Algebraic statistical models

zbMATH Open1132.62003arXivmath/0703609MaRDI QIDQ5449199FDOQ5449199

Authors: Mathias Drton, Seth Sullivant 

Publication date: 11 March 2008

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/math/0703609

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zbMATH Keywords

maximum likelihood estimationalgebraic statisticsexponential familycomputational algebraic geometrysingularitiesmodel invariants

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Computational aspects in algebraic geometry (14Q99) Computational aspects and applications of commutative rings (13P99)

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