| Presentation | 2019-06-17 Optimal Estimating the Number of Change Points for Sources with Piecewise Constant parameters under Bayesian Criterion Kairi Suzuki, Akira Kamatsuka, Toshiyasu Matsushima, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The problem of estimating the number of the change points is an important problem in various real problems.There have been studies on this problem, in which the number of change points is estimated by maximizing the likelihood[4] and in which the prior distribution is assumed, using MAP estimation[6]. In [4], the estimated number of change points is not theoretically guaranteed.In [6], it takes the computational complexity in the order of $O￥left(2^{n-1}￥right)$ to estimate.In this study, we formulate an estimation problem of the number of change points in the statistical decision theory. Then we propose an optimal and efficient estimating algorithm of the number of change points under bayesian criterion. The algorithm take the computational complexity in the order of $O￥left(n^{3}￥right)$ under some assumptions. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Change points detection / Estimating the number of change points / Sources with piecewise constant parameters / Statistical Decision Theory / Bayes risk / Bayes rule |
| Paper # | IBISML2019-6 |
| Date of Issue | 2019-06-10 (IBISML) |
| Conference Information | |
| Committee | NC / IBISML / IPSJ-MPS / IPSJ-BIO |
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| Conference Date | 2019/6/17(3days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Okinawa Institute of Science and Technology |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Neurocomputing, Machine Learning Approach to Biodata Mining, and General |
| Chair | Hayaru Shouno(UEC) / Hisashi Kashima(Kyoto Univ.) / Masakazu Sekijima(Tokyo Tech) / Hiroyuki Kurata(Kyutech) |
| Vice Chair | Kazuyuki Samejima(Tamagawa Univ) / Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo) |
| Secretary | Kazuyuki Samejima(NAIST) / Masashi Sugiyama(NTT) / Koji Tsuda(Nagoya Inst. of Tech.) / (AIST) / (Nagoya Univ.) |
| Assistant | Takashi Shinozaki(NICT) / Ken Takiyama(TUAT) / Tomoharu Iwata(NTT) / Shigeyuki Oba(Kyoto Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Neurocomputing / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / IPSJ Special Interest Group on Mathematical Modeling and Problem Solving / IPSJ Special Interest Group on Bioinformatics and Genomics |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Optimal Estimating the Number of Change Points for Sources with Piecewise Constant parameters under Bayesian Criterion |
| Sub Title (in English) | |
| Keyword(1) | Change points detection |
| Keyword(2) | Estimating the number of change points |
| Keyword(3) | Sources with piecewise constant parameters |
| Keyword(4) | Statistical Decision Theory |
| Keyword(5) | Bayes risk |
| Keyword(6) | Bayes rule |
| 1st Author's Name | Kairi Suzuki |
| 1st Author's Affiliation | Waseda University(Waseda Univ.) |
| 2nd Author's Name | Akira Kamatsuka |
| 2nd Author's Affiliation | Waseda University(Waseda Univ.) |
| 3rd Author's Name | Toshiyasu Matsushima |
| 3rd Author's Affiliation | Waseda University(Waseda Univ.) |
| Date | 2019-06-17 |
| Paper # | IBISML2019-6 |
| Volume (vol) | vol.119 |
| Number (no) | IBISML-89 |
| Page | pp.pp.35-41(IBISML), |
| #Pages | 7 |
| Date of Issue | 2019-06-10 (IBISML) |