駒木文保・清智也(著)「東京大学工学教程 基礎系 数学 確率・統計III 」,丸善,2020.
保前文高・大隅典子(編)「個性学入門 ―個性創発の科学―」,2021.(第4章「個性の統計モデル」)
杉原正顕・杉原厚吉(編)「数理工学最新ツアーガイド」,日本評論社,2008. (第4章「統計モデルのかたちを見る:情報幾何学」)
東京大学工学部計数工学科数理情報工学コース(編)「数理工学への誘い」,2002. (第9章「統計モデルの数理」)
Komaki, F. (1999). State space modeling of switching time series. In The Practice of Time Series Analysis, Ed. H. Akaike and G. Kitagawa, pp. 163-173, Springer-Verlag, New York.
赤池弘次・北川源四郎(編)「時系列解析の実際I」,朝倉書店,1994. (第10章「状態が切り替わるモデルによる時系列の解析」)
Sei, T. and Komaki, F. (2022).
A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model,
accepted for publication in Biometrika.
Matsuda, T., Homae, F., Watanabe, H., Taga G., and Komaki F. (2022).
Oscillator decomposition of infant fNIRS data,
accepted for publication in PLOS Computational Biology.
Tanaka, T., Hirose, Y., and Komaki, F. (2020).
Second-order matching prior family parametrized by sample size and matching probability,
Statistical Papers, vol. 61, 1701-1717.
Matsuda, T., and Komaki, F. (2019).
Empirical Bayes matrix completion,
Computational Statistics & Data Analysis, vol. 137, 195–210.
Araki, K., Hirose, Y., and Komaki, F. (2019).
Paired comparison models with age effects modeled as piecewise quadratic splines,
International Journal of Forecasting, vol. 35, 733–740.
Takasu, Y, Yano, K, and Komaki, F. (2018).
Scoring rules for statistical models on spheres,
Statistics & Probability Letters, vol. 138, 111-115.
Komaki, F. and Biswas, A. (2018).
Bayesian optimal response-adaptive design for binary responses using stopping rule,
Statistical Methods in Medical Research, vol. 27, 891–904.
Koyama, T., Matsuda, T. and Komaki, F. (2017).
Minimax estimation of quantum states based on the latent information priors,
Entropy, vol. 19, 618; doi:10.3390/e19110618.
Shibue, R. and Komaki, F. (2017).
Firing rate estimation using infinite mixture models and its application to neural decoding,
Journal of Neurophysiology, vol. 118, 2902–2913.
Yano, K. and Komaki, F. (2017).
Asymptotically minimax prediction in infinite sequence models,
Electronic Journal of Statistics, vol. 11, 3165-3195.
Matsuda, T. and Komaki, F. (2017). Multivariate time series decomposition into oscillation components,
Neural Computation, vol. 29, pp. 2055-2075.
Matsuda, T., Kitajo, K., Yamaguchi, Y., and Komaki, F. (2017).
A point process modeling approach for investigating the effect of online brain activity on perceptual switching,
NeuroImage, vol. 152, pp. 50-59.
Matsuda, T. and Komaki, F. (2017). Time series decomposition into oscillation components and phase estimation,
Neural Computation, vol. 29, pp. 332-367.
Yano, K. and Komaki, F. (2017).
Information criteria for prediction when the distributions of current and future observations differ,
Statistica Sinica, vol. 27, pp. 1205-1223
Kojima, M. and Komaki, F. (2016).
Relations between the conditional normalized maximum likelihood distributions and the latent information priors,
IEEE Transactions on Information Theory, vol. 62, pp. 539-553.
Kojima, M. and Komaki, F. (2016).
Determinantal point process priors for Bayesian variable selection in linear regression,
Statistica Sinica, vol. 26, pp. 97-117.
Komaki, F. (2015).
Simultaneous prediction for independent Poisson processes with different durations,
Journal of Multivariate Analysis, vol. 141, pp. 35-48.
Matsuda, T. and Komaki, F. (2015).
Singular value shrinkage priors for Bayesian prediction,
Biometrika, vol. 102, pp. 843-854.
Hirose, Y. and Komaki, F. (2015). An estimation procedure for contingency table models based on the nested geometry,
Journal of the Japan Statistical Society, vol. 45, pp. 57-75.
Yano, K. and Komaki, F. (2014). Asymptotically constant-risk predictive densities when the
distributions of data and target variables are different,
Entropy, vol. 16, pp. 3026-3048.
Komaki, F. (2013). Bayesian testing of a point null hypothesis based on the latent information prior,
Entropy, vol. 15, pp. 4416–4431.
Hirose, Y. and Komaki, F. (2013). Edge selection based on the geometry of dually flat spaces
for Gaussian graphical models,
Statistics and Computing, vol. 23, pp. 793–800.
Komaki, F. (2012). Asymptotically minimax Bayesian predictive densities for multinomial models,
Electronic Journal of Statistics, vol. 6, pp. 934–957.
Nomura, S., Y. Ogata, F. Komaki, and S. Toda (2011). Bayesian forecasting
of recurrent earthquakes and predictive performance for a small sample
size,
Journal of Geophysical Research, vol. 116, B04315, doi:10.1029/ 2010JB007917.
Tanaka, F. and Komaki, F. (2011). Asymptotic expansion of the risk difference
of the Bayesian spectral density
in the autoregressive moving average model,
Sankhya Series A, vol. 73, pp. 162-184.
Hirose, Y. and Komaki, F. (2010). An extension of least angle regression based on the information geometry of dually flat spaces,
Journal of Computational and Graphical Statistics,
vol. 19, pp.1007-1023.
Inagaki, K. and Komaki, F. (2010). A modification of profile empirical
likelihood for the exponential-tilt model,
Statistics & Probability Letters, vol. 80, 997-1004.
Suzuki, T. and Komaki, F. (2010). On prior selection and covariate shift
of beta-Bayesian prediction under alpha-divergence risk,
Communications in Statistics - Theory and Methods, vol. 39, 1655-1673.
Komaki, F. (2009). Bayesian predictive densities based on superharmonic
priors for the 2-dimensional Wishart model,
Journal of Multivariate Analysis, vol. 100, 2137-2154.
Tanaka, F. and Komaki, F. (2008). A superharmonic prior for the autoregressive process of the second order,
Journal of Time Series Analysis, vol. 29, 444-452.
Nishimura, T. and Komaki, F. (2008). The information geometric structure
of generalized empirical likelihood estimators,
Communications in Statistics - Theory and Methods, vol. 37, 1867-1879.
Sei, T., and Komaki, F. (2008). Information geometry of small diffusions,
Statistical Inference for Stochastic Processes, vol. 11, pp. 123-141.
Komaki, F. (2007). Bayesian prediction based on a class of shrinkage priors for location-scale models,
Annals of the Institute of Statistical Mathematics, vol. 59, 135-146.
Sei, T., and Komaki, F. (2007). Bayesian prediction and model selection
for locally asymptotically mixed normal models,
Journal of Statistical Planning and Inference, vol. 137, 2523-2534.
Komaki, F. (2006). A class of proper priors for Bayesian simultaneous prediction
of independent Poisson observables,
Journal of Multivariate Analysis, vol. 97 1815-1828.
Komaki, F. (2006). Shrinkage priors for Bayesian prediction,
The Annals of Statistics, vol. 34, 808-819.
Kobayashi, K., and Komaki, F. (2006). Information criteria for support vector machines,
IEEE Transactions on Neural Networks, vol. 17, 571-577.
Tanaka, F. and Komaki, F. (2005). Bayesian predictive density operators
for exchangeable quantum statistical models,
Physical Review A, vol. 71, 052323.
Fushiki, T., Komaki, F., and Aihara, K. (2005). Nonparametric bootstrap prediction,
Bernoulli, vol. 11, 293-307.
Fushiki, T., Komaki, F., and Aihara, K. (2004). On parametric bootstrapping
and Bayesian prediction,
Scandinavian Journal of Statistics, vol. 31, 403-416.
Komaki, F. (2004). Noninformative priors for prediction based on group models,
in R. Fischer, R. Preuss, and U. von Toussaint (eds.), Bayesian Inference and Maximum Entropy Methods in Science and Engineering,
Garching, Germany 2004, AIP Conference Proceedings, American Institute
of Physics, Melville, 525-532.
Tanaka, F., and Komaki, F. (2003). The sectional curvature of AR model
manifolds,
Tensor, vol. 64, 131-143.
Komaki, F. (2002). Bayesian predictive distribution with right invariant
priors,
Calcutta Statistical Association Bulletin, vol. 52, 171-179.
Komaki, F. (2001). A shrinkage predictive distribution for multivariate normal observables,
Biometrika, vol. 88, 859-864.
駒木 文保 (2000). 予測分布の理論について.
電子情報通信学会論文誌A, vol. J83-A, 612-619.
Komaki, F. (1999). An estimating method for parametric spectral densities
of Gaussian time series.
Journal of Time Series Analysis, vol. 20, 31-50.
Komaki. F. (1996). On asymptotic properties of predictive distributions.
Biometrika, vol. 83, 299-313.
Komaki, F. (1996). Homogeneous Gaussian Markov processes on general lattices.
Advances in Applied Probability, vol. 28, 189-206.
Komaki, F. (1993). State-space modelling of time series sampled from continuous
processes with pulses.
Biometrika, vol. 80, 417-429.
Komaki, F. and Itoh, Y. (1992). A unified model for Kakutani's interval
splitting and Rényi's random packing.
Advances in Applied Probability, vol. 24, 502-505.
尾崎 統, 駒木 文保 (1991). 非線形系の統計的システム同定とその河川流量予測への応用.
システム/制御/情報, vol. 35, pp. 331-341.