Technical Reports

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 ( )

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 conifer Thujopsis dolabrata in 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 of Castanopsis sieboldii seedlings 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)