Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach: Volume 3 Engineering and Scientific Applications PDF
Preview Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach: Volume 3 Engineering and Scientific Applications
Proceedings ofthe First US/Japan Conference on the Frontiers ofStatistical Modeling: An Informational Approach Volume 3 Engineering and Scientific Applications Proceedings of the First US/J apan Conference on the Frontiers of Statistical Modeling: An Informational Approach Volume 3 Engineering and Scientific Applications Edited by H.BOZDOGAN Department of Statistics, The University ofTennessee, Knoxville, TN, U.S.A. Co-Edited by S. L. SCLOVE G. KlTAGAWA Information & Decision Sciences, The Institute of Statistical Mathematics, University of Illinois at Chicago, 4~-7 Minami-Azabu, Minato-Ku, Chicago, IL, U.SA Tokyo, Japan A. K. GUPTA T.OZAKI Department of Mathematics & Statistics, The Institute of Statistical Mathematics, Bowling Green State University, 4~-7 Minami-Azabu, Minato-Ku, Bowling Green, OH, U.SA Tokyo, Japan D.HAUGHTON K. TANABE Department of Mathematical Sciences, The Institute of Statistical Mathematics, Bentley College, 4-6-7 Minami-Azabu, Minato-Ku, Waltham, MA, U.S.A. Tokyo, Japan SPRINGER SCIENCE+BUSINESS MEDIA, B.V. A C.I.P. Catalogue record for this book is available from the Library of Congress. ISBN 978-94-010-4368-7 ISBN 978-94-011-0854-6 (eBook) DOI 10.1007/978-94-011-0854-6 Printed an acid-free paper AII Rights Reserved © 1994 Springer Science+B usiness Media Dordrecht Originally published by Kluwer Academic Publishers in 1994 Softcover reprint ofthe hardcover Ist edition 1994 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission [rom the copyright owner. CONTENTSOFVOLUME3 ListofContributorstoVolume3 vii Editor'sGeneralPreface ix Prefaceto Volume3 xiii SummaryofContributedPaperstoVolume3 1 1. ImplicationsofInformationaLPointofViewontheDeveLopment ofStatisticaLScience(Keynotelecture) H. Akaike 27 2. From ComparisonDensitytoTwo SampLeAnaLysis E. Parzen 39 3. StatisticaLIdentificationandOptimaLControlofThermalPowerPlants H.Nakamura 57 4. ApplicationsofAutoRegressiveModel toControlShip'sMotions andMarine Engine K. Ohtsuand G. Kitagawa 81 5. StatisticaLModeLsforEarthquakeOccurrence: Clusters, Cycles andCharacteristicEarthquakes D. Vere-Jones 105 6. SeismologicalApplicationsofStatisticalMethodsfor Point-Process Modelling ~O~b lTI 7. OneChannelAt-A-TimeMuLtichanneLAutoregressiveModeling of StationaryandNonstationaryTimeSeries W. Gerschand D.Stone 165 8. SeparationofSpinSynchronizedSignals Using aBayesianApproach T. Higuchi 193 9. TheLocaLLinearizationFiLterWith ApplicationtoNonlinearSystem Identifications T.Ozaki 217 10. InferenceofEvoLutionaryTreesFromDNA andProteinSequenceData M. Hasegawa 241 11. NewStructure Criteria inGroupMethodofDataHandling T.Lange 249 12. The Use oftheK;tLLback-LeibLerDistanceforLearninginNeural BinaryCLassifie'S D.Pados,P. Papantoni-Kazakos,D. Kazakos,and A. Koyiantis 267 vi 13. LikelihoodEstimationofDirectionalInteraction M.Tanemura 293 14. NewApproachtoOptimizationofStableEstimation A. M.Shurygin 315 IndextoVolume3 341 111111111111111111111111111111111111111 111111111111111111111111111111111111111 LISTOFCONTRIBUTORS TO LISTOFCONTRIBUTORS TO VOLUME 3 VOLUME 3 11111111111111111111\11111111111111111111\111111111111111111111111111111111111111 11111111111111111111111111111111111111111111\111111111111\\1111111111111111111111 Hirotugu Akaike TomoyukiHiguchi DirectorGeneral TheInstituteofStatisticalMathematics TheInstituteofStatisticalMathematics 4-6-7Minarni-Azabu,Minato-Ku 4-6-7 Minami-Azabu,Minato-Ku Tokyo,JAPAN 106 Tokyo,JAPAN 106 EmanuelParzen Tohru Ozaki DepartmentofStatistics TheInstituteofStatisticalMathematics TexasA&MUniversity 4-6-7 Minami-Azabu,Minato-Ku CollegeStation,TX77843 U. S. A. Tokyo,JAPAN 106 HideoNakamura MasarniHasegawa BaileyJapan Co.,Ltd. TheInstituteofStatisticalMathematics 51 Baraki,Nirayama-cho 4-6-7 Minami-Azabu,Minato-Ku Tagata-gun, Shizuoka-ken Tokyo,JAPAN 106 JAPAN410-21 Kohei Ohtsu TatjanaLange TokyoUniversity MerchantileMarine DepartmentofElectrical Engineering 2-1-6Etehujima CollegeofTechnologyandEconomics Koto-ku, Tokyo,JAPAN 135 BerlinLichtenberg,GERMANY Genshiro Kitagawa D.Pados, P. Papantoni-Kazakos, D. TheInstituteofStatisticalMathematics Kazakos, andA. Koyiantis 4-6-7 Minami-Azabu, Minato-Ku DepartmentofElectricalEngineering Tokyo,JAPAN 106 UniversityofVirginia Charlottesville,VA 22903,U. S. A. DavidVere-Jones MasaharuTanemura