arXiv subjects

Akimichi Takemura

Publications and source records attributed to Akimichi Takemura.

At least 91 records · Page 5Linked to original sources

arXiv2008

Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games

We study capital process behavior in the fair-coin game and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk (2001). We show that if Skeptic uses a Bayesian strategy with a beta prior, the capital process is lucidly expressed in terms of the past average of Reality's moves. From this it is proved that the Skeptic's Bayesian strategy weakly forces the strong law of large numbers (SLLN) with the convergence rate of O(\sqrt{\log n/n})$ and if Reality violates SLLN then the exponential growth rate of the capital process is very accurately described in terms of the Kullback divergence between the average of Reality's moves when she violates SLLN and the average when she observes SLLN. We also investigate optimality properties associated with Bayesian strategy.

math.ST↗

arXiv2008

A Markov Basis for Conditional Test of Common Diagonal Effect in Quasi-Independence Model for Square Contingency Tables

In two-way contingency tables we sometimes find that frequencies along the diagonal cells are relatively larger(or smaller) compared to off-diagonal cells, particularly in square tables with the common categories for the rows and the columns. In this case the quasi-independence model with an additional parameter for each of the diagonal cells is usually fitted to the data. A simpler model than the quasi-independence model is to assume a common additional parameter for all the diagonal cells. We consider testing the goodness of fit of the common diagonal effect by Markov chain Monte Carlo (MCMC) method. We derive an explicit form of a Markov basis for performing the conditional test of the common diagonal effect. Once a Markov basis is given, MCMC procedure can be easily implemented by techniques of algebraic statistics. We illustrate the procedure with some real data sets.

stat.ME↗

arXiv2008

A Localization Approach to Improve Iterative Proportional Scaling in Gaussian Graphical Models

We discuss an efficient implementation of the iterative proportional scaling procedure in the multivariate Gaussian graphical models. We show that the computational cost can be reduced by localization of the update procedure in each iterative step by using the structure of a decomposable model obtained by triangulation of the graph associated with the model. Some numerical experiments demonstrate the competitive performance of the proposed algorithm.

stat.CO↗

arXiv2008

A generalization of the integer linear infeasibility problem

Does a given system of linear equations with nonnegative constraints have an integer solution? This is a fundamental question in many areas. In statistics this problem arises in data security problems for contingency table data and also is closely related to non-squarefree elements of Markov bases for sampling contingency tables with given marginals. To study a family of systems with no integer solution, we focus on a commutative semigroup generated by a finite subset of $\Z^d$ and its saturation. An element in the difference of the semigroup and its saturation is called a ``hole''. We show the necessary and sufficient conditions for the finiteness of the set of holes. Also we define fundamental holes and saturation points of a commutative semigroup. Then, we show the simultaneous finiteness of the set of holes, the set of non-saturation points, and the set of generators for saturation points. We apply our results to some three- and four-way contingency tables. Then we will discuss the time complexities of our algorithms.

math.ST↗

arXiv2008

Periodicity of non-central integral arrangements modulo positive integers

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.

math.CO↗

arXiv2008

Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time

We study multistep Bayesian betting strategies in coin-tossing games in the framework of game-theoretic probability of Shafer and Vovk (2001). We show that by a countable mixture of these strategies, a gambler or an investor can exploit arbitrary patterns of deviations of nature's moves from independent Bernoulli trials. We then apply our scheme to asset trading games in continuous time and derive the exponential growth rate of the investor's capital when the variation exponent of the asset price path deviates from two.

q-fin.TR↗

arXiv2008

Markov basis and Groebner basis of Segre-Veronese configuration for testing independence in group-wise selections

We consider testing independence in group-wise selections with some restrictions on combinations of choices. We present models for frequency data of selections for which it is easy to perform conditional tests by Markov chain Monte Carlo (MCMC) methods. When the restrictions on the combinations can be described in terms of a Segre-Veronese configuration, an explicit form of a Gröbner basis consisting of moves of degree two is readily available for performing a Markov chain. We illustrate our setting with the National Center Test for university entrance examinations in Japan. We also apply our method to testing independence hypotheses involving genotypes at more than one locus or haplotypes of alleles on the same chromosome.

math.ST↗

arXiv2008

Markov basis for design of experiments with three-level factors

We consider Markov basis arising from fractional factorial designs with three-level factors. Once we have a Markov basis, $p$ values for various conditional tests are estimated by the Markov chain Monte Carlo procedure. For designed experiments with a single count observation for each run, we formulate a generalized linear model and consider a sample space with the same sufficient statistics to the observed data. Each model is characterized by a covariate matrix, which is constructed from the main and the interaction effects we intend to measure. We investigate fractional factorial designs with $3^{p-q}$ runs noting correspondences to the models for $3^{p-q}$ contingency tables.

