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2005 Fiscal Year Final Research Report Summary

Study on Euler characteristic heuristics in distribution theory of random field

Research Project

Project/Area Number 15500194
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

KURIKI Satoshi  The Institute of Statistical Mathematics, Dept. of Mathematical Analysis and Statistical Inference, Professor, 数理・推論研究系, 教授 (90195545)

Project Period (FY) 2003 – 2005
Keywordstube method / multiple comparisons / random matrices / QTL analysis / large deviation
Research Abstract

The tube method and the Euler characteristic heuristic are well known as integral-geometric methods for approximating the distribution of the maximum Pr (max X (t) > a) of a random field X (t), where t is an element of an index set I. Some characteristics of these methods and their applications to multiple comparisons (mainly genomic data analysis) were studied.
(i)Approximating formulas for the maximum of a Gaussian random field with inhomogeneous mean and variance were derived. In addition, the validity of this approximation was proved.
(ii)The expressions for the order of errors in the tube method and the Euler characteristic heuristic were given explicitly in the case where the random field is Gaussian with homogeneous mean and variance, and the critical radius is attained globally.
(iii)Let A be an orthogonally invariant random matrix. By applying the Euler characteristic heuristic to a random field X(h) = h' A h, an approximating formulas as well as its error for the distribution of the largest eigenvalue were given. The errors of the Euler characteristic methods for many random matrices including the Wishart matrix, the Beta matrix, and the inverse Wishart matrix, were shown to be small.
(iv)Methods for adjusting the multiplicity were studied in the problem of finding the fatal genes or the QTL analysis. The LOD score (test statistic) can be regarded as a chi-squared field with complicated correlation structure. A simple method for adjusting the multiplicity of p-values were studied.
(v)In the problem of finding genes mentioned above, we have to treat the chi-squared random field with two indices in order to detect the interaction (epistasis) between two loci. When the spaces between maker loci are small, the chi-squared random field has the Ornstein-Uhlenbeck correlation structure. Under the approximation that the makers are located at even intervals, the distribution of the maximum of the random field (that is, the adjusted p-value) was given.

  • Research Products

    (10 results)

All 2005 2004 2003

All Journal Article (8 results) Book (2 results)

  • [Journal Article] Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables2005

    • Author(s)
      Satoshi Kuriki
    • Journal Title

      Journal of Multivariate Analysis 94・2

      Pages: 420-449

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables2005

    • Author(s)
      Satoshi Kuriki
    • Journal Title

      Journal of Multivariate Analysis Vol.94, No.2

      Pages: 420-449

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics2004

    • Author(s)
      Satoshi Kuriki, Akimichi Takemura
    • Journal Title

      Journal of Multivariate Analysis 89・2

      Pages: 261-291

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics2004

    • Author(s)
      Satoshi Kuriki, Akimichi Takemura
    • Journal Title

      Journal of Multivariate Analysis Vol.89, No.2

      Pages: 261-291

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Tail probability via tube formula when critical radius is zero2003

    • Author(s)
      Akimichi Takemura, Satoshi Kuriki
    • Journal Title

      Bernoull 9・3

      Pages: 535-558

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] 特異モデルにおける統計的推測-接錐によるアプローチ-2003

    • Author(s)
      福木 健次, 栗木 哲
    • Journal Title

      日本神経回路学会誌 10・4

      Pages: 201-210

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Tail probability via tube formula when critical radius is zero2003

    • Author(s)
      Akimichi Takemura, Satoshi Kuriki
    • Journal Title

      Bernoull Vol.9, No.3

      Pages: 535-558

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Statistical inference in singular models : A tangent cone approach (in Japanese)2003

    • Author(s)
      Kenji Fukumizu, Satoshi Kuriki
    • Journal Title

      The Brain & Neural Networks Vol.10, No.4,

      Pages: 201-210

    • Description
      「研究成果報告書概要(欧文)」より
  • [Book] 特異モデルの統計学 -未解決問題への新しい視点2004

    • Author(s)
      福木 健次, 栗木 哲, 竹内 啓, 赤平 昌文
    • Total Pages
      274
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
  • [Book] Statistical Theory of Singular Models (in Japanese)2004

    • Author(s)
      Kenji Fukumizu, Satoshi Kuriki, Kei Takeuchi, Masafumi Akahira
    • Publisher
      Iwanami
    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2007-12-13  

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