English

Computational algebraic methods in efficient estimation

Statistics Theory 2014-01-13 v2 Statistics Theory

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.

Keywords

Cite

@article{arxiv.1310.6515,
  title  = {Computational algebraic methods in efficient estimation},
  author = {Kei Kobayashi and Henry P. Wynn},
  journal= {arXