| Presentation | 2018-03-08 Evaluation of Bayes Predictive Distributions under Unknown Parametric Models on Misspecified Models Hirokazu Kono, Shota Saito, Toshiyasu Matsushima, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Bayes Predictive Distribution / Misspecified Model / Asymptotic Analysis / KL-Divergence |
| Paper # | IT2017-103,ISEC2017-91,WBS2017-84 |
| Date of Issue | 2018-03-01 (IT, ISEC, WBS) |
| Conference Information | |
| Committee | WBS / IT / ISEC |
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| Conference Date | 2018/3/8(2days) |
| 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 |
| Chair | Fumiaki Maehara(Waseda Univ.) / Masayoshi Ohashi(Fukuoka Univ.) / Kazuto Ogawa(NHK) |
| Vice Chair | Masanori Hamamura(Kochi Univ. of Tech.) / Fumie Ono(NICT) / Jun Muramatsu(NTT) / Atsushi Fujioka(Kanagawa Univ.) / Shiho Moriai(NICT) |
| Secretary | Masanori Hamamura(Mitsubishi Electric) / Fumie Ono(Ibaraki Univ.) / Jun Muramatsu(Yokohama College of Commerce) / Atsushi Fujioka(UEC) / Shiho Moriai(Tohoku Univ.) |
| Assistant | Akira Nakamura(Tokyo Univ. of Science) / Ryohei Nakamura(National Defense Academy) / Sigeaki Kuzuoka(wakayama univ.) / Keita Emura(NICT) / Yuichi Komano(TOSHIBA) / Yuuji Suga(IIJ) |
| Paper Information | |
| Registration To | Technical Committee on Wideband System / Technical Committee on Information Theory / Technical Committee on Information Security |
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| Language | JPN |
| 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 |
| 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.) |
| Date | 2018-03-08 |
| Paper # | IT2017-103,ISEC2017-91,WBS2017-84 |
| Volume (vol) | vol.117 |
| Number (no) | IT-487,ISEC-488,WBS-489 |
| Page | pp.pp.1-6(IT), pp.1-6(ISEC), pp.1-6(WBS), |
| #Pages | 6 |
| Date of Issue | 2018-03-01 (IT, ISEC, WBS) |