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Probability and Statistics (Michiko Okudo) Lab
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The lab studies prediction and estimation in Bayesian statistics from the viewpoint of information geometry.
AboutAbout the lab
Constructing predictive distributions and estimators with information geometry.
Prof. Michiko Okudo studies the theory of estimation and prediction based on Bayesian statistics.
The lab works with prior distributions, which express beliefs held before seeing the data, and in particular with methods that use shrinkage priors.
It draws on information geometry, which investigates the shape of the spaces formed by statistical models.
Its subjects include the estimation of multivariate normal distributions and covariance matrices, and the properties of Bayesian predictive distributions.
Key terms
- Prior distribution
- A distribution that expresses, before seeing any data, where the quantity of interest is likely to lie
- Information geometry
- A field that regards a family of probability distributions as a curved space and studies statistical properties through its shape
- Bayesian predictive distribution
- A distribution that estimates, based on the observed data, how the next data to be obtained will be spread out
ResearchResearch themes
Specializes in statistics.
View More ↗MembersFaculty
- Associate ProfessorMichiko Okudo
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Saddle Tower Minimal Surfaces” Anders Sandberg / CC BY-SA 3.0 (cropped)
- Related lab (Probability and Statistics (Yuzo Maruyama) Lab): “Galton box 2” Klaus-Dieter Keller / Public domain (cropped)
- Related lab (Probability and Statistics (Takashi Imamura)): “Brownian trajectory” Roque345 / CC BY 3.0 (cropped)
- Related lab (Geometry (Sanda) Lab): “3D-Cylinder with handle and torus with hole” 作者不詳 / Public domain (cropped)
- Related lab (Information Mathematics (Nakamura) Lab): “Signal flow graph for a digital IIR Biquad” Constant314 / CC0 (cropped)
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