High dimensional Bernoulli distributions: algebraic representation and applications

DOI10.3150/23-BEJ1618arXiv2205.12744OpenAlexW4388514230MaRDI QIDQ6178587FDOQ6178587

Authors: Roberto Fontana, Patrizia Semeraro 

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The main contribution of this paper is to find a representation of the class $mathcal{F}_d(p)$ of multivariate Bernoulli distributions with the same mean $p$ that allows us to find its generators analytically in any dimension. We map $mathcal{F}_d(p)$ to an ideal of points and we prove that the class $mathcal{F}_d(p)$ can be generated from a finite set of simple polynomials. We present two applications. Firstly, we show that polynomial generators help to find extremal points of the convex polytope $mathcal{F}_d(p)$ in high dimensions. Secondly, we solve the problem of determining the lower bounds in the convex order for sums of multivariate Bernoulli distributions with given margins, but with an unspecified dependence structure.

Full work available at URL: https://arxiv.org/abs/2205.12744

zbMATH Keywords

convex orderextremal pointsideal of pointsmultidimensional Bernoulli distribution

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Distribution theory (60Exx)

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