Polynomial Methods in Statistical Inference: Theory and Practice

DOI10.1561/0100000095MaRDI QIDQ3387415zbMATH OpenOpenAlexFDO

Authors Yihong Wu, Pengkun Yang

Publication date 12 January 2021

Published in Foundations and Trends™ in Communications and Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.07317

zbMATH Keywords

approximation by polynomialsstatistical inference

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric estimation (62G05)

Abstract: This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical inference successfully. Topics including polynomial approximation, polynomial interpolation and majorization, moment space and positive polynomials, orthogonal polynomials and Gaussian quadrature are discussed, with their major probabilistic and statistical applications in property estimation on large domains and learning mixture models. These techniques provide useful tools not only for the design of highly practical algorithms with provable optimality, but also for establishing the fundamental limits of the inference problems through the method of moment matching. The effectiveness of the polynomial method is demonstrated in concrete problems such as entropy and support size estimation, distinct elements problem, and learning Gaussian mixture models.

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Cited in

(6)

• Regression of polynomial statistics on the sample mean and natural exponential families
• A statistical approach for economization of the polynomial functions
• The Polynomial Model in the Multivariate Analysis of Variance
• Topics and Techniques in Distribution Testing: A Biased but Representative Sample
• Sparsity meets correlation in Gaussian sequence model
• Optimal heteroskedasticity testing in nonparametric regression

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