• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Reconstructing the empirical Bayes method through the use of the posterior density

Research Project

Project/Area Number 23500357
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionChuo University

Principal Investigator

YANAGIMOTO Takemi  中央大学, 理工学部, その他 (40000195)

Co-Investigator(Renkei-kenkyūsha) OHNISHI Toshio  九州大学, 経済学研究科, 准教授 (60353413)
Project Period (FY) 2011 – 2013
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2011: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
KeywordsBayes 法 / 事後密度 / 退化型事前分布 / 凸関数 / 予測子 / DIC / ベイズ法 / 弱い事前密度 / 無情報事前密度 / 経験ベイス法 / 分布の裾の重さ / 交叉検証法 / 平滑化 / 2x2分割表
Research Abstract

An unknown hyperparameter is contained in a prior density in the empirical Bayes method. Our primary aim is placed on attempting to evaluate a prior density in terms of a posterior density. We developed the empirical Bayes methods applicable to a wide variety of prior densities. Emphasis is placed on the flexible use of a prior density containing only limited amount of information. Amount of information contained in a prior density is represented through the heaviness of concentration of the density about a fixed point. For this purpose we rigidly define a novel notion of the heaviness of concentration. Further, a likelihood of a Bayesian model based on a mixture of sampling density is introduced. It may be surprising that any formal definition of such a likelihood is not found at all in existing literature. At the final stage of the present research it becomes apparent that our approach is applicable to an important problem of combining evidences from different sources.

Report

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

    (53 results)

All 2015 2014 2013 2012 2011 Other

All Journal Article (13 results) (of which Peer Reviewed: 10 results) Presentation (38 results) Book (1 results) Remarks (1 results)

  • [Journal Article] Powerful test of two proportions by2015

    • Author(s)
      Ogura, T. and Yanagimoto, T.
    • Journal Title

      Comm. In Statist., Computat. Simul.

      Volume: To appear

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Permissible boundary prior function as a virtually proper prior density2015

    • Author(s)
      Yanagimoto, T. and Ohnishi, T.
    • Journal Title

      Ann. Inst. Statist. Math.

      Volume: To appear

    • NAID

      40020116671

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Partial order of concentration about a position for comparing Bayesian prior densities2015

    • Author(s)
      Yanagimoto, T. and Ohnishi, T.
    • Journal Title

      Far East J. Theoret. Statist.

      Volume: To appear

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Twofold structure of duality in Bayesian model averaging2013

    • Author(s)
      Ohnishi, T. and Yanagimoto, T
    • Journal Title

      J. Japan. Statist. Soc

      Volume: 43 Pages: 29-55

    • NAID

      10031185799

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Performance of a Bayesian predictorbased procedure of an additional trial after a non- significant result2013

    • Author(s)
      Yanagimoto, T. and Kobayashi, C
    • Journal Title

      Lecture Notes in Engin. and Comput. Sci. WCE2013

      Volume: vol.I Pages: 291-294

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Partial order of concentration about a position for comparing Bayesian prior densities2013

    • Author(s)
      Yanagimoto, T. and Ohnishi, T
    • Journal Title

      Far East J. Theoret. Statist

      Volume: 45 Pages: 111-132

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Twofold structure of duality in Bayesian model averaging2013

    • Author(s)
      Ohnishi, T. and Yanagimoto, T.
    • Journal Title

      Journal of Japanese Statististical Society

      Volume: 43 Pages: 0-0

    • NAID

      10031185799

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Permissible boundary prior function as a virtually proper prior density.2012

    • Author(s)
      Yanagimoto, T. and Ohnishi, T.
    • Journal Title

      ISM-Reaerch Memorandum-1159

      Volume: 0 Pages: 0-0

    • NAID

      40020116671

    • Related Report
      2012 Research-status Report
  • [Journal Article] Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution2011

    • Author(s)
      Yanagimoto, T. and Ohnishi, T
    • Journal Title

      J. Statist. Plann. Inf

      Volume: 41 Pages: 1990-2000

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Twofold structure of duality in Bayesian model averaging2011

