activity
20062015
most citedA Markov Basis for Conditional Test of Common Diagonal Effect in Quasi-Independence Model for Square Contingency Tables

16 citations · 79 across the 12 of their papers we have counts for

collaborators

12 papers

stat.CO2015

Recursive computation for evaluating the exact -values of temporal and spatial scan statistics

Satoshi Kuriki, Kunihiko Takahashi, Hisayuki Hara

Let be a finite set of indices, and let , , be subsets of such that . Let , , be independent random variables, and l…

math.ST2015★ 2 cited

Identifiability of directed Gaussian graphical models with one latent source

Dennis Leung, Mathias Drton, Hisayuki Hara

We study parameter identifiability of directed Gaussian graphical models with one latent variable. In the scenario we consider, the latent variable is a confounder that forms a sou…

math.ST2011

Running Markov chain without Markov basis

Hisayuki Hara, Satoshi Aoki, Akimichi Takemura

The methodology of Markov basis initiated by Diaconis and Sturmfels(1998) stimulated active research on Markov bases for more than ten years. It also motivated improvements of algo…

math.ST2010★ 1 cited

A Markov basis for two-state toric homogeneous Markov chain model without initial parameters

Hisayuki Hara, Akimichi Takemura

We derive a Markov basis consisting of moves of degree at most three for two-state toric homogeneous Markov chain model of arbitrary length without parameters for initial states. O…

math.ST2010★ 7 cited

Markov chain Monte Carlo test of toric homogeneous Markov chains

Akimichi Takemura, Hisayuki Hara

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximatio…

math.ST2009★ 11 cited

Hierarchical subspace models for contingency tables

Hisayuki Hara, Tomonari Sei, Akimichi Takemura

For statistical analysis of multiway contingency tables we propose modeling interaction terms in each maximal compact component of a hierarchical model. By this approach we can sea…