InstituteofStatistics&Operations TheInstituteofStatistical Mathematics Research 4-6-7 Minami-Azabu, Minato-Ku Victoria UniversityofWellington Tokyo,JAPAN 106 P. O. Box600,Wellington NEWZEALAND YosihikoOgata AlexanderM. Shurygin TheInstituteofStatisticalMathematics StatisticalLaboratory 4-6-7 Minami-Azabu,Minato-Ku DepartmentofMechanics & Tokyo,JAPAN 106 Mathematics Moscow StateUniversity WillGersch andDavidStone Moscow 119899,RUSSIA Information &Computer SciencesUniversityofHawaii Honolulu,HI96822, U. S. A. vii "ProfessorAkaikeisquietlyassembling hisowntheoryofstatisticalestimationbasedon entropy, informationandlikelihood, centeredaroundtheAkaike'sInformation Criterion (AlC). This theory ismorelikelyto survivethan most, being basedondata andcommon senseratherthandogma."- Paraphrasedfrom L. A. Baxter JournaloftheRoyalStatistical Society,A, 1991, 154,Part2, pp. 356-366. EDITOR'SGENERALPREFACE On May 24 to 29, 1992, The US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach, was held at the Department of Statistics, University of Tennessee, Knoxville, to commemorate the sixty-fifth birthday of Professor Hirotugu Akaike and to honor him for his revolutionary contributions to modern statistical theory andpractice. ThisconferencewasoriginallyconceivedwhileI was a Visiting Research Fellow and Visiting Associate Professor at the Institute of Statistical Mathematics, Tokyo, Japan during January-August 1988. A steering committee was formed with several colleagues from the Institute of Statistical Mathematics,andtheinitialplansoftheconference werelaidoutatthattime. The proceedings of this conference are being published in three volumes under the namesofthethreescientificcoreareas: I. TheoryandMethodologyofTimeSeriesAnalysis, II. MultivariateStatisticalModeling,and III. EngineeringandScientific Applications. The conference theme was the implementation of statistical modeling through an informationalapproach tocomplex,real-worldproblems. Over the past twenty years, modern statistical activity has been moving away from traditional formal methodologies based on test theory. The traditional methodologies basedon narrowly specifiedhypotheses have becomedifficultin solvingcomplex, large scale real-world problems, and are woefully inadequate to meet the challenges ofour societal needs. Current efforts among the most sophisticated are to identify instantaneously the best fitting model among a class ofcompeting models for a given complex data structure with computational ease, interpretability, and elegance using a new and novel informational approach. This richer approach links statistics as an experimental science with high speed computation and supercomputer technology, and bridges the conventional frequentist and the Bayesian schools of thought in statistics. With this new approach traditional table look up is eliminated. Total flexibility and versatility are provided to practitioners, researchers, and students in solving their statisticalproblems. Thisnewapproach,wasoriginallypioneeredbyProfessorHirotugu Akaikestartingas earlyas 1971.Akaike(1981) writes: "In 1970,Ireceivedaninvitationto theSecondInternationalSymposiumonInformation Theory, which was to be held in Tsahkadsor, Armenia, USSR. At that time, I wus ix x interested in extending FPE to the determination ofthe number offactors in afactor analysismodel, astatisticalmodeloriginallydevelopedin Psychology. However, itwas not at all clear what the prediction error of this model was. The pressure of the impending deadlinefor the submissionofthe conferencepaperwas increasingandthis causedseveralweeksofsleeplessnights. On the morning ofMarch 16, 1971. while1was taking aseatin a commutertrain, 1 suddenly realized that the parameters ofthefactor analysis model were estimated by maximizing the likelihood and that the mean value ofthe logarithmus ofthe likelihood was connectedwiththeKullback-Leiblerinformationnumber. This wasthe quantitythat wasto replace themeansquarederrorofprediction. Anewmeasureofthe badnessofa statisticalmodelwiththeparameters determinedby the methodofmaximum likelihood wasthendefinedbytheformula AlC=(-2)log(maximumlikelihood) +2(numberofparameters)." The development and the introduction of Akaike's (1973) Information Criterion, "AIC", markedthe beginningoftheeraofsystematic approach topresent-day statistics, namely model evaluation and selection. AIC is clearly one ofthe most interesting and important developments in the field ofstatistics in recent years. See, for example, Kotz and Johnson (Eds.) (1992, p. 599): Breakthroughs in Statistics Volume I: Foundations andBasicTheory, Springer-Verlag,NewYork. Thisdevelopment represents an important advance overthe conventional framework ofstatisticsasdeveloped byR. A. Fisherandmanyothersfollowing inhisfootsteps. By combining ideas related to what is now called "predictive efficiency" with the notion ofKullback-Leiblerinformation, Akaikearrivedat AICfor evaluatingalternative statistical models which cleverly combines a measure ofgoodness-of-fit of the model withatermrelating tothe numberofparametersusedtoachievethatfit. Akaike's AIC provides an answer to the question of how much improvement in fit shouldan additionalp:lfametermakebeforeitisincludedin the modelandon whatscale shouldthatimprovementbemeasured? Ofcourse, important fundamental work like this answers somequestions and raises manyothers. Aby-productofAkaike's workis that he hasdirected theattentionofother researchers to important problems. As a result, many important statistical modeling techniques have been developed in various fields of statistics, biomedicine, control theory,ecology,econometrics,engineering,psychometrics, sociology,and in manyother fields. Voluminous researchpapers, books,research monographs, and Ph.D. theses have beenwritten usingAIC,includingthatofthiseditor. Furthernewmodel selectioncriteria have been developed based on Akaike's fundamental work using the fascinating informational,orentropicapproachas theunderlyingsoundanalytical buildingblock. Professor Akaike has also been inspirational as far as encouraging us to have the courage toparticipatein consultingeven when sometimes atfirst we may notfeel up to thechallenge. Presentlyhisapproachandphilosophytostatisticshavebecomeanewand modern way of statistical activity and research with very successful industrial and scientificapplications. Therefore, the ProfessionofStatisticsisgreatlyindebt to Akaikeforhisfundamental contribution in this new trendofinformational approach to statistics, andfor repeatedly callingourattentiontotheveryimportantmodelevaluationandselectionproblem. We proudly dedicate these three volumes of the Proceedings of the US/Japan Conference to Professor Akaike as our token gesture of deep appreciation of his outstanding contribution to the field of"Informational Modeling" on the occasion of celebrationofhissixty-fifthbirthday. xi More than 100participants from the US, Japan, Canada, Denmark, Germany, Israel, NewZealand,Switzerland,UnitedKingdom, and theNetherlandsattendedthis important conference. About 40 very distinguished statisticians who made their contributions to theseproceedingsgavetheinvitedlecturesduringafivedayveryintensiveconference. Theconference was sponsored by the DepartmentofStatistics, which isa partofthe CollegeofBusinessAdministration, bytheOfficeoftheDeanoftheCollegeofBusiness Administration (CBA), and the Office ofResearch Administration, all at the University ofTennessee, Knoxville; and the Institute ofStatistical Mathematics ofTokyo, Japan. The American StatisticalAssociation (ASA) wasco-sponsoralong withJapan Statistical Society (ISS), Japan Society of Applied Statistics (JASAS), Classification Society of North America (CSNA), Psychometric Society, Engineering Physics and Mathematics DivisionofOakRidge National Laboratory, and well knownprofessionalorganizations andresearchcenters. Theresultwasaverypleasantandstimulatingconference. It is with great pleasure and gratitude that I acknowledge the help ofthe co-editors bothfrom the US andJapan, the invitedcontributors, therefereesfrom around the world, the chairs of the sessions, all the financial sponsors and the co-sponsors of the conference. I am deeply grateful to Dean C. Warren Neel ofthe CBA and Professor David Sylwester, the Head of the Statistics Department, for providing me the opportunities and the financial support to execute this prestigious conference. I am grateful to Professor Kunio Tanabe, my co-chair from Japan, and the Director of Prediction and Control at the Institute of Statistical Mathematics, Tokyo, Japan for helping me tosuccessfullyrealizetheconferencefrom thebeginningto theend, andalso sponsoringall theJapaneseresearchers. Iwish to thank ProfessorManny Parzenofthe DepartmentofStatistics atTexasA& M University whoaccepted todelivertheentertaining banquetspeech on theeveningof May28, 1992with his "changejokes",and"hammersandnails". As always, there are key people behind the scenes in putting every successful conference. Without the dedication and help ofthese key individuals almost surelyone can expect disasters in holdingconferences. In my case, I had the personal privilege of working with Judy Snow, our Departmental Head Secretary, as my Conference Coordinator. The success of the conference was largely due to Judy's exemplary attitudes, congeniality, high professional standards and ability to relate to the diverse needs of the participants. Without my looking over her shoulder, Judy managed the conferencesinglehandedlyonadailybasisandmadeall thearrangements.Shemadelife easysothatIcouldspendmostofmytimeinputtingthe scientificprogramtogether. We worked as a team. I specially thank Judy from the bottom ofmy heart for making the conferencea success. I wishalso to thank Alberta Randles, ourDepartmental Secretary, and eight Volunteer Graduate Students: Jim Minesky, Yuehui Fan, Paul Bowen, Gary Schneider, Martha Nann, Rob Collignon, Frank Van Manen, and Chen Xi for their wonderful help in driving the vans, setting up the coffee-breaks, the bulletin boards, escortingtheparticipants, andsoforth, throughoutthe conference. Iamgrateful toallof them. My colleagues in the DepartmentofStatisticsprovided a congenial atmosphere and actedas my localorganizers. Iwish to thankevery singleone ofthemfor theirhelpand encouragement all the way through. I can still hear the voice of Dr. Richard Sanders shouting from the corridor: "Ham go home!" as I was working in the late hours. Dr. MarySueYoungerchairedthelocalOrganizingCommittee,andhelpedtodesign several field trips andexcursions with avariety ofinterests in mind to havea breakand change the pacein thefive-day intensivemeeting. Theseincluded taking adinnerCruiseon the Star of Knoxville on the Tennessee River, hiking in the Great Smoky Mountains xii National Park, and dining in the picturesque "Old City" ofKnoxville. Her help is also gratefully acknowledged. Pandora Riggs, EditorofPublications Center, and Designer Hugh Bailey at the UniversityofTennessee worked very hard with me in capturing my conceptualizedideasinpreparingthedesign oftheconferencepostersand thebrochures. Theyarebothacknowledgedalso. I wish to thank Dr. Joseph (Joe) Johnson, the President, Professor William Snyder, Chancellor, Dr. Sheadrick Tillman, Assistant Vice Chancellor of Research, Dean C. Warren Neel, the Dean ofCBA, and Dean Michael Stahl, Associate Dean ofCBA, and Professor David Sylwester, Head of the Statistics Department of the University of Tennesseeinparticipatingin theopeningwelcomeand greetingsoftheconference. Dr. DavidLamer,PublisherofScienceandTechnologyDivisionofKluwerAcademic Publishers in the Netherlands visited the UniversityofTennessee prior to the US/Japan Conference and during the five-day conference to discuss in detail the publishingplans and theformat oftheproceedings. Thesethree volumes are thefinal productofhiskeen interestin the subjectmatteras a former Physics Professorhimself. Iam grateful to his continued support, interest, and persistencethroughout the project. Iam also grateful to Mr. John Martindale, Editorofthe Science and Technology Division ofKluwer in the North American Continent, for his understanding, patience, and support in the final productionofthe three-setvolume. Myself,andtheco-editorsthankboth Dr. Lamerand Mr. Martindaleforbringingoutthesevolumes. Last but not least, I would like to thank my wife Nancy and two sons Bedros and Kirkor for their love and patience during the planning stages of the conference, and during theeditingofthese three volumes when I was notaround toparticipate in family activities. Iamgratefulfortheirunderstandingandsacrifice. It is hoped that the reader will find many interesting ideas and challenges in these resulting proceedings volumes, and that the contributions will stimulate furtherresearch in many complex, real-life applications ofstatistics in meetingour societal needs using the"InformationalModeling"approach. Knoxville,July 1993 HamparsumBozdogan TheUniversityofTennessee References Akaike, H. (1973). InformationTheoryandanExtensionoftheMaximumLikelihood Principle,in SecondInternationalSymposiumonInformationTheory, B. N. Petrov andF. Csaki(Eds.),Budapest: AcademiaiKiado, 267-281. Akaike, H. (1981). ANewLookattheStatisticalModelIdentification,inThis Week's CitationClassic,InstituteforScientificInformation,CC/Number51, December21. Kotz,S. andJohnson, N. L. (Eds.)(1992). BreakthroughsinStatistics VolumeI: FoundationsandBasicTheory, Springer-Verlag, New Yark.
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