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| Presentation | 2018-03-08 09:00 Evaluation of Bayes Predictive Distributions under Unknown Parametric Models on Misspecified Models Hirokazu Kono, Shota Saito, Toshiyasu Matsushima (Waseda Univ.)  IT2017-103 ISEC2017-91 WBS2017-84 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In this paper, we discuss a problem to estimate the conditional distribution of $Y_{N+1}$ given $x_{N+1}$ and ${(x_t,y_t)}_{t=1}^N$ drawn from I.I.D. distribution. In particular, we assume that the distribution is in a parametric model in some model class, but the model is unknown. We use the KL-divergence as a loss function of the estimation. When the distribution is not included in a parametric model, we evaluate the risk of the estimation which is optimal under the Bayes criterion. In this situation, we show that the risk between the true distribution and the Bayes optimal distribution converges to the KL-divergence between the true distribution and the distribution which is the nearest in all the distributions. We also discuss the relationship between our results and previous results. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Bayes Predictive Distribution / Misspecified Model / Asymptotic Analysis / KL-Divergence / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 117, no. 487, IT2017-103, pp. 1-6, March 2018. | |
| Paper # | IT2017-103 | |
| Date of Issue | 2018-03-01 (IT, ISEC, WBS) | |
| 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 | IT2017-103 ISEC2017-91 WBS2017-84 |
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| Conference Information | |
| Committee | WBS IT ISEC |
| Conference Date | 2018-03-08 - 2018-03-09 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Katsusika Campas, Tokyo University of Science |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | joint meeting of IT, ISEC, and WBS |
| Paper Information | |
| Registration To | IT |
| Conference Code | 2018-03-WBS-IT-ISEC |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Evaluation of Bayes Predictive Distributions under Unknown Parametric Models on Misspecified Models |
| Sub Title (in English) | |
| Keyword(1) | Bayes Predictive Distribution |
| Keyword(2) | Misspecified Model |
| Keyword(3) | Asymptotic Analysis |
| Keyword(4) | KL-Divergence |
| Keyword(5) | |
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| Keyword(8) | |
| 1st Author's Name | Hirokazu Kono |
| 1st Author's Affiliation | Waseda University (Waseda Univ.) |
| 2nd Author's Name | Shota Saito |
| 2nd Author's Affiliation | Waseda University (Waseda Univ.) |
| 3rd Author's Name | Toshiyasu Matsushima |
| 3rd Author's Affiliation | Waseda University (Waseda Univ.) |
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| Speaker | Author-1 |
| Date Time | 2018-03-08 09:00:00 |
| Presentation Time | 25 minutes |
| Registration for | IT |
| Paper # | IT2017-103, ISEC2017-91, WBS2017-84 |
| Volume (vol) | vol.117 |
| Number (no) | no.487(IT), no.488(ISEC), no.489(WBS) |
| Page | pp.1-6 |
| #Pages | 6 |
| Date of Issue | 2018-03-01 (IT, ISEC, WBS) |
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