石油技術協会誌

      Volume: Vol.78,No.2 Pages: 197-209

    • NAID

      10031159326

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Data assimilation system for seismoacoustic waves2013

    • Author(s)
      H. Nagao, T. Higuchi
    • Journal Title

      Proceedings of 16th International Conference on Information Fusion

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] データ同化-モデルパラメータの分布推定-2013

    • Author(s)
      長尾大道, 樋口知之
    • Journal Title

      日本機械学会誌

      Volume: Vol.116,No.1131 Pages: 23-26

    • Related Report
      2013 Final Research Report
  • [Journal Article] 地震音波データ同化システムの開発 ―双子実験による検証―2013

    • Author(s)
      長尾大道, 樋口知之
    • Journal Title

      統計数理

      Volume: Vol. 61, No. 2 Pages: 257-270

    • NAID

      120006020786

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Data assimilation system for seismoacoustic waves2013

    • Author(s)
      Hiromichi Nagao, Tomoyuki Higuchi
    • Journal Title

      Proceedings of 16th International Conference on Information Fusion

      Volume: ― Pages: 1372-1377

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] データ同化-モデルパラメータの分布推定-2013

    • Author(s)
      長尾大道, 樋口知之
    • Journal Title

      日本機械学会誌

      Volume: Vol.116, No.1131 Pages: 23-26

    • Related Report
      2013 Annual Research Report
  • [Journal Article] 事例研究「状態空間モデルによるインターネット広告のクリック率予測」2012

    • Author(s)
      本橋永至, 磯崎直樹, 長尾大道, 樋口知之
    • Journal Title

      オペレーションズ・リサーチ

      Volume: Vol.57,No.10 Pages: 574-583

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Parallel agent-based simulator for Influenza pandemic2012

    • Author(s)
      M. Saito, S. Imoto, R. Yamaguchi, H. Sato, H. Sakada, M. Kami, S, Miyano, T. Higuchi
    • Journal Title

      Advanced Agent Technology, Lecture Notes in in Computer Science

      Volume: Vol.7068 Pages: 361-370

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Identifiability of local transmissibility parameters in agent-based pandemic simulation2012

    • Author(s)
      M. Saito, S. Imoto, R. Yamaguchi, S. Miyano, T. Higuchi
    • Journal Title

      Proceedings of 15th International Conference on Information Fusion

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Weight adjustment of the particle filter on distributed computing systems2012

    • Author(s)
      S. Nakano, T. Higuchi
    • Journal Title

      Proceedings of 15th International Conference on Information Fusion

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Non-storm irregular variation of the Dst index2012

    • Author(s)
      S. Nakano, T. Higuchi
    • Journal Title

      Annales Geophysicae

      Volume: Vol.30 Pages: 153-162

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 事例研究「状態空間モデルによるインターネット広告のクリック率予測」2012

    • Author(s)
      本橋永至
    • Journal Title

      オペレーションズ・リサーチ

      Volume: Vol.57, No.10 Pages: 574-583

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Parallel agent-based simulator for Influenza pandemic2012

    • Author(s)
      Masaya, Saito
    • Journal Title

      Advanced Agent Technology, Lecture Notes in in Computer Science, Springer

      Volume: Vol.7068 Pages: 361-370

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Identifiability of local transmissibility parameters in agent-based pandemic simulation2012

    • Author(s)
      Masaya, Saito
    • Journal Title

      Proceedings of 15th International Conference on Information Fusion

      Volume: - Pages: 2466-2471

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weight adjustment of the particle filter on distributed computing systems2012

    • Author(s)
      Shinya, Nakano
    • Journal Title

      Proceedings of 15th International Conference on Information Fusion

      Volume: - Pages: 2480-2485

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Parallel agent-based simulator for Influenza pandemic2012

    • Author(s)
      M.Saito
    • Journal Title

      Advanced Agent Technology, Lecture Notes in in Computer Science Springer

      Volume: Vol.7068 Pages: 361-370

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Embedding reality in a numerical simulation with data assimilation2011

    • Author(s)
      T. Higuchi
    • Journal Title

      Proceedings of 14th International Conference Fusion

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Embedding reality in a numerical simulation with data assimilation2011

