arXiv subjects

Keisuke Yano

Publications and source records attributed to Keisuke Yano.

28 records · Page 2Linked to original sources

arXiv2022

Structured regularization based velocity structure estimation in local earthquake tomography for the adaptation to velocity discontinuities

We propose a local earthquake tomography method that applies a structured regularization technique to determine sharp changes in Earth's seismic velocity structure using arrival time data of direct waves. Our approach focuses on the ability to better image two common features that are observed in Earth's seismic velocity structure: sharp changes in velocities that correspond to material boundaries, such as the Conrad and Moho discontinuities; and gradual changes in velocity that are associated with pressure and temperature distributions in the crust and mantle. We employ different penalty terms in the vertical and horizontal directions to refine the earthquake tomography. We utilize a vertical-direction (depth) penalty that takes the form of the l1-sum of the l2-norms of the second-order differences of the horizontal units in the vertical direction. This penalty is intended to represent sharp velocity changes caused by discontinuities by creating a piecewise linear depth profile of seismic velocity. We set a horizontal-direction penalty term on the basis of the l2-norm to express gradual velocity tendencies in the horizontal direction, which has been often used in conventional tomography methods. We use a synthetic data set to demonstrate that our method provides significant improvements over velocity structures estimated using conventional methods by obtaining stable estimates of both steep and gradual changes in velocity. Furthermore, we apply our proposed method to real seismic data in central Japan and present the potential of our method for detecting velocity discontinuities using the observed arrival times from a small number of local earthquakes.

stat.AP↗

arXiv2020

Minimax Predictive Density for Sparse Count Data

This paper discusses predictive densities under the Kullback--Leibler loss for high-dimensional Poisson sequence models under sparsity constraints. Sparsity in count data implies zero-inflation. We present a class of Bayes predictive densities that attain asymptotic minimaxity in sparse Poisson sequence models. We also show that our class with an estimator of unknown sparsity level plugged-in is adaptive in the asymptotically minimax sense. For application, we extend our results to settings with quasi-sparsity and with missing-completely-at-random observations. The simulation studies as well as application to real data illustrate the efficiency of the proposed Bayes predictive densities.

math.ST↗

arXiv2019

On frequentist coverage errors of Bayesian credible sets in moderately high dimensions

In this paper, we study frequentist coverage errors of Bayesian credible sets for an approximately linear regression model with (moderately) high dimensional regressors, where the dimension of the regressors may increase with but is smaller than the sample size. Specifically, we consider quasi-Bayesian inference on the slope vector under the quasi-likelihood with Gaussian error distribution. Under this setup, we derive finite sample bounds on frequentist coverage errors of Bayesian credible rectangles. Derivation of those bounds builds on a novel Berry--Esseen type bound on quasi-posterior distributions and recent results on high-dimensional CLT on hyperrectangles. We use this general result to quantify coverage errors of Castillo--Nickl and $L^{\infty}$-credible bands for Gaussian white noise models, linear inverse problems, and (possibly non-Gaussian) nonparametric regression models. In particular, we show that Bayesian credible bands for those nonparametric models have coverage errors decaying polynomially fast in the sample size, implying advantages of Bayesian credible bands over confidence bands based on extreme value theory.

math.ST↗

arXiv2019

Learning partially ranked data based on graph regularization

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing mechanism. We propose estimators for both complete rankings and missing mechanisms together with a simple estimation procedure. Our estimation procedure leverages a graph regularization in conjunction with the Expectation-Maximization algorithm. Our estimation procedure is theoretically guaranteed to have the convergence properties. We reduce a modeling bias by allowing a non-ignorable missing mechanism. In addition, we avoid the inherent complexity within a non-ignorable missing mechanism by introducing a graph regularization. The experimental results demonstrate that the proposed estimators work well under non-ignorable missing mechanisms.

