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| Presentation | 2017-11-10 13:00 [Poster Presentation] Selective Inference for Change Point Detection in Multidimensional Sequence Yuta Umezu (Nitech), Ichiro Takeuchi (Nitech/RIKEN/NIMS)  IBISML2017-71 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In various fields such as engineering, bioinformatics and econometrics, detecting structural changes from a given sequence is an important task in both theory and application. Although many results have been developed for change point detection problem in single sequence, there are only several results on such a problem in multidimensional sequence. Actually, there are few results on statistical inference, especially on statistically significance, for detected change point from multidimensional sequence. In this study, we formulate statistical hypothesis testing for change point detection in multidimensional sequence by imposing the idea of recently developed selective inference. Through several simulation studies and real data analysis, we confirm the performance of our proposed method. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Change Point Detection / Hypothesis Testing / Multidimensional Sequence / Selective Inference / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 117, no. 293, IBISML2017-71, pp. 269-276, Nov. 2017. | |
| Paper # | IBISML2017-71 | |
| Date of Issue | 2017-11-02 (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) | |
| Download PDF | IBISML2017-71 |
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| Conference Information | |
| Committee | IBISML |
| Conference Date | 2017-11-08 - 2017-11-10 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Univ. of Tokyo |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Information-Based Induction Science Workshop (IBIS2017) |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2017-11-IBISML |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Selective Inference for Change Point Detection in Multidimensional Sequence |
| Sub Title (in English) | |
| Keyword(1) | Change Point Detection |
| Keyword(2) | Hypothesis Testing |
| Keyword(3) | Multidimensional Sequence |
| Keyword(4) | Selective Inference |
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| Keyword(6) | |
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| Keyword(8) | |
| 1st Author's Name | Yuta Umezu |
| 1st Author's Affiliation | Nagoya Institute of Technology (Nitech) |
| 2nd Author's Name | Ichiro Takeuchi |
| 2nd Author's Affiliation | Nagoya Institute of Technology/ RIKEN /National Institute for Materials Science (Nitech/RIKEN/NIMS) |
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| Speaker | Author-1 |
| Date Time | 2017-11-10 13:00:00 |
| Presentation Time | 150 minutes |
| Registration for | IBISML |
| Paper # | IBISML2017-71 |
| Volume (vol) | vol.117 |
| Number (no) | no.293 |
| Page | pp.269-276 |
| #Pages | 8 |
| Date of Issue | 2017-11-02 (IBISML) |
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