Statistical Analysis of Structure using Latent Variable Model

在本研究中，我们主要从实证建模方法、贝叶斯估计和模型比较的角度来研究潜在变量模型。利用基于仿真的马尔可夫链蒙特卡罗（MCMC）方法，开发了有效的估计方法和贝叶斯统计模型的应用。这是我们四年项目的最后一个阶段。我们计划通过总结每位研究者的研究和在该项目的五次国际研讨会上提交的研究论文来完成这个项目。我们将寻找未来的研究方向。2006年，我们在日本举办了两次国际研讨会，并与奥地利高等研究所联合举办了一次研讨会。在9月的第一次研讨会上，我们邀请了五位著名的外国研究人员：A. C. Harvey、H. van Dijk、A. C. Cameron、C. Meghir和J. M. Robin。我们还与年轻的研究人员进行了重要的交流，他们在东京大学发表了更多优秀的研究论文。本次会议以“应用计量经济学的新发展”为题，与日本统计学会75周年学术研讨会联合召开。第二次会议“贝叶斯统计与应用计量经济学国际研讨会”于11月在日本东北大学举行。我们邀请了六位国际知名的计量经济学家。本次研讨会围绕贝叶斯层次模型等主要使用的建模计算方法进行了讨论。Geweke、Chib、Poirier、Tsay、Jeriazkov、Tsurumi等日本研究人员共做了21次报告。在国外，我们共同主办的“JEuBES 2006, 1^<st>日欧贝叶斯计量经济学与统计学会议”在维也纳国际会计准则中心举行，来自日本的5名小组成员和来自欧美的13名代表参加了会议。研究内容包括贝叶斯模型、层次结构、空间模型等。6月，4人参加了巴伦西亚国际贝叶斯统计会议，8月，1人参加了在美国举行的联合统计会议。未来在更复杂的系统中，有必要考虑到许多相似模型的通用建模方法。少

In this research, we investigate the latent variable models mainly from the view points of the empirical method of modeling, the Bayesian estimation, and the model comparison. Making use of the Markov chain Monte Carlo (MCMC) method, which is based on simulation, we developed efficient estimation methods and usage of Bayesian statistical models. This is the last period of our four-year-project. We planned to finalize the project by summarizing the each investigator's researches and the research papers submitted in the five international symposiums of this project. We will be searching for the direction of the researches for the future.In 2006, we held two international symposiums in Japan and a workshop jointly with IAS (Institute for Advanced Studies) of Austria. At the first symposium, in September, we invited five famous foreign researchers, A. C. Harvey, H. van Dijk, A. C. Cameron, C. Meghir, and J. M. Robin. We also had a significant exchange with young researchers who presenting … More excellent research papers at the University of Tokyo. This conference was held under the title of "Recent Development of the Applied Econometrics" jointly with Japan Statistical Association 75'th anniversary Symposium. The second meeting "International Workshop on Bayesian Statistics and Applied Econometrics" was held at Tohoku University in November. We invited six world-known econometricians from abroad. This workshop centered on the topics of the computational method according to the modeling mainly used by Bayes hierarchical model, etc. There were totally 21 presentations given by Geweke, Chib, Poirier, Tsay, Jeriazkov, Tsurumi, and other Japanese researchers. In abroad, "JEuBES 2006, 1^<st> Japanese-European Bayesian Econometrics and Statistics Meeting", which we co-sponsored, was held at IAS in Vienna. 5 group-members from Japan and 13 participants from Europe and the US joined the meeting. The research topics were about Bayes models, the hierarchical structures, and spatial models, etc. In June, four people attended the Valencia international meeting on Bayesian Statistics and in August one attended the Joint Statistical Meeting held at U.S.A. It will be necessary to take into account a common modeling method about many similar models in more complex systems in the future. Less