Algebraic geometry of Poisson regression

DOI10.18409/JAS.V7I1.43MaRDI QIDQ2985046zbMATH OpenOpenAlexFDO

Authors Thomas Kahle, K.-F. Oelbermann, Rainer Schwabe

Publication date 15 May 2017

Published in Journal of Algebraic Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.05261

zbMATH Keywords

algebraic statisticsoptimal experimental designPoisson regressionsemi-algebraic setsspectrahedra

Mathematics Subject Classification ID

Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Semialgebraic sets and related spaces (14P10) Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05)

Abstract: Designing experiments for generalized linear models is difficult because optimal designs depend on unknown parameters. Here we investigate local optimality. We propose to study for a given design its region of optimality in parameter space. Often these regions are semi-algebraic and feature interesting symmetries. We demonstrate this with the Rasch Poisson counts model. For any given interaction order between the explanatory variables we give a characterization of the regions of optimality of a special saturated design. This extends known results from the case of no interaction. We also give an algebraic and geometric perspective on optimality of experimental designs for the Rasch Poisson counts model using polyhedral and spectrahedral geometry.

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