Computational algebraic methods in efficient estimation

DOI10.1007/978-3-319-05317-2_6zbMATH Open1317.62049arXiv1310.6515OpenAlexW1619517686WikidataQ61855719 ScholiaQ61855719MaRDI QIDQ5263607FDOQ5263607

Authors: Kei Kobayashi, Henry P. Wynn 

Publication date: 17 July 2015

Published in: Geometric Theory of Information (Search for Journal in Brave)

Abstract: A strong link between information geometry and algebraic statistics is made by investigating statistical manifolds which are algebraic varieties. In particular it it shown how first and second order efficient estimators can be constructed, such as bias corrected Maximum Likelihood and more general estimators, and for which the estimating equations are purely algebraic. In addition it is shown how Gr"obner basis technology, which is at the heart of algebraic statistics, can be used to reduce the degrees of the terms in the estimating equations. This points the way to the feasible use, to find the estimators, of special methods for solving polynomial equations, such as homotopy continuation methods. Simple examples are given showing both equations and computations. *** The proof of Theorem 2 was corrected by the latest version. Some minor errors were also corrected.

Full work available at URL: https://arxiv.org/abs/1310.6515

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Estimation in multivariate analysis (62H12) Information theory (general) (94A15)

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