stat.ME↗

arXiv2018

Non-asymptotic Bayesian Minimax Adaptation

This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is assumed to be in a Sobolev ellipsoid with an unknown smoothness and an unknown radius. Our purpose in this paper is to present a Bayesian approach attaining minimaxity up to a universal constant without any knowledge regarding the smoothness and the radius. Our Bayesian approach provides not only a rate-exact minimax adaptive estimator in large sample asymptotics but also a risk bound for the Bayes estimator quantifying the effects of both the smoothness and the ratio of the squared radius to the noise variance, where the smoothness and the ratio are the key parameters to describe the minimax risk in this model. Application to non-parametric regression models is also discussed.

math.ST↗

arXiv2017

On $\varepsilon$-Admissibility in High Dimension and Nonparametrics

In this paper, we discuss the use of $\varepsilon$-admissibility for estimation in high-dimensional and nonparametric statistical models. The minimax rate of convergence is widely used to compare the performance of estimators in high-dimensional and nonparametric models. However, it often works poorly as a criterion of comparison. In such cases, the addition of comparison by $\varepsilon$-admissibility provides a better outcome. We demonstrate the usefulness of $\varepsilon$-admissibility through high-dimensional Poisson model and Gaussian infinite sequence model, and present noble results.

math.ST↗

arXiv2017

Asymptotically Minimax Prediction in Infinite Sequence Models

We study asymptotically minimax predictive distributions in an infinite sequence model. First, we discuss the connection between the prediction in the infinite sequence model and the prediction in the function model. Second, we construct an asymptotically minimax predictive distribution when the parameter space is a known ellipsoid. We show that the Bayesian predictive distribution based on the Gaussian prior distribution is asymptotically minimax in the ellipsoid. Third, we construct an asymptotically minimax predictive distribution for any Sobolev ellipsoid. We show that the Bayesian predictive distribution based on the product of Stein's priors is asymptotically minimax for any Sobolev ellipsoid. Finally, we present an efficient sampling method from the proposed Bayesian predictive distribution.

math.ST↗

arXiv2015

Information criteria for multistep ahead predictions

We propose an information criterion for multistep ahead predictions. It is also used for extrapolations. For the derivation, we consider multistep ahead predictions under local misspecification. In the prediction, we show that Bayesian predictive distributions asymptotically have smaller Kullback--Leibler risks than plug-in predictive distributions. From the results, we construct an information criterion for multistep ahead predictions by using an asymptotically unbiased estimator of the Kullback--Leibler risk of Bayesian predictive distributions. We show the effectiveness of the proposed information criterion throughout the numerical experiments.

math.ST↗

arXiv2013

Feature-Gathering Dependency-Based Software Clustering Using Dedication and Modularity

Software clustering is one of the important techniques to comprehend software systems. However, presented techniques to date require human interactions to refine clustering results. In this paper, we proposed a novel dependency-based software clustering algorithm, SArF. SArF has two characteristics. First, SArF eliminates the need of the omnipresent-module-removing step which requires human interactions. Second, the objective of SArF is to gather relevant software features or functionalities into a cluster. To achieve them, we defined the Dedication score to infer the importance of dependencies and utilized Modularity Maximization to cluster weighted directed graphs. Two case studies and extensive comparative evaluations using open source and industrial systems show that SArF could successfully decompose the systems fitting to the authoritative decompositions from a feature viewpoint without any tailored setups and that SArF was superior to existing dependency-based software clustering studies. Besides, the case studies show that there exist measurable authoritativeness limits and that SArF nearly reached the limits.

cs.SE↗

arXiv2013

SArF Map: Visualizing Software Architecture from Feature and Layer Viewpoints

To facilitate understanding the architecture of a software system, we developed SArF Map technique that visualizes software architecture from feature and layer viewpoints using a city metaphor. SArF Map visualizes implicit software features using our previous study, SArF dependency-based software clustering algorithm. Since features are high-level abstraction units of software, a generated map can be directly used for high-level decision making such as reuse and also for communications between developers and non-developer stakeholders. In SArF Map, each feature is visualized as a city block, and classes in the feature are laid out as buildings reflecting their software layer. Relevance between features is represented as streets. Dependency links are visualized lucidly. Through open source and industrial case studies, we show that the architecture of the target systems can be easily overviewed and that the quality of their packaging designs can be quickly assessed.

cs.SE↗