Geometry of higher-order Markov chains

DOI10.18409/JAS.V3I1.13MaRDI QIDQ2819990zbMATH OpenOpenAlexFDO

Authors Bernd Sturmfels

Publication date 13 September 2016

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

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://arxiv.org/abs/1207.1899

zbMATH Keywords

Gröbner basesMarkov chainsmaximum likelihoodSegre variety

Mathematics Subject Classification ID

Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Abstract: We determine an explicit Gr"obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery's mixture transition distribution model for Markov chains. When the states are binary, the corresponding projective variety is a linear space, the model itself consists of two simplices in a cross-polytope, and the likelihood function typically has two local maxima. In the general non-binary case, the model corresponds to a cone over a Segre variety.

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Cited in

(9)

• Geometrical modelling of Markovian dependence
• Statistical analysis of multivariate discrete-valued time series
• Markov degree of the three-state toric homogeneous Markov chain model
• An expansion property of Boolean linear maps
• Geometry of Markov systems and codimension one foliations
• The three-state toric homogeneous Markov chain model has Markov degree two
• Geometrical structures induced by continuous strong markov processes associated with generalized second order elliptic differential operators
• The geometry of Markov traces.
• Non-homogeneous polygonal Markov fields in the plane: graphical representations and geometry of higher order correlations

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