Index## Cooperative Research Reports

(Reports, in Japanese and English, on the achievements emergeing from collaborative research projects in the Institute.)

157:Ishikawa, Y., Infinitely divisible processes and related topics (7). (February 2003)

158:Iwaki, T., The 21st's diagnosis engineering and applications (1). (March 2003)

159:Ohno, Y., The development of indices for the health care status in the 21st century. (March 2003)

160:Nakamura, T.(Takashi), Cohort analysis of proportions of participants in sports and recreations in Japan. (March 2003)

161:Tanabe, K., Optimization-Modeling and algorithms-. (February 2003)

162:Takahashi, K., Text typology in English corpora -Multi-feature and multi-dimensional analyses. (March 2003)

163:Sato, Y., Informatics of dynamical systems (2). (November 2002)

164:Sagae, M., Estimation and smoothing methods in nonparametric statistical models. (May 2003)

165:Kawasaki, Y., Statistical analysis of human and public capital investments and their effects on economic growth. (August 2003)

166:Ohno, Y., The development of indices for the health care status in the 21st century(2) . (March 2004)

167:Iramina, K., The 21st's diagnosis engineering and applications (2). (February 2004)

168:Tanabe, K., Optimization -Modeling and algorithms-17. (February 2004)

169:Takahashi, R., Extreme value theory and applications. (February 2004)

170:Ishikawa, Y., Infinitely divisible processes and related topics(8). (February 2004)

171:Sato, Y., Informatics of dynamical systems(3). (November 2003)

172:Okasaki, T., Statistical theory of fluid tubulence and its application. (August 2004)

## Research Report

(Technical reports, mostly in Japanese, on the methodology of survey and analysis of measured data.)

89:Zheng, Y., Murakami, M., Yoshino, R., Maeda, T., Wang, Q., Zhao, Y. and Yuan, W., Researches on the national character of Chinese and Japanese -A sampling survey in Beijing, China-. (January 2003)

90:Zheng, Y., Murakami, M., Yoshino, R., Maeda, T., Zhou, G. and Tang, H., Researches on the national character of Chinese and Japanese (2) -A sampling survey in Shanghai, China-. (April 2003)

91:Yoshino, R.(ed.), The east Asia value survey -Japan 2002 survey by The Research Committee of Cross-National Comparative Survey. (January 2004)

92:Research Committee on the Study of the Japanese National Character, A study of the Japanese national character -The Eleventh Nationwide Survey-. (April 2004)

93:Tsuchiya, T.(Takahiro), Maeda, T., Nakamura, T.(Takashi) and Sakamoto, Y., A comparative study of survey modes -Report on 2002 and 2003 surveys-. (October 2004)

## Computer Science Monographs

(Technical reports in English on Computer programs and software for statistical science. Not issued during 2003 and 2004.)

## Research Memorandum

(Technical Reports in English that give immediate publicity to research findings. The full content of some of them can be downloaded from the Internet site (http://www.ism.ac.jp/). )

No.863:Yafune, A., Narukawa, M. and Ishiguro, M., A note on sample size determination for Akaike Information Criterion approach to clinical data analysis. (January 8, 2003)

No.864:Takahashi, H. and Itoh, Y., Majority orienting model for the oscillation of the market price. (January 8, 2003)

No.865:Kamae, T. and Takahashi, H., Statistical problems related to irrational rotations. (January 24, 2003)

No.866:Yoshizawa, S. and Helmke, U., Global convergence of subspace extraction flows. (January 29, 2003)

No.867:Fujisawa, H. and Eguchi, S., Robust estimation in the normal mixture model. (February 4, 2003)

No.868:Yamashita, O., Ozaki, T., Galka, A., Biscay, R. and Valdes-Sosa, P., Dynamic inverse problem and the practical computation procedure for the solution. (February 4, 2003)

No.869:Yamashita, S. and Uchida, M., Credit risk analysis using principle component analysis and LISREL models. (February 5, 2003)

No.870:Ninomiya, Y., Information criteria for change-point model. (February 27, 2003)

No.871:Inoue, K. and Aki, S., A generalized Pólya urn model and related multivariate distributions. (March 10, 2003)

No.872:Monteiro, R. D. C., O'Neal, J. W. and Tsuchiya, T.(Takashi), Uniform boundedness of a preconditioned normal matrix used in interior point methods. (March 31, 2003)

No.873:Hoshino, D., Shimatani, K. and Yamamoto, S., Spatial dynamics of the shade-tolerant evergreen coniferThujopsis dolabratain the understory of a temperate old-growth coniferous forest. (April 24, 2003)

No.874:Shimatani, K., Spatial genetic structure, population dynamics, and marked point processes. (May 1, 2003)

No.875:Henmi, M., A paradoxical effect of nuisance parameters on efficiency of estimators. (May 7, 2003)

No.876:Henmi, M. and Eguchi, S., A paradox concerning nuisance parameters and standardised estimating functions. (May 7, 2003)

