High Dimensional Multivariate Models and Related Topics

An Invited-Paper Session of
the International Conference on Multivariate Statistical Modeling
and High Dimensional Data Mining (HDM-2008)
19-23 June 2008, Kayseri, TURKEY

Session day: June **, 2008
Session time: ** hours
Organizer: Yutaka Kano, Osaka University
Chair: Yutaka Kano, Osaka University

Session Program

Muni S. Srivastava (University of Toronto): Analyzing High Dimensional Data with Fewer Observations
Yasunori Fujikoshi (Chuo University): Selection of Components in Principal Component Analysis as a Model Selection Method
Hirofumi Wakaki (Hiroshima University): Error Bounds for High-dimensional Edgeworth Expansions for Some Tests in Multivariate Analysis
Ryo Yoshida (Institute of Statistical Mathematics): Mixed Factors Analysis：Unsupervised Statistical Discrimination with Kernel Feature Extraction
Yutaka Kano (Osaka University): Separability of Noisy ICA for High Dimensional Data

This session is partly financially supported by the grant-in-aid for Scientific Research (B) #18300094 from the Japan Society for the Promotion of Science.

Contents

High Dimensional Multivariate Models and Related Topics