平成142002)年度 一般研究2実施報告書

 

課題番号

14−共研−2028

専門分類

5

研究課題名

確率モデルを用いた数理工学手法への情報幾何的な接近

フリガナ

代表者氏名

シモダイラ ヒデトシ

下平 英寿

ローマ字

Shimodaira Hidetoshi

所属機関

東京工業大学

所属部局

大学院情報理工学研究科

職  名

講師

所在地

TEL

FAX

E-mail

URL

配分経費

研究費

0千円

旅 費

0千円

研究参加者数

5 人

 

 

 

研究目的と成果(経過)の概要

Contingency tables with ordered categories frequently arise in
medical,biological and social science which a subject is
classified into several categories.For example,tow doctors
diagnose a group of patients for some disease and the patients are
classified into four levels:serious,probable,doubtful,and
definitely not.If the two doctors has similar knowledge about
this kind of disease,they will have the same possibility to
classify patients into the four levels,which is usually called
the marginal homogeneity.If one has more knowledge about the
disease,there will have some trend between them,for example,
maybe the one with more knowledge classifies the patients into
more likely at least serious,probable,doubtful respectively than
the other,this trend is often called stochastically ordered
marginal.A lot of authors have considered this kind of problem,
such as Agresti(1983,Biometrics,39,505-510),Becker,(1990,
JRSSB,369-378),Dardanoni and Forcina(1998,JASA,93,1112-1123).
In[1],by introducing the Kullback-Leibler measurement,we study
the above problem and a optimal solution is defined.A simple
algorithm to compute the optimal solution for stochastically
ordered marginal models is proposed,which generalizes the result
given by lreland,Ku,and Kullback(1969,JASA,64,1323-1341).
Also for testing marginal homogeneity against stochastically
ordered marginal,a test based on Kullback-Leibler information is
given and prove that its asymptotic distribution under marginal
homogeneity is the chi-bar square distribution.In[2],we study
the relationships between I-projection onto isotonic cones and the
MLE of parameters for the multinomial distribution.We demonstrate
they are same when the model is log-linear and the
parameters in the model are restricted by some ordered
restrictions.Meantime,an algorithm is proposed.

 

当該研究に関する情報源(論文発表、学会発表、プレプリント、ホームページ等)

1.Gao,W.and Kuriki,S.Testing Marginal Homogeneity against Stochastically
Ordered Marginal for $r imes r$ Contingency Table.Submitted to Journal
of Statistical Planning and Inference.
2.Gao,W.and Shi,N.-Z.I-projection onto Isotonic Cones and its Applications
to Maximum Likelihood Estimation for Log-linear Models.
Appeared in Ann.Inst.Statist.Math.

研究会を開催した場合は、テーマ・日時・場所・参加者数を記入してください。

 

研究参加者一覧

氏名

所属機関

池田 思朗

九州工業大学

栗木 哲

統計数理研究所

高 巍

総合研究大学院大学

津田 宏治

産業技術総合研究所