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248 - Hidehiko Kamiya 2017
Elliptically contoured distributions generalize the multivariate normal distributions in such a way that the density generators need not be exponential. However, as the name suggests, elliptically contoured distributions remain to be restricted in th at the similar density contours ought to be elliptical. Kamiya, Takemura and Kuriki [Star-shaped distributions and their generalizations, Journal of Statistical Planning and Inference 138 (2008), 3429--3447] proposed star-shaped distributions, for which the density contours are allowed to be boundaries of arbitrary similar star-shaped sets. In the present paper, we propose a nonparametric estimator of the shape of the density contours of star-shaped distributions, and prove its strong consistency with respect to the Hausdorff distance. We illustrate our estimator by simulation.
162 - Hidehiko Kamiya 2014
Two Bayesian models with different sampling densities are said to be marginally equivalent if the joint distribution of observables and the parameter of interest is the same for both models. We discuss marginal equivalence in the general framework of group invariance. We introduce a class of sampling models and establish marginal equivalence when the prior for the nuisance parameter is relatively invariant. We also obtain some robustness properties of invariant statistics under our sampling models. Besides the prototypical example of $v$-spherical distributions, we apply our general results to two examples---analysis of affine shapes and principal component analysis.
Let B be a real hyperplane arrangement which is stable under the action of a Coxeter group W. Then B acts naturally on the set of chambers of B. We assume that B is disjoint from the Coxeter arrangement A=A(W) of W. In this paper, we show that the W- orbits of the set of chambers of B are in one-to-one correspondence with the chambers of C=Acup B which are contained in an arbitrarily fixed chamber of A. From this fact, we find that the number of W-orbits of the set of chambers of B is given by the number of chambers of C divided by the order of W. We will also study the set of chambers of C which are contained in a chamber b of B. We prove that the cardinality of this set is equal to the order of the isotropy subgroup W_b of b. We illustrate these results with some examples, and solve an open problem in Kamiya, Takemura and Terao [Ranking patterns of unfolding models of codimension one, Adv. in Appl. Math. (2010)] by using our results.
Arrangement theory plays an essential role in the study of the unfolding model used in many fields. This paper describes how arrangement theory can be usefully employed in solving the problems of counting (i) the number of admissible rankings in an u nfolding model and (ii) the number of ranking patterns generated by unfolding models. The paper is mostly expository but also contains some new results such as simple upper and lower bounds for the number of ranking patterns in the unidimensional case.
We consider the problem of counting the number of possible sets of rankings (called ranking patterns) generated by unfolding models of codimension one. We express the ranking patterns as slices of the braid arrangement and show that all braid slices, including those not associated with unfolding models, are in one-to-one correspondence with the chambers of an arrangement. By identifying those which are associated with unfolding models, we find the number of ranking patterns. We also give an upper bound for the number of ranking patterns when the difference by a permutation of objects is ignored.
An integral coefficient matrix determines an integral arrangement of hyperplanes in R^m. After modulo q reduction, the same matrix determines an arrangement A_q of hyperplanes in Z^m. In the special case of central arrangements, Kamiya, Takemura and Terao [J. Algebraic Combin., to appear] showed that the cardinality of the complement of A_q in Z_q^m is a quasi-polynomial in q. Moreover, they proved in the central case that the intersection lattice of A_q is periodic from some q on. The present paper generalizes these results to the case of non-central arrangements. The paper also studies the arrangement B_m^{[0,a]} of Athanasiadis [J. Algebraic Combin. Vol.10 (1999), 207-225] to illustrate our results.
Let $q$ be a positive integer. In our recent paper, we proved that the cardinality of the complement of an integral arrangement, after the modulo $q$ reduction, is a quasi-polynomial of $q$, which we call the characteristic quasi-polynomial. In this paper, we study general properties of the characteristic quasi-polynomial as well as discuss two important examples: the arrangements of reflecting hyperplanes arising from irreducible root systems and the mid-hyperplane arrangements. In the root system case, we present a beautiful formula for the generating function of the characteristic quasi-polynomial which has been essentially obtained by Ch. Athanasiadis and by A. Blass and B. Sagan. On the other hand, it is hard to find the generating function of the characteristic quasi-polynomial in the mid-hyperplane arrangement case. We determine them when the dimension is less than six.
We study central hyperplane arrangements with integral coefficients modulo positive integers $q$. We prove that the cardinality of the complement of the hyperplanes is a quasi-polynomial in two ways, first via the theory of elementary divisors and th en via the theory of the Ehrhart quasi-polynomials. This result is useful for determining the characteristic polynomial of the corresponding real arrangement. With the former approach, we also prove that intersection lattices modulo $q$ are periodic except for a finite number of $q$s.
Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. Kamiya, Takemura and Kuriki (2006) generalized the elliptically contoured distributions to sta r-shaped distributions, for which the contours are allowed to be arbitrary proportional star-shaped sets. This was achieved by considering the so-called orbital decomposition of the sample space in the general framework of group invariance. In the present paper, we extend their results by conducting the orbital decompositions in steps and obtaining a further, hierarchical decomposition of the sample space. This allows us to construct probability models and distributions with further independence structures. The general results are applied to the star-shaped distributions with a certain symmetric structure, the distributions related to the two-sample Wishart problem and the distributions of preference rankings.
Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to ``star-shaped distributions with concentric star-shaped contours and show that many results in the former case continue to hold in the more general case. We develop a general theory in the framework of abstract group invariance so that the results can be applied to other cases as well, especially those involving random matrices.
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