    • Author(s)
      T.Higuchi
    • Journal Title

      Proceedings of 14th International Conference Fusion

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] グーグル,マイクロソフトのビジネス展開にみる粒子フィルタ研究のビジネスへの貢献2014

    • Author(s)
      樋口知之
    • Organizer
      パーティクルフィルタ研究会(月例行事第100回記念)
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2014-03-28
    • Related Report
      2013 Final Research Report
  • [Presentation] Sequential Data assimilation and stream computing for big data2014

    • Author(s)
      T. Higuchi
    • Place of Presentation
      英国大使館(東京千代田区)
    • Year and Date
      2014-02-06
    • Related Report
      2013 Final Research Report
  • [Presentation] Sequential Data assimilation and stream computing for big data2014

    • Author(s)
      Tomoyuki Higuchi
    • Organizer
      UK-Japan Big Data Research Workshop & Seminar
    • Place of Presentation
      英国大使館 (東京都千代田区)
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] グーグル、マイクロソフトのビジネス展開にみる粒子フィルタ研究のビジネスへの貢献2014

    • Author(s)
      樋口知之
    • Organizer
      パーティクルフィルタ研究会(月例行事第100回記念)
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Related Report
      2013 Annual Research Report
  • [Presentation] データ同化によるエミュレータ・デザイン2013

    • Author(s)
      樋口知之
    • Organizer
      第18回先端的データベースと Web 技術動向講演会
    • Place of Presentation
      国立情報学研究所(東京千代田区)
    • Year and Date
      2013-12-03
    • Related Report
      2013 Final Research Report
  • [Presentation] ビッグデータがせまる人への投資とサービスの高度化2013

    • Author(s)
      樋口知之
    • Organizer
      ビッグデータ&オープンデータ研究会 in 九州
    • Place of Presentation
      福岡 SRP センタービル(福岡市早良市)
    • Year and Date
      2013-12-02
    • Related Report
      2013 Final Research Report
  • [Presentation] システムのスマート化を支える数理基盤技術2013

    • Author(s)
      樋口知之
    • Organizer
      計測自動制御学会スマートセンシングシステム部会 SICE 計測部門セミナー
    • Place of Presentation
      東京ビッグサイト(東京都江東区)
    • Year and Date
      2013-09-27
    • Related Report
      2013 Final Research Report
  • [Presentation] ビッグデータと統計学をつなぐもの2013

    • Author(s)
      樋口知之
    • Organizer
      第11回地球シミュレータシンポジウム-さらなる社会・未来・安心への貢献を目指して-
    • Place of Presentation
      秋葉原コンベンションホール(東京都千代田区)
    • Year and Date
      2013-09-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Time-series modeling to infer properties of fractures/faults within the Earth's crust2013

    • Author(s)
      H. Nagao
    • Organizer
      Joint Meeting of the IASC Satellite Conference for the 59th ISI WSC and the 8th Conference of the Asian Regional Section of the IASC
    • Place of Presentation
      Yonsei University(Soul, Korea)
    • Year and Date
      2013-08-22
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] データ同化は今後の"ものづくり"に欠かせない基盤技術2013

    • Author(s)
      樋口知之
    • Organizer
      ビッグデータソリューションセミナー
    • Place of Presentation
      大崎ゲートシティ(東京都品川区)
    • Year and Date
      2013-07-17
    • Related Report
      2013 Final Research Report
  • [Presentation] ビッグデータが開く新しい科学像2013

    • Author(s)
      樋口知之
    • Organizer
      日本地球惑星科学連合2013年大会
    • Place of Presentation
      幕張メッセ国際会議場(千葉市美浜区)
    • Year and Date
      2013-05-20
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] データ同化は今後の"ものづくり"に欠かせない基盤技術2013

    • Author(s)
      樋口知之
    • Organizer
      ビッグデータソリューションセミナー
    • Place of Presentation
      大崎ゲートシティ(東京都品川区)
    • Related Report
      2013 Annual Research Report
  • [Presentation] ビッグデータと統計学をつなぐもの2013

    • Author(s)
      樋口知之
    • Organizer
      第11回地球シミュレータシンポジウム-さらなる社会・未来・安心への貢献を目指して-
    • Place of Presentation
      秋葉原コンベンションホール(東京都千代田区)
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] システムのスマート化を支える数理基盤技術2013

