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5 papers · 1 filter
Penalized least squares approximation methods and their applications to stochastic processes
Takumi Suzuki, Nakahiro Yoshida
We construct an objective function that consists of a quadratic approximation term and a penalty term. Thanks to the quadratic approximation, we can deal with various kinds of loss…
Statistical Inference for Ergodic Point Processes and Application to Limit Order Book
Simon Clinet, Nakahiro Yoshida
We construct a general procedure for the Quasi Likelihood Analysis applied to a multivariate point process on the real half line in an ergodic framework. More precisely, we assume…
Holonomic gradient method for the distribution function of the largest root of a Wishart matrix
Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama +1
We apply the holonomic gradient method introduced by Nakayama et al.(2011) to the evaluation of the exact distribution function of the largest root of a Wishart matrix, which invol…
Markov Bases for Typical Block Effect Models of Two-way Contingency Tables
Mitsunori Ogawa, Akimichi Takemura
Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via Markov chain Monte Carlo method. In this paper we…
Graver basis for an undirected graph and its application to testing the beta model of random graphs
Mitsunori Ogawa, Hisayuki Hara, Akimichi Takemura
In this paper we give an explicit and algorithmic description of Graver basis for the toric ideal associated with a simple undirected graph and apply the basis for testing the beta…