Paper Abstract and Keywords |
Presentation |
2022-07-22 13:50
An Efficient Algorithm for Optimal Decision on Piecewise Linear Regression Model by Bayes Decision Theory Noboru Namegaya, Koshi Shimada, Toshiyasu Matsushima (Waseda Univ.) IT2022-25 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
In this study, we propose a Beyes-optimal prediction method on a piecewise linear regression model by Bayes decision theory. The computation of the prediction requires weighting the posterior probability of all patterns of regression coefficient changes and all ranges of the coefficients. Especially, the computational complexity of weighting the posterior probability of all the coefficient changes is exponential order. Therefore, we propose a method of reducing the computational complexity by lumping coefficient changing patterns together if the change points before and after the data point to be predicted coincide. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Nonlinear regression model / Piecewise linear regression model / Bayesian decision theory / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 122, no. 128, IT2022-25, pp. 51-55, July 2022. |
Paper # |
IT2022-25 |
Date of Issue |
2022-07-14 (IT) |
ISSN |
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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IT2022-25 |
Conference Information |
Committee |
IT |
Conference Date |
2022-07-21 - 2022-07-22 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okayama University of Science |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Freshman session, General |
Paper Information |
Registration To |
IT |
Conference Code |
2022-07-IT |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
An Efficient Algorithm for Optimal Decision on Piecewise Linear Regression Model by Bayes Decision Theory |
Sub Title (in English) |
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Nonlinear regression model |
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Piecewise linear regression model |
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Bayesian decision theory |
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1st Author's Name |
Noboru Namegaya |
1st Author's Affiliation |
Waseda University (Waseda Univ.) |
2nd Author's Name |
Koshi Shimada |
2nd Author's Affiliation |
Waseda University (Waseda Univ.) |
3rd Author's Name |
Toshiyasu Matsushima |
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Waseda University (Waseda Univ.) |
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Speaker |
Author-1 |
Date Time |
2022-07-22 13:50:00 |
Presentation Time |
25 minutes |
Registration for |
IT |
Paper # |
IT2022-25 |
Volume (vol) |
vol.122 |
Number (no) |
no.128 |
Page |
pp.51-55 |
#Pages |
5 |
Date of Issue |
2022-07-14 (IT) |
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