| Presentation | 2022-07-22 An Efficient Algorithm for Optimal Decision on Piecewise Linear Regression Model by Bayes Decision Theory Noboru Namegaya, Koshi Shimada, Toshiyasu Matsushima, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Nonlinear regression model / Piecewise linear regression model / Bayesian decision theory |
| Paper # | IT2022-25 |
| Date of Issue | 2022-07-14 (IT) |
| Conference Information | |
| Committee | IT |
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| Conference Date | 2022/7/21(2days) |
| 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 |
| Chair | Tetsuya Kojima(Tokyo Kosen) |
| Vice Chair | Yasuyuki Nogami(Okayama Univ.) |
| Secretary | Yasuyuki Nogami(Saitamai Univ.) |
| Assistant | Takayuki Nozaki(Yamaguchi Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Information Theory |
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| Language | JPN |
| 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) | |
| Keyword(1) | Nonlinear regression model |
| Keyword(2) | Piecewise linear regression model |
| Keyword(3) | Bayesian decision theory |
| 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 |
| 3rd Author's Affiliation | Waseda University(Waseda Univ.) |
| Date | 2022-07-22 |
| Paper # | IT2022-25 |
| Volume (vol) | vol.122 |
| Number (no) | IT-128 |
| Page | pp.pp.51-55(IT), |
| #Pages | 5 |
| Date of Issue | 2022-07-14 (IT) |