| Presentation | 2021-03-03 Selective Inference for Change-point Detection in Multi-dimensional Series Data Ryota Sugiyama, Hiroki Toda, Vo Nguyen Le Duy, Yu Inatsu, Ichiro Takeuchi, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Change-point detection / Selective Inference |
| Paper # | IBISML2020-51 |
| Date of Issue | 2021-02-23 (IBISML) |
| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2021/3/2(3days) |
| 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 |
| Chair | Ichiro Takeuchi(Nagoya Inst. of Tech.) |
| Vice Chair | Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo) |
| Secretary | Masashi Sugiyama(AIST) / Koji Tsuda(NTT) |
| Assistant | Atsuyoshi Nakamura(Hokkaido Univ.) / Shigeyuki Oba(Miidas) |
| Paper Information | |
| Registration To | Technical Committee on Infomation-Based Induction Sciences and Machine Learning |
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| Language | JPN |
| 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 |
| 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) |
| Date | 2021-03-03 |
| Paper # | IBISML2020-51 |
| Volume (vol) | vol.120 |
| Number (no) | IBISML-395 |
| Page | pp.pp.63-70(IBISML), |
| #Pages | 8 |
| Date of Issue | 2021-02-23 (IBISML) |