    • Author(s)
      樋口知之
    • Organizer
      計測自動制御学会スマートセンシングシステム部会 SICE計測部門セミナー
    • Place of Presentation
      東京ビッグサイト(東京都江東区)
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] ビッグデータがせまる人への投資とサービスの高度化2013

    • Author(s)
      樋口知之
    • Organizer
      ビッグデータ&オープンデータ研究会 in 九州
    • Place of Presentation
      福岡SRPセンタービル(福岡市早良区)
    • Related Report
      2013 Annual Research Report
  • [Presentation] データ同化によるエミュレータ・デザイン2013

    • Author(s)
      樋口知之
    • Organizer
      第18回先端的データベースとWeb技術動向講演会
    • Place of Presentation
      国立情報学研究所 (東京都千代田区)
    • Related Report
      2013 Annual Research Report
  • [Presentation] ビッグデータが拓く新しい情報通信の世界(~サイバーとリアルの間を取り持つデータ同化技術を中心として~)2012

    • Author(s)
      樋口知之
    • Organizer
      電子情報通信学会東京支部講演会
    • Place of Presentation
      機械振興会館(東京都)
    • Year and Date
      2012-12-13
    • Related Report
      2013 Final Research Report
  • [Presentation] Prediction, Design, and Data assimilation2012

    • Author(s)
      T. Higuchi
    • Organizer
      2012 International Conference on Modeling, Analysis and Simulation (ICMAS)
    • Place of Presentation
      明治大学駿河台キャンパス紫紺館(東京都)
    • Year and Date
      2012-11-09
    • Related Report
      2013 Final Research Report
  • [Presentation] Data Assimilation : Challenge for Big Data through Numerical Simulation2012

    • Author(s)
      T. Higuchi
    • Organizer
      The Ninth International Conference on Flow Dynamics (ICFD2012)
    • Place of Presentation
      Hotel Metropolotan(仙台市)
    • Year and Date
      2012-09-19
    • Related Report
      2013 Final Research Report
  • [Presentation] インフルエンザ介入政策における集団免疫を高めるワクチン接種対象群の選択2012

    • Author(s)
      斎藤正也
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学高等教育推進機構(札幌市)
    • Year and Date
      2012-09-11
    • Related Report
      2013 Final Research Report
  • [Presentation] 時系列モデルを用いたインターネット広告の効果予測2012

    • Author(s)
      本橋永至
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学高等教育推進機構(札幌市)
    • Year and Date
      2012-09-10
    • Related Report
      2013 Final Research Report
  • [Presentation] Weight adjustment of the particle filter on distributed computing systems2012

    • Author(s)
      S. Nakano
    • Organizer
      15th International Conference on Information Fusion
    • Place of Presentation
      Raffles City Convention Centre(Singapore)
    • Year and Date
      2012-07-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Identifiability of local transmissibility parameters in agent-based pandemic simulation2012

    • Author(s)
      M. Saito
    • Organizer
      15th International Conference on Information Fusion
    • Place of Presentation
      Raffles City Convention Centre (Singapore
    • Year and Date
      2012-07-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Data assimilation and sequential Bayes filters : information fusion with numerical simulation2012

    • Author(s)
      T. Higuchi
    • Organizer
      ISBA 2012 World Meeting
    • Place of Presentation
      京都テルサ(京都市)
    • Year and Date
      2012-06-26
    • Related Report
      2013 Final Research Report
  • [Presentation] アンサンブルベース逐次データ同化と HPC2012

    • Author(s)
      樋口知之
    • Organizer
      CPS セミナー
    • Place of Presentation
      惑星科学研究センター(神戸市)
    • Year and Date
      2012-06-07
    • Related Report
      2013 Final Research Report
  • [Presentation] データ同化による半現実世界の実現~オンライン情報統合とアンサンブル予測の計算基盤~2011

    • Author(s)
      樋口知之
    • Organizer
      電子情報通信学会パターン認識とメディア理解研究会(PRMU 研究会)
    • Place of Presentation
      幕張メッセ国際会議場(千葉市美浜区)
    • Year and Date
      2011-10-06
    • Related Report
      2013 Final Research Report
  • [Presentation] データ同化による半現実世界の実現~オンライン情報統合とアンサンブル予測の計算基盤~2011

