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Paper Abstract and Keywords
Presentation 2021-03-03 15:15
Selective Inference for Change-point Detection in Multi-dimensional Series Data
Ryota Sugiyama, Hiroki Toda, Vo Nguyen Le Duy, Yu Inatsu (NIT), Ichiro Takeuchi (NIT/RIKEN) IBISML2020-51
Abstract (in Japanese) (See Japanese page) 
(in English) Detecting changes of the average structures in a multi-dimensional sequence is an important task in various fields. In this problem, since change-points can be observed in a part of the dimensions, it is also necessary to detect the dimensions of change as well as the time points of change. Furthermore, in order to make statistical inferences on the detected change points, it is necessary to take into account the selection bias owing to the algorithm. In this study, we perform multi-dimensional change point detection using the scan statistic and propose a valid statistical inference method for the detected change points using the framework of conditional selective inference.
Keyword (in Japanese) (See Japanese page) 
(in English) Change-point detection / Selective Inference / / / / / /  
Reference Info. IEICE Tech. Rep., vol. 120, no. 395, IBISML2020-51, pp. 63-70, March 2021.
Paper # IBISML2020-51 
Date of Issue 2021-02-23 (IBISML) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
Copyright
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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 IBISML  
Conference Date 2021-03-02 - 2021-03-04 
Place (in Japanese) (See Japanese page) 
Place (in English) Online 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Organized and general sessions on machine learning 
Paper Information
Registration To IBISML 
Conference Code 2021-03-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 Multi-dimensional Series Data 
Sub Title (in English)  
Keyword(1) Change-point detection  
Keyword(2) Selective Inference  
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1st Author's Name Ryota Sugiyama  
1st Author's Affiliation Nagoya Institute of Technology (NIT)
2nd Author's Name Hiroki Toda  
2nd Author's Affiliation Nagoya Institute of Technology (NIT)
3rd Author's Name Vo Nguyen Le Duy  
3rd Author's Affiliation Nagoya Institute of Technology (NIT)
4th Author's Name Yu Inatsu  
4th Author's Affiliation Nagoya Institute of Technology (NIT)
5th Author's Name Ichiro Takeuchi  
5th Author's Affiliation Nagoya Institute of Technology/RIKEN Center for Advanced Intelligence Project (NIT/RIKEN)
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Speaker
Date Time 2021-03-03 15:15:00 
Presentation Time 25 
Registration for IBISML 
Paper # IBISML2020-51 
Volume (vol) 120 
Number (no) no.395 
Page pp.63-70 
#Pages
Date of Issue 2021-02-23 (IBISML) 


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