Hidehiko Kamiya

Star-shaped distributions and their generalizations

Abstract Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to “star-shaped distributions” with concentric star-shaped contours and show that many results in the former case continue to hold in the more general case. We develop a general theory in the framework of abstract group invariance so that the results can be applied to other cases as well, especially those involving random matrices.

The Characteristic Quasi-Polynomials of the Arrangements of Root Systems and Mid-Hyperplane Arrangements

For an irreducible root system R, consider a coefficient matrix S of the positive roots with respect to the associated simple roots. Then S defines an arrangement of “hyperplanes” modulo a positive integer q. The cardinality of the complement of this arrangement is a quasi-polynomial of q, which we call the characteristic quasi-polynomial of R. This paper gives the complete list of the characteristic quasi-polynomials of all irreducible root systems, and shows that the characteristic quasi-polynomial of an irreducible root system R is positive at q ∈ Z>0 if and only if q is greater than or equal to the Coxeter number of R.

Hierarchical orbital decompositions and extended decomposable distributions

Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. Kamiya, Takemura and Kuriki [Star-shaped distributions and their generalizations, J. Statist. Plann. Inference, 2006, available at , to appear] generalized the elliptically contoured distributions to star-shaped distributions, for which the contours are allowed to be arbitrary proportional star-shaped sets. This was achieved by considering the so-called orbital decomposition of the sample space in the general framework of group invariance. In the present paper, we extend their results by conducting the orbital decompositions in steps and obtaining a further, hierarchical decomposition of the sample space. This allows us to construct probability models and distributions with further independence structures. The general results are applied to the star-shaped distributions with a certain symmetric structure, the distributions related to the two-sample Wishart problem and the distributions of preference rankings.

A unified approach to marginal equivalence in the general framework of group invariance

ABSTRACT Two Bayesian models with different sampling densities are said to be marginally equivalent if the joint distribution of observables and the parameter of interest is the same for both models. We discuss marginal equivalence in the general framework of group invariance. We introduce a class of sampling models and derive marginal equivalence when the prior for the nuisance parameter is relatively invariant. We also obtain some robustness properties of invariant statistics under our sampling models. Besides the prototypical example of v-spherical distributions, we apply our general results to two examples—analysis of affine shapes and principal component analysis.

Arrangements stable under the Coxeter groups

Let B be a real hyperplane arrangement which is stable under the action of a Coxeter group W. Then W acts naturally on the set of chambers of B. We assume that B is disjoint from the Coxeter arrangement A = A (W) of W. In this paper, we show that the W-orbits of the set of chambers of B are in one-to-one correspondence with the chambers of C = B ∪ B which are contained in an arbitrarily fixed chamber of A. From this fact, we find that the number of W-orbits of the set of chambers of B is given by the number of chambers of C divided by the order of W. We will also study the set of chambers of C which are contained in a chamber b of B. We prove that the cardinality of this set is equal to the order of the isotropy subgroup W b of b. We illustrate these results with some examples, and solve an open problem in [H. Kamiya, A. Takemura, H. Terao, Ranking patterns of unfolding models of codimension one, Adv. in Appl. Math. 47 (2011) 379–400] by using our results.