Algebraic And Geometric Methods In Statistics
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Algebraic and Geometric Methods in Statistics
Author: Paolo Gibilisco
language: en
Publisher: Cambridge University Press
Release Date: 2010
An up-to-date account of algebraic statistics and information geometry, which also explores the emerging connections between these two disciplines.
Algebraic and Geometric Methods in Statistics
An up-to-date account of algebraic statistics and information geometry, which also explores the emerging connections between these two disciplines.
Algebraic Geometry and Statistical Learning Theory
Author: Sumio Watanabe
language: en
Publisher: Cambridge University Press
Release Date: 2009-08-13
Sure to be influential, this book lays the foundations for the use of algebraic geometry in statistical learning theory. Many widely used statistical models and learning machines applied to information science have a parameter space that is singular: mixture models, neural networks, HMMs, Bayesian networks, and stochastic context-free grammars are major examples. Algebraic geometry and singularity theory provide the necessary tools for studying such non-smooth models. Four main formulas are established: 1. the log likelihood function can be given a common standard form using resolution of singularities, even applied to more complex models; 2. the asymptotic behaviour of the marginal likelihood or 'the evidence' is derived based on zeta function theory; 3. new methods are derived to estimate the generalization errors in Bayes and Gibbs estimations from training errors; 4. the generalization errors of maximum likelihood and a posteriori methods are clarified by empirical process theory on algebraic varieties.