    • Author(s)
      Ohnishi, T. and Yanagimoto, T.
    • Journal Title

      ISM-Reaerch Memorandum

      Volume: 1148 Pages: 1-10

    • NAID

      10031185799

    • Related Report
      2011 Research-status Report
  • [Journal Article] Powerful test of two proportions by assuming a registered prior density

    • Author(s)
      Ogura, T. and Yanagimoto, T
    • Journal Title

      Comm. In Statist., Comput. Simul

      Volume: (To appear)

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Permissible boundary prior function as a virtually proper prior density Ann

    • Author(s)
      Yanagimoto, T. and Ohnishi, T
    • Journal Title

      Inst. Statist. Math

      Volume: (To appear)

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] 事実の認定を支える証拠と公的な判断

    • Author(s)
      柳本武美
    • Journal Title

      「法廷のための統計リ テラシー」, 近代科学社

      Volume: (印刷中)

    • Related Report
      2013 Final Research Report
  • [Presentation] ある混合の下でのベイスモデルの尤度2014

    • Author(s)
      柳本武美 ・ 大西俊郎
    • Organizer
      第13回西東京統計研究会
    • Place of Presentation
      中央大学
    • Related Report
      2013 Final Research Report
  • [Presentation] 事前分布の選択とその受容 : ビッグデータ・疎なデータへの対応2013

    • Author(s)
      柳本武美
    • Organizer
      科研費研究集会
    • Place of Presentation
      東北大学
    • Year and Date
      2013-12-06
    • Related Report
      2013 Final Research Report
  • [Presentation] 信用水準検定のMcNemar検定への適用2013

    • Author(s)
      小椋透・ 柳本武美
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      崇城大学ホール・熊本市
    • Year and Date
      2013-11-16
    • Related Report
      2013 Final Research Report
  • [Presentation] Bayes予測における尤度最大化とシャノン・エントロピー最大化の双対性2013

    • Author(s)
      大西俊郎・柳本武美
    • Organizer
      2013年度統計関連学会連合大会
    • Place of Presentation
      大阪大学
    • Year and Date
      2013-09-08
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] 弱い事前情報が繋ぐ情報なし/情報あり事前分布2013

    • Author(s)
      柳本武美・大西俊郎
    • Organizer
      2013年度統計関連学会連合大会
    • Place of Presentation
      大阪大学
    • Year and Date
      2013-09-08
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] Dual roles of maximizing likelihood and Shannon entropy in Bayesian prediction2013

    • Author(s)
      Ohnishi, T. and Yanagimoto, T
    • Organizer
      The 59th WSC
    • Place of Presentation
      HKCEC, Hong Kong
    • Year and Date
      2013-08-29
    • Related Report
      2013 Final Research Report
  • [Presentation] Examining the Role of a Noninformative Prior Function Through Weakly Informative Prior Densities2013

    • Author(s)
      Yanagimoto, T. and Ohnishi, T
    • Organizer
      The 59th WSC
    • Place of Presentation
      HKCEC, Hong Kong
    • Year and Date
      2013-08-29
    • Related Report
      2013 Final Research Report
  • [Presentation] Performance of a Bayesian Predictor- Based Procedure of an Additional Trial After a Non- Significant Result2013

    • Author(s)
      Yanagimoto, T. and Kobayashi, C
    • Organizer
      WCE 2013, ICCSDE
    • Place of Presentation
      ICL, London, UK
    • Year and Date
      2013-07-05
    • Related Report
      2013 Final Research Report
  • [Presentation] Designing an additional trial after a nonsignificant result : a Bayesian predictor-based procedure2012

    • Author(s)
      Yanagimoto, T
    • Organizer
      IBC
    • Place of Presentation
      Kobe KICC
    • Year and Date
      2012-08-28
    • Related Report
      2013 Final Research Report
  • [Presentation] Flexible and Powerful Exact Test for Hypotheses of Two Proportions in the Era of Clinical Trial Registration2012

    • Author(s)
      Ogura, T. and Yanagimoto, T
    • Organizer
      IBC
    • Place of Presentation
      Kobe KICC
    • Year and Date
      2012-08-27
    • Related Report
      2013 Final Research Report
  • [Presentation] Dual saddlepoint equalities in model averaging and their implication2012