No.877:Sugimoto, T. and Tanemura, M., Packing of 10, 11, and 12 congruent caps on a sphere. (May 15, 2003)

No.878:Ogata, Y., Seismicity quiescence and activation in western Japan associated with the 1944 and 1946 great earthquakes near the Nankai Trough. (May 20, 2003)

No.879:Ogata, Y., Space-time model for regional seismicity and its applications. (May 20, 2003)

No.880:Riera, J., Watanabe, J., Iwata, K., Miura, N., Aubert, E., Ozaki, T. and Kawashima, R., A state-space model of the Balloon approach: a non-linear analysis of BOLD signals. (May 23, 2003)

No.881:Inoue, K. and Aki, S., Joint distributions of numbers of success runs of several lengths on a circle. (June 6, 2003)

No.882:Fujisawa, H., Eguchi, S., Ushijima, M., Miyata, S., Miki, Y., Muto, T. and Matsuura, M., Genotyping of single nucleotide polymorphism using model-based clustering. (June 2, 2003)

No.883:Yoshida, R., Parametric adaptive importance sampling based approach for learning the shape of target function. (June 18, 2003)

No.884:Copas, J. and Eguchi, S., Model uncertainty and incomplete data. (June 25, 2003)

No.885:Shimura, T. and Watanabe, T., Infinite divisibility and generalized subexponentiality. (July 2, 2003)

No.886:Tanokura, Y. and Kitagawa, G., Extended power contribution that can be applied without independence assumption. (July 4, 2003)

No.887:Fukumizu, K. and Hagiwara, K., A general upper bound of likelihood ratio for regression. (July 7, 2003)

No.888:Zhuang, J., Vere-Jones, D., Guan, H., Ogata, Y. and Ma, L., Preliminary analysis of the precursory information in the observations on the ultra-low frequency electric field in the Beijing region. (August 18, 2003)

No.889:Shimatani, K. and Kubota, Y., Spatial analysis for continuously changing point patterns along a gradient and its application to an Abies sachalinensis population. (September 1, 2003)

No.890:Ikeda, S., Tanaka, T. and Amari, S., Stochastic reasoning, free energy and information geometry. (September 4, 2003)

No.891:Kashiwagi, N., Chemical mass balance when an unknown source exists. (September 10, 2003)

No.892:Nanjo, K., Nagahama, H. and Yodogawa, E., Symmetropy of earthquakes and SOC: Quantitative measurement of anisotropy and entropic heterogeneity. (September 18, 2003)

No.893:Nanjo, K. and Nagahama, H., Discussions on fractals, aftershocks and active faults: Diffusion and seismo-electromagnetism. (September 18, 2003)

No.894:Suzuki, S. and Kondo, N. F., How a neural network machine should be selected to forecast seasonal data? (October 1, 2003)

No.895:Kawasaki, Y. and Ando, T., Estimating term structure using nonlinear splines: a penalized likelihood approach. (October 3, 2003)

No.896:Nanjo, K., Nagahama, H. and Yodogawa, E., Symmetropy, earthquakes and self-organized criticality: Discussions on seismic source models, asymmetry and complexity. (October 17, 2003)

No.897:Zhuang, J., Ogata, Y. and Vere-Jones, D., Analyzing earthquake clustering features by using stochastic reconstruction. (November 11, 2003)

No.898:Fushiki, T., Horiuchi, S. and Tsuchiya, T.(Takashi), A new computational approach to density estimation with semidefinite programming. (November 28, 2003)

No.899:Aki, S. and Hirano, K., On the waiting time for the first success run. (December 1, 2003)

No.900:Sugimoto, T. and Ogawa, T., Characteristic for tilings of tessellating convex pentagons. (December 12, 2003)

No.901:Sugimoto, T. and Tanemura, M., Packing and Minkowski covering of congruent spherical caps on a sphere. (December 24, 2003)

No.902:Tanokura, Y. and Kitagawa, G., Generalized power contribution to detect correlated noise sources. (December 26, 2003)

No.903:Fujisawa, H. and Eguchi, S., Adaptive parameter estimation both for robustness and efficiency. (January 6, 2004)

No.904:Yafune, A., Funatogawa, T. and Ishiguro, M., Extended Information Criterion (EIC) approach for linear mixed effects models under restricted maximum likelihood (REML) estimation. (February 5, 2004)

No.905:Ando, T. and Yamashita, S., Credit risk evaluation models using functional data analysis framework. (March 5, 2004)

No.906:Riera, J., Bosch, J., Yamashita, O., Kawashima, R., Sadato, N., Okada, T. and Ozaki, T., fMRI activation maps based on the NN-ARx model. (March 15, 2004)

No.907:Yano, K., Time varying Vector AR model for control: An application to optimal monetary policy. (March 17, 2004)

No.908:Shimatani, K., Different gene flow and reproductive mechanisms may involve similar fine-scale spatial genetic structures. (March 17, 2004)

No.909:Kubota, Y. and Shimatani, K., Effects of litter dynamics on the survival ofCastanopsis sieboldiiseedlings in a subtropical forest, southern Japan. (March 29, 2004)

