Math 2.0

Statistics Definition

Algebraic statistics

Builds on Statistical modelPolynomial ringIdealAlgebraic variety

Definition

Let Δm−1={p∈ℝm:pi≥0, ∑i=1mpi=1}\Delta_{m-1} = \set{p \in \R^m : p_i \ge 0, \ \sum_{i=1}^m p_i = 1} be the probability simplex of distributions on mm outcomes. An algebraic statistical model is a statistical model ℳ⊆Δm−1\mathcal M \subseteq \Delta_{m-1} of one of the following forms:

  1. the image ℳ=φ(Θ)\mathcal M = \varphi(\Theta) of an open parameter set Θ⊆ℝd\Theta \subseteq \R^d under a polynomial or rational map φ ⁣:Θ→Δm−1\varphi \colon \Theta \to \Delta_{m-1}, or
  2. the set ℳ={p∈Δm−1:f(p)=0 for all f∈F}\mathcal M = \set{p \in \Delta_{m-1} : f(p) = 0 \text{ for all } f \in F} for a set FF of polynomials in the polynomial ring ℝ[p1,…,pm]\R[p_1, \dots, p_m].

Algebraic statistics is the study of statistical models and methods through the ideals of polynomials vanishing on such models and the algebraic varieties they define.

Remarks

Example: the independence model for two binary variables is the image of (a,b)∈(0,1)2(a, b) \in (0, 1)^2 under φ(a,b)=(ab,a(1−b),(1−a)b,(1−a)(1−b))\varphi(a, b) = (ab, a(1-b), (1-a)b, (1-a)(1-b)). It equals the set of p=(p11,p12,p21,p22)∈Δ3p = (p_{11}, p_{12}, p_{21}, p_{22}) \in \Delta_3 with all pij>0p_{ij} > 0 and p11p22−p12p21=0p_{11} p_{22} - p_{12} p_{21} = 0. One inclusion: ab⋅(1−a)(1−b)−a(1−b)⋅(1−a)b=0ab \cdot (1-a)(1-b) - a(1-b) \cdot (1-a)b = 0. Conversely, such a pp is φ(a,b)\varphi(a, b) with a=p11+p12a = p_{11} + p_{12} and b=p11+p21b = p_{11} + p_{21}, since ab=p11(p11+p12+p21)+p12p21=p11(p11+p12+p21+p22)=p11ab = p_{11}(p_{11} + p_{12} + p_{21}) + p_{12} p_{21} = p_{11}(p_{11} + p_{12} + p_{21} + p_{22}) = p_{11}, and similarly for the other coordinates.

Non-example: the Poisson family pk=e−λλk/k!p_k = e^{-\lambda} \lambda^k / k!, k=0,1,2,…k = 0, 1, 2, \dots, is not an algebraic statistical model in this sense. It lives on infinitely many outcomes, so it is not a subset of a simplex Δm−1\Delta_{m-1}, and its coordinates are not polynomial or rational in λ\lambda.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Algebraic variety concept
  2. Ideal concept
  3. Polynomial ring concept
  4. Statistical model concept
  5. Algebraic statistics definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Algebraic_statistics
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Kinddefinition
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MSC62R01, 13P25, 14Q99
DefinesAlgebraic statistics
UsesStatistical model, Polynomial ring, Ideal, Algebraic variety

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