| Presentation | 2016-09-05 [Short Paper] Selective Inference for Time-series Change-Point Analysis Yuta Umezu, Kazuya Nakagawa, Shigenori Inoue, Koji Tsuda, Mahito Sugiyama, Takuya Maekawa, Toru Tamaki, Ken Yoda, Ichiro Takeuchi, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we propose a statistical method for time series data after detecting a change point. Because the change point is detected based on the data, its significance is highly depend on an algorithm for change point detection. Therefore, we need considering the algorithm to conduct a statistical inference. This kind of statistical inference is also known as post selection inference. We use the so-called cumulative sum statistic for detecting a change point, and then we conduct a Selective Inference based on the statistic. Through simulation studies, we confirm that the our proposal is almost better than existing methods. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | change point detection / CUSUM test / hypothesis testing / selective inference |
| Paper # | PRMU2016-63,IBISML2016-18 |
| Date of Issue | 2016-08-29 (PRMU, IBISML) |
| Conference Information | |
| Committee | PRMU / IPSJ-CVIM / IBISML |
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| Conference Date | 2016/9/5(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Eisaku Maeda(NTT) / / Kenji Fukumizu(ISM) |
| Vice Chair | Seiichi Uchida(Kyushu Univ.) / Hironobu Fujiyoshi(Chubu Univ.) / / Masashi Sugiyama(Univ. of Tokyo) / Hisashi Kashima(Kyoto Univ.) |
| Secretary | Seiichi Uchida(Kyoto Univ.) / Hironobu Fujiyoshi(NTT) / / Masashi Sugiyama(Univ. of Tokyo) / Hisashi Kashima(Nagoya Inst. of Tech.) |
| Assistant | Masaki Oonishi(AIST) / Takuya Funatomi(NAIST) / / Toshihiro Kamishima(AIST) / Tomoharu Iwata(NTT) |
| Paper Information | |
| Registration To | Technical Committee on Pattern Recognition and Media Understanding / Special Interest Group on Computer Vision and Image Media / 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) | [Short Paper] Selective Inference for Time-series Change-Point Analysis |
| Sub Title (in English) | |
| Keyword(1) | change point detection |
| Keyword(2) | CUSUM test |
| Keyword(3) | hypothesis testing |
| Keyword(4) | selective inference |
| 1st Author's Name | Yuta Umezu |
| 1st Author's Affiliation | Nagoya Institute of Technology(NIT) |
| 2nd Author's Name | Kazuya Nakagawa |
| 2nd Author's Affiliation | Nagoya Institute of Technology(NIT) |
| 3rd Author's Name | Shigenori Inoue |
| 3rd Author's Affiliation | Nagoya Institute of Technology(NIT) |
| 4th Author's Name | Koji Tsuda |
| 4th Author's Affiliation | Tokyo University(Tokyo Univ.) |
| 5th Author's Name | Mahito Sugiyama |
| 5th Author's Affiliation | Osaka University(Osaka Univ.) |
| 6th Author's Name | Takuya Maekawa |
| 6th Author's Affiliation | Osaka University(Osaka Univ.) |
| 7th Author's Name | Toru Tamaki |
| 7th Author's Affiliation | Hiroshima University(Hiroshima Univ.) |
| 8th Author's Name | Ken Yoda |
| 8th Author's Affiliation | Nagoya University(Nagoya Univ.) |
| 9th Author's Name | Ichiro Takeuchi |
| 9th Author's Affiliation | Nagoya Institute of Technology(NIT) |
| Date | 2016-09-05 |
| Paper # | PRMU2016-63,IBISML2016-18 |
| Volume (vol) | vol.116 |
| Number (no) | PRMU-208,IBISML-209 |
| Page | pp.pp.89-92(PRMU), pp.89-92(IBISML), |
| #Pages | 4 |
| Date of Issue | 2016-08-29 (PRMU, IBISML) |