    • Author(s)
      Ohnishi, T. and Yanagimoto, T
    • Organizer
      ims-APRM2012
    • Place of Presentation
      Tsukuba
    • Year and Date
      2012-07-03
    • Related Report
      2013 Final Research Report
  • [Presentation] 臨床試験登録が担保する事前分布の柔軟な仮定2012

    • Author(s)
      柳本武美, 小椋透, 小林千鶴
    • Organizer
      日本計量生物学会年会
    • Place of Presentation
      統計数理研究所
    • Year and Date
      2012-05-26
    • Related Report
      2013 Final Research Report
  • [Presentation] 検定統計量としての対立仮説モデルのベイズ信用度2012

    • Author(s)
      柳本武美
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Permissive boundary prior function as a virtually proper prior density2012

    • Author(s)
      Yanagimoto, T
    • Organizer
      ISBA
    • Place of Presentation
      Kyoto
    • Related Report
      2013 Final Research Report
  • [Presentation] e-混合予測子に基づいた交叉検証法2011

    • Author(s)
      柳本武美
    • Organizer
      科研研究集会 「数理統計学の新たな展開」
    • Place of Presentation
      筑波国際会議場エポカル
    • Related Report
      2011 Research-status Report
  • [Presentation] 鞍点等式とモデル選択2011

    • Author(s)
      大西俊郎 ・柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      九州大学
    • Related Report
      2011 Research-status Report
  • [Presentation] 平滑化階差行列の次数評価における e-混合交叉検証法2011

    • Author(s)
      柳本武美
    • Organizer
      連合統計大会
    • Place of Presentation
      九州大学
    • Related Report
      2011 Research-status Report
  • [Presentation] Bayesian モデル e-統合:複数の証拠と意見2011

    • Author(s)
      柳本武美 ・大西俊郎
    • Organizer
      科研研究集会「生命科学と統計学 」
    • Place of Presentation
      大阪大学基礎工学国際棟
    • Related Report
      2011 Research-status Report
  • [Presentation] Dual saddlepoint equalities in model averaging2011

    • Author(s)
      大西俊郎・柳本武美
    • Organizer
      科研研究集会「生命科学と統計学 」
    • Place of Presentation
      大阪大学基礎工学国際棟
    • Related Report
      2011 Research-status Report
  • [Presentation] 有意でない試験を継続するベイズ的視2011

    • Author(s)
      小林千鶴・ 鎌倉稔成・ 柳本武美
    • Organizer
      科研研究集会「生命科学と統計学 」
    • Place of Presentation
      大阪大学基礎工学国際棟
    • Related Report
      2011 Research-status Report
  • [Presentation] 加熱製袋工程の改善に必要なデータと解析技法2011

    • Author(s)
      小松原義彰ら6名中2番目
    • Organizer
      研究集会「数理モデルの産業・諸科学への活用」
    • Place of Presentation
      富士通汐留シティセンター(東京)
    • Related Report
      2011 Research-status Report
  • [Presentation] Performance of a Bayesian Predictor-Based Procedure of an Additional Trial After a Non-Significant Result

    • Author(s)
      T. Yanagimoto and C. Kobayashi
    • Organizer
      World Congress of Engineering 2013
    • Place of Presentation
      Imperial Colledge London
    • Related Report
      2013 Annual Research Report
  • [Presentation] Examining the Role of a Non-informative Prior Function Through Weakly Informative Prior Densities

    • Author(s)
      T. Yanagimoto and T. Ohnishi
    • Organizer
      The 59th WSC
    • Place of Presentation
      HKCEC, Hong Kong
    • Related Report
      2013 Annual Research Report
  • [Presentation] Dual roles of maximizing likelihood and Shannon entropy in Bayesian prediction

    • Author(s)
      T. Ohnishi and T. Yanagimoto
    • Organizer
      The 59th WSC
    • Place of Presentation
      HKCEC, Hong Kong
    • Related Report
      2013 Annual Research Report
  • [Presentation] 信用水準検定のMcNemar検定への適用

    • Author(s)
      小椋透・柳本武美
    • Organizer
      日本計算機統計学会 第27回シンポジウム
    • Place of Presentation
      崇城大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] 事前分布の選択とその受容