stat.ME↗

arXiv2008

Groebner bases of nested configurations

In this paper we introduce a new and large family of configurations whose toric ideals possess quadratic Groebner bases. As an application, a generalization of algebras of Segre-Veronese type will be studied.

math.AC↗

arXiv2007

The tube method for the moment index in projection pursuit

The projection pursuit index defined by a sum of squares of the third and the fourth sample cumulants is known as the moment index proposed by Jones and Sibson. Limiting distribution of the maximum of the moment index under the null hypothesis that the population is multivariate normal is shown to be the maximum of a Gaussian random field with a finite Karhunen-Loeve expansion. An approximate formula for tail probability of the maximum, which corresponds to the p-value, is given by virtue of the tube method through determining Weyl's invariants of all degrees and the critical radius of the index manifold of the Gaussian random field.

math.ST↗

arXiv2007

The characteristic quasi-polynomials of the arrangements of root systems and mid-hyperplane arrangements

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.

math.CO↗

arXiv2007

Markov bases for two-way subtable sum problems

It has been well-known that for two-way contingency tables with fixed row sums and column sums the set of square-free moves of degree two forms a Markov basis. However when we impose an additional constraint that the sum of a subtable is also fixed, then these moves do not necessarily form a Markov basis. Thus, in this paper, we show a necessary and sufficient condition on a subtable so that the set of square-free moves of degree two forms a Markov basis.

math.CO↗

arXiv2007

Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues

In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise infinite dispersion of the population eigenvalues. This new type of asymptotic theory has been developed by the present authors in Takemura and Sheena (2005) and Sheena and Takemura (2007a,b) and in these papers it was applied to point estimation problem of population covariance matrix in a decision theoretic framework. In this paper we apply it to some testing and interval estimation problems. We show that the approximation based on this type of asymptotics is generally much better than the traditional large-sample asymptotics for the problems.

math.ST↗

arXiv2007

Saturation points on faces of a rational polyhedral cone

Different commutative semigroups may have a common saturation. We consider distinguishing semigroups with a common saturation based on their ``sparsity''. We propose to qualitatively describe sparsity of a semigroup by considering which faces of the corresponding rational polyhedral cone have saturation points. For a commutative semigroup we give a necessary and sufficient condition for determining which faces have saturation points. We also show that we can construct a commutative semigroup with arbitrary consistent patterns of faces with saturation points.

math.CO↗

arXiv2007

Periodicity of hyperplane arrangements with integral coefficients modulo positive integers

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 then 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.

math.CO↗

arXiv2007

Generalized zig-zag products of regular digraphs and bounds on their spectral expansions

We introduce a generalization of the zig-zag product of regular digraphs (directed graphs), which allows us to construct regular digraphs with m ore flexible choices of the degrees. In our generalization, we can control the connectivity of the resulting graph measured by its spectral expansion. We derive an upper bound on the spectral expansion of the generalized zig-zag product. Our upper bound improves on known bounds when applied to the zig-zag product. We also consider a special case of the generalized zig-zag product, where one of the components is a trivial graph whose edges are all self-loops. We call it a reduced zig-zag product and derive a bound on the spectral expansion of its powers.

math.PR↗

arXiv2007

Implications of contrarian and one-sided strategies for the fair-coin game

We derive some results on contrarian and one-sided strategies by Skeptic for the fair-coin game in the framework of the game-theoretic probability of Shafer and Vovk \cite{sv}. In particular, concerning the rate of convergence of the strong law of large numbers (SLLN), we prove that Skeptic can force that the convergence has to be slower than or equal to $O(n^{-1/2})$. This is achieved by a very simple contrarian strategy of Skeptic. This type of result, bounding the rate of convergence from below, contrasts with more standard results of bounding the rate of SLLN from above by using momentum strategies. We also derive a corresponding one-sided result.

math.PR↗

arXiv2006

Markov chain Monte Carlo tests for designed experiments

We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, a Markov chain Monte Carlo method can be used for performing exact tests, when large-sample approximations are poor and the enumeration of the conditional sample space is infeasible. For designed experiments with a single observation for each run, we formulate log-linear or logistic models and consider a connected Markov chain over an appropriate sample space. In particular, we investigate fractional factorial designs with $2^{p-q}$ runs, noting correspondences to the models for $2^{p-q}$ contingency tables.

math.ST↗