    • Author(s)
      樋口知之
    • Organizer
      電子情報通信学会パターン認識とメディア理解研究会(PRMU研究会)
    • Place of Presentation
      幕張メッセ国際会議場(千葉県)
    • Year and Date
      2011-10-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] アンサンブルベース逐次データ同化とHPC

    • Author(s)
      樋口 知之
    • Organizer
      CPSセミナー
    • Place of Presentation
      惑星科学研究センター (神戸)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Data assimilation and sequential Bayes filters: information fusion with numerical simulation

    • Author(s)
      Tomoyuki Higuchi
    • Organizer
      ISBA 2012 World Meeting
    • Place of Presentation
      京都テルサ(京都)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Identifiability of local transmissibility parameters in agent-based pandemic simulation

    • Author(s)
      Masaya Saito
    • Organizer
      15th International Conference on Information Fusion
    • Place of Presentation
      Raffles City Convention Centre(Singapore)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Weight adjustment of the particle filter on distributed computing systems

    • Author(s)
      Shinya Nakano
    • Organizer
      15th International Conference on Information Fusion
    • Place of Presentation
      Raffles City Convention Centre(Singapore)
    • Related Report
      2012 Annual Research Report
  • [Presentation] インフルエンザ介入政策における集団免疫を高めるワクチン接種対象群の選択

    • Author(s)
      齋藤 正也
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学高等教育推進機構(札幌キャンパス)
    • Related Report
      2012 Annual Research Report
  • [Presentation] 時系列モデルを用いたインターネット広告の効果予測

    • Author(s)
      本橋 永至
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学高等教育推進機構(札幌キャンパス)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Data Assimilation: Challenge for Big Data through Numerical Simulation

    • Author(s)
      Tomoyuki Higuchi
    • Organizer
      The Ninth International Conference on Flow Dynamics (ICFD2012)
    • Place of Presentation
      Hotel Metropolitan (仙台)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Prediction, Design, and Data assimilation

    • Author(s)
      Tomoyuki Higuchi
    • Organizer
      2012 International Conference on Modeling, Analysis and Simulation (ICMAS)
    • Place of Presentation
      明治大学駿河台キャンパス紫紺館(東京都)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] ビッグデータが拓く新しい情報通信の世界(~サイバーとリアルの間を取り持つデータ同化技術を中心として~)

    • Author(s)
      樋口 知之
    • Organizer
      電子情報通信学会東京支部講演会
    • Place of Presentation
      機械振興会館(東京都)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Book] シリーズ<予測と発見の科学>6データ同化入門-次世代のシミュレーション技術-2011

    • Author(s)
      樋口知之, 上野玄太, 中野慎也, 中村和幸, 吉田亮
    • Total Pages
      240
    • Publisher
      朝倉書店
    • Related Report
      2013 Final Research Report
  • [Book] シリーズ<予測と発見の科学>6データ同化入門-次世代のシミュレーション技術-2011

    • Author(s)
      樋口知之
    • Total Pages
      240
    • Publisher
      朝倉書店
    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.ism.ac.jp/~higuchi/

    • Related Report
      2013 Final Research Report
  • [Remarks]

    • URL

      http://www.ism.ac.jp/

    • Related Report
      2013 Final Research Report
  • [Remarks]

    • URL

      http://daweb.ism.ac.jp/

    • Related Report
      2013 Final Research Report
  • [Remarks] 統計数理研究所ホームページ

    • URL

      http://www.ism.ac.jp/index.html

    • Related Report
      2013 Annual Research Report
  • [Remarks] 樋口知之ホームページ

    • URL

      http://www.ism.ac.jp/~higuchi/

    • Related Report
      2013 Annual Research Report
  • [Remarks] 統計数理研究所ホームページ

    • URL

      http://www.ism.ac.jp/

    • Related Report
      2012 Annual Research Report
  • [Remarks] 樋口知之ホームページ

    • URL

      http://www.ism.ac.jp/~higuchi/

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://www.ism.ac.jp/~higuchi/

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.ism.ac.jp/

    • Related Report
      2011 Annual Research Report

URL: 

Published: 2011-04-06   Modified: 2019-07-29  

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