    • Author(s)
      柳本武美
    • Organizer
      科研集会「大規模での推定・検定・予測法の研究」
    • Place of Presentation
      東北大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] ある混合の下でのベイスモデルの尤度

    • Author(s)
      柳本武美・大西俊郎
    • Organizer
      第13回西東京統計研究会
    • Place of Presentation
      中央大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] 柔軟な臨床試験のデザインとBayes法

    • Author(s)
      小林千鶴 (中央大学) 鎌倉稔成 (中央大学) 柳本武美 (中央大学)
    • Organizer
      応用統計学会2012年度年会
    • Place of Presentation
      統計数理研究所
    • Related Report
      2012 Research-status Report
  • [Presentation] 臨床試験登録が担保する事前分布の柔軟な仮定

    • Author(s)
      柳本武美 (中央大)小椋透 (中央大) 小林千鶴 (中央大)
    • Organizer
      計量生物学会2012年度年会
    • Place of Presentation
      統計数理研究所
    • Related Report
      2012 Research-status Report
  • [Presentation] Permissive boundary prior function as a virtually proper prior density

    • Author(s)
      Yanagimoto, T. and Ohnishi, T.
    • Organizer
      ISBA2012 (国際ベイズ解析学会)
    • Place of Presentation
      京都テルサ
    • Related Report
      2012 Research-status Report
  • [Presentation] Dual saddlepoint equalities in model averaging and their implication

    • Author(s)
      Ohnishi, T., Dunn, P. and Yanagimoto, T.
    • Organizer
      imsAPRM2012 会議
    • Place of Presentation
      筑波 エポカル
    • Related Report
      2012 Research-status Report
  • [Presentation] Designing an additional trial after a non-significant result: a Bayesian predictor-based procedure

    • Author(s)
      Yanagimoto, T.
    • Organizer
      IBC2012(国際計量生物学会)
    • Place of Presentation
      神戸国際会議場
    • Related Report
      2012 Research-status Report
  • [Presentation] Flexible and powerful exact tests of two proportions based on the posterior probability of the alternative model

    • Author(s)
      Ogura, T., Kamakura T. and Yanagimoto, T.
    • Organizer
      IBC2012(国際計量生物学会)
    • Place of Presentation
      神戸国際会議場
    • Related Report
      2012 Research-status Report
  • [Presentation] Twofold structure of duality in Bayesian model averaging

    • Author(s)
      大西俊郎 (九州大) 柳本武美 (中央大)
    • Organizer
      連合統計大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Research-status Report
  • [Presentation] 検定統計量としての対立仮説モデルのベイズ信用度 平成24年 9月 11日

    • Author(s)
      柳本武美 (中央大)
    • Organizer
      連合統計大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Research-status Report
  • [Presentation] 再試験を許容する検定法の性能と拡張

    • Author(s)
      小林千鶴 (中央大学) 鎌倉稔成 (中央大学) 柳本武美 (中央大学)
    • Organizer
      科研研究集会「医学統計と数理の接点を探る 」
    • Place of Presentation
      南山大学
    • Related Report
      2012 Research-status Report
  • [Presentation] 比較試験で informative 事前分布を仮定する試み

    • Author(s)
      柳本武美 (中央大)
    • Organizer
      科研研究集会「医学統計と数理の接点を探る 」
    • Place of Presentation
      南山大学
    • Related Report
      2012 Research-status Report
  • [Presentation] Twofold structure of duality in Bayesian model averaging: Continuous case

    • Author(s)
      大西俊郎 (九州大) 柳本武美 (中央大)
    • Organizer
      科研研究集会「統計的推測とその応用:正則と非正則
    • Place of Presentation
      東海大学
    • Related Report
      2012 Research-status Report
  • [Book] 事実の認定を支える証拠と公的な判断. 「法廷のための統計リテラシー」2014

    • Author(s)
      柳本武美ら
    • Total Pages
      320
    • Publisher
      近代科学社
    • Related Report
      2013 Annual Research Report
  • [Remarks] なし

    • Related Report
      2011 Research-status Report

URL: 

Published: 2011-08-05   Modified: 2019-07-29  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi