科研之友
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摘要
Estimations of an underlying rate from data points are inevitably disturbed by the irregular occurrence of events. Proper estimation methods are designed to avoid overfitting by discounting the irregular occurrence of data, and to determine a constant rate from irregular data derived from a constant probability distribution. However, it can occur that rapid or small fluctuations in the underlying density are undetectable when the data are sparse. For an estimation method, the maximum degree of undetectable rate fluctuations is uniquely determined as a phase transition, when considering an infinitely long series of events drawn from a fluctuating density. In this study, we analytically examine an optimized histogram and a Bayesian rate estimator with respect to their detectability of rate fluctuation, and determine whether their detectable-undetectable phase transition points are given by an identical formula defining a degree of fluctuation in an underlying rate. In addition, we numerically examine the variational Bayes hidden Markov model in its detectability of rate fluctuation, and determine whether the numerically obtained transition point is comparable to those of the other two methods. Such consistency among these three principled methods suggests the presence of a theoretical limit for detecting rate fluctuations.
- 出版日期2012-4-24
