ANALYSIS DEVICE, ANALYSIS METHOD, AND RECORDING MEDIUM
An analysis device includes a parameter sample data calculation unit that calculates a plurality of pieces of sample data for parameters for a simulator; a second type sample data acquisition unit that inputs, to the simulator, target data of the first type and each of the plurality of pieces of sample data for the parameters and obtains sample data of the second type for each of the plurality of pieces of sample data; and a parameter value calculation unit that calculates a weight for each of the plurality of pieces of sample data based on the difference between target data of the second type and the calculated sample data of the second type and calculates, using the calculated weight, a value for the parameters corresponding to the target data of the first type and the target data of the second type.
1 . An analysis device comprising:
at least one memory configured to store instructions; and
at least one processor configured to execute the instructions to:
calculate a plurality of pieces of sample data for parameters for a simulator, based on a temporarily set distribution for the parameters, the simulator receiving inputs of data of a first type and outputting data of a second type;
input, to the simulator, target data of the first type indicating a target value for the data of the first type and each of the plurality of pieces of sample data for the parameters and obtain sample data of the second type for each of the plurality of pieces of sample data for the parameters; and
calculate a weight for each of the plurality of pieces of sample data for the parameters based on the difference between target data of the second type indicating a target value for the data of the second type and the calculated sample data of the second type and calculate, using the calculated weight, a value for the parameters corresponding to the target data of the first type and the target data of the second type.
2 . The analysis device according to claim 1 , wherein the at least one processor is configured to execute the instructions to:
calculate a kernel mean indicating a posterior distribution of the parameters under the target data of the first type and the calculated sample data of the second type;
calculate sample data of the parameters based on the kernel mean;
calculate a kernel expression of the predictive distribution of the parameters using sample data of the parameters based on the kernel mean; and
calculate sample data according to the predictive distribution of the data of the second type by using the kernel expression of the predictive distribution of the parameters.
3 . An analysis method comprising the steps of:
calculating a plurality of pieces of sample data for parameters for a simulator, based on a temporarily set distribution for the parameters, the simulator receiving inputs of data of a first type and outputting data of a second type;
inputting, to the simulator, target data of the first type indicating a target value for the data of the first type and each of the plurality of pieces of sample data for the parameters and obtaining sample data of the second type for each of the plurality of pieces of sample data for the parameters;
calculating a weight for each of the plurality of pieces of sample data for the parameters based on the difference between target data of the second type indicating a target value for the data of the second type and the calculated sample data of the second type; and
calculating, using the calculated weight, a value for the parameters corresponding to the target data of the first type and the target data of the second type.
4 . A non-transitory recording medium that records a program for causing a computer to execute the steps of:
calculating a plurality of pieces of sample data for parameters for a simulator, based on a temporarily set distribution for the parameters, the simulator receiving inputs of data of a first type and outputting data of a second type;
inputting, to the simulator, target data of the first type indicating a target value for the data of the first type and each of the plurality of pieces of sample data for the parameters and obtaining sample data of the second type for each of the plurality of pieces of sample data for the parameters;
calculating a weight for each of the plurality of pieces of sample data for the parameters based on the difference between target data of the second type indicating a target value for the data of the second type and the calculated sample data of the second type; and
calculating, using the calculated weight, a value for the parameters corresponding to the target data of the first type and the target data of the second type.