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Paper Abstract and Keywords
Presentation 2016-09-05 13:15
[Short Paper] Selective Inference for Time-series Change-Point Analysis
Yuta Umezu, Kazuya Nakagawa, Shigenori Inoue (NIT), Koji Tsuda (Tokyo Univ.), Mahito Sugiyama, Takuya Maekawa (Osaka Univ.), Toru Tamaki (Hiroshima Univ.), Ken Yoda (Nagoya Univ.), Ichiro Takeuchi (NIT) PRMU2016-63 IBISML2016-18
Abstract (in Japanese) (See Japanese page) 
(in English) In this paper, we propose a statistical method for time series data after detecting a change point. Because the change point is detected based on the data, its significance is highly depend on an algorithm for change point detection. Therefore, we need considering the algorithm to conduct a statistical inference. This kind of statistical inference is also known as post selection inference. We use the so-called cumulative sum statistic for detecting a change point, and then we conduct a Selective Inference based on the statistic. Through simulation studies, we confirm that the our proposal is almost better than existing methods.
Keyword (in Japanese) (See Japanese page) 
(in English) change point detection / CUSUM test / hypothesis testing / selective inference / / / /  
Reference Info. IEICE Tech. Rep., vol. 116, no. 209, IBISML2016-18, pp. 89-92, Sept. 2016.
Paper # IBISML2016-18 
Date of Issue 2016-08-29 (PRMU, IBISML) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee PRMU IPSJ-CVIM IBISML  
Conference Date 2016-09-05 - 2016-09-06 
Place (in Japanese) (See Japanese page) 
Place (in English)  
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To IBISML 
Conference Code 2016-09-PRMU-CVIM-IBISML 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Selective Inference for Time-series Change-Point Analysis 
Sub Title (in English)  
Keyword(1) change point detection  
Keyword(2) CUSUM test  
Keyword(3) hypothesis testing  
Keyword(4) selective inference  
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1st Author's Name Yuta Umezu  
1st Author's Affiliation Nagoya Institute of Technology (NIT)
2nd Author's Name Kazuya Nakagawa  
2nd Author's Affiliation Nagoya Institute of Technology (NIT)
3rd Author's Name Shigenori Inoue  
3rd Author's Affiliation Nagoya Institute of Technology (NIT)
4th Author's Name Koji Tsuda  
4th Author's Affiliation Tokyo University (Tokyo Univ.)
5th Author's Name Mahito Sugiyama  
5th Author's Affiliation Osaka University (Osaka Univ.)
6th Author's Name Takuya Maekawa  
6th Author's Affiliation Osaka University (Osaka Univ.)
7th Author's Name Toru Tamaki  
7th Author's Affiliation Hiroshima University (Hiroshima Univ.)
8th Author's Name Ken Yoda  
8th Author's Affiliation Nagoya University (Nagoya Univ.)
9th Author's Name Ichiro Takeuchi  
9th Author's Affiliation Nagoya Institute of Technology (NIT)
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Speaker Author-9 
Date Time 2016-09-05 13:15:00 
Presentation Time 15 minutes 
Registration for IBISML 
Paper # PRMU2016-63, IBISML2016-18 
Volume (vol) vol.116 
Number (no) no.208(PRMU), no.209(IBISML) 
Page pp.89-92 
#Pages 4 
Date of Issue 2016-08-29 (PRMU, IBISML) 

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