No.910:Kubota, Y., Kubo, H. and Shimatani, K., Spatial pattern dynamics over 10 years in a conifer/broad-leaved forest, northern Japan. (March 30, 2004)

No.911:Yamashita, S. and Kihara, T., Simultaneous estimation of implied PD and LGD. (March 30, 2004)

No.912:Ando, T., Bayesian predictive information criterion for the evaluation of Bayesian models. (April 12, 2004)

No.913:Inoue, K. and Aki, S., Joint distributions of numbers of runs of specified lengths in a sequence of Markov dependent multistate trials. (April 16, 2004)

No.914:Shimatani, K., Saito, D., Kawaguchi, H., Tateno, R. and Isagi, Y., Quantitative assessment of spatial genetic structures resulted from gene flow and their visualization. (April 19, 2004)

No.915:Galka, A., Yamashita, O. and Ozaki, T., GARCH-control of covariance in dynamical estimation of inverse solutions. (June 2, 2004)

No.916:Zhuang, J., Vere-Jones, D., Guan, H., Ogata, Y. and Ma, L., Preliminary analysis of observations on the ultra-low frequency electric field in a region around Beijing. (June 14, 2004)

No.917:Ogata, Y., Synchronous seismicity changes in and around the northern Japan preceding the 2003 Tokachi-oki earthquake of M8.0. (June 22, 2004)

No.918:Ogata, Y., Detection of anomalous seismicity as a stress change sensor. (June 22, 2004)

No.919:Fushiki, T., Bootstrap prediction and Bayesian prediction under misspecified models. (July 16, 2004)

No.920:Galka, A., Ozaki, T., Bosch Bayard, J. and Yamashita, O., Whitening as a tool for estimating mutual information in spatiotemporal data sets. (July 29, 2004)

No.921:Shimatani, K., Kitamura, K., Kanazashi, T. and Sugita, H., The genetic Cox processes quantified two functions of preserved mature trees after shelterwood harvesting: providing seed sources and safe sites. (August 31, 2004)

No.922:Nakamura, T.(Takashi), A Bayesian logit age-period-cohort model. (September 7, 2004)

No.923:Yamashita, O., Sadato, N., Okada, T. and Ozaki, T., Evaluating directed connectivity of BOLD signals applying the multivariate autoregressive model and relative power contribution. (September 24, 2004)

No.924:Ninomiya, Y., Asymptotic behaviour of test statistics for multiple change-points. (October 12, 2004)

No.925:Ninomiya, Y., Detecting change-point of tree diameter growth process. (October 10, 2004)

No.926:Lee, S., Nishiyama, Y. and Yoshida, N., Test for parameter change in diffusion processes by cusum statistics based on one-step estimators. (October 14, 2004)

No.927:Riera, J., Aubert, E., Iwata, K., Kawashima, R., Wan, X. and Ozaki, T., Fusing EEG and fMRI based on a bottom-up model: Inferring activation and effective connectivity in neural masses. (October 25, 2004)

No.928:Fujisawa, H., Isomura, M., Eguchi, S., Ushijima, M., Miyata, S., Miki, Y. and Matsuura, M., Identifying haplotype block structure by using ancestor-derived model and MDL principle. (November 16, 2004)

No.929:Waddell, P. J., Mine, H., Patel, A. and Hasegawa, M., INTEROGATE 1.0: Exploration and testing of stationarity, reversibility and clock-likeness in sequence data. (December 24, 2004)

No.930:Deza, E. and Deza, M., Main similarities and distances in data analysis and probability theory. (December 26, 2004)

## ISM Report on Research and Education

(Reports and documents concerned with education and research.)

16:Tsuchiya, T.(Takashi)(ed.), Annual Symposium of the Graduate Students of the Department of Statistical Science, 2003. (September 2003)

17:Ishiguro, M., Higuchi, T. and Iba, Y. (eds.), Science of Modeling; -The 30th Anniversary of the Information Criterion (AIC)-. (December 2003)

18:Maeda, T. and Yanagimoto, T.(eds.), Issues in Constructing and Operating Large-scale Tests. (February 2004)

19:Tsuchiya, T.(Takashi)(ed.), Annual Symposium of the Graduate Students of the Department of Statistical Science, 2004. (October 2004)

20:Terui, N., Wago, H., Higuchi, T. and Abe, M., -Latent Variable and Latent Structure Approach- Recent Development of Statistical Modeling in Marketing; Tokyo, Japan, December 1-2, 2004 Proceedings.(December 2004)

## ISM Reports on Statistical Computing

(Technical reports in Japanese and English that describes management and manipulation of computer systems.)

031:Tanaka, S., How to use the special printers. (September 2003)

032:Ishiguro, M. and Saito, M., MatEx-2D, the 2-dim. Language for Mathematical Expression. (April 2004)

033: Tanaka, S., Nakamura, K. and Ohta, R., Connecting your PC with the ISM LAN. (September 2004)