Algebraic Statistical Models
نویسنده
چکیده
Many statistical models are algebraic in that they are defined in terms of polynomial constraints, or in terms of polynomial or rational parametrizations. The parameter spaces of such models are typically semi-algebraic subsets of the parameter space of a reference model with nice properties, such as for example a regular exponential family. This observation leads to the definition of an ‘algebraic exponential family’. This new definition provides a unified framework for the study of statistical models with algebraic structure. In this paper we review the ingredients to this definition and illustrate in examples how computational algebraic geometry can be used to solve problems arising in statistical inference in algebraic models.
منابع مشابه
Statement – Seth Sullivant
My research focus is on algebraic statistics and, in particular, on algebraic statistical models. These are statistical models that are described either parametrically or implicitly in terms of algebraic conditions on a natural parameter space. A precise definition appears in my paper with Drton [11]. I focus on algebraic statistical models because (a) they are ubiquitous in statistics, (b) the...
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تاریخ انتشار 2008