- Algebraic statistics
Algebraic statistics is a fairly recent field of
statistics which utilizes the tools ofalgebraic geometry andcommutative algebra in order to study problems related todiscrete random variable s with finite state spaces. Such problems includeparameter estimation ,hypothesis testing , and experimental design. The key connection between statistics and algebra is the observation that many commonly used classes of discrete random variables can be viewed as algebraic varieties.Introductory example
Consider a
random variable "X" which can take on the values 0, 1, 2. Such a variable is completely characterized by the three probabilities :and these numbers clearly satisfy:Conversely, any three such numbers unambiguously specify a random variable, so we can identify the random variable "X" with the tuple ("p"0,"p"1,"p"2)∈R3.Now suppose "X" is a
Binomial random variable with parameter "p = q" and "n = 2", i.e. "X" represents the number of successes when repeating a certain experiment two times, where each experiment has an individual success probability of "q". Then :and it is not hard to show that the tuples ("p"0,"p"1,"p"2) which arise in this way are precisely the ones satisfying:The latter is a polynomial equation defining an algebraic variety (or surface) in R3, and this variety, when intersected with thesimplex given by: yields a piece of analgebraic curve which may be identified with the set of all 3-state Bernoulli variables. Determining the parameter "q" amounts to locating one point on this curve; testing the hypothesis that a given variable "X" is Bernoulli amounts to testing whether a certain point lies on that curve or not.References
* [http://www.math.harvard.edu/~seths/assc.html Algebraic Statistics Short Course] , lecture notes by Seth Sullivant
* L. Pachter and B. Sturmfels. "Algebraic Statistics and Computational Biology." Cambridge University Press 2005.
* G. Pistone, E. Riccomango, H. P. Wynn. "Algebraic Statistics." CRC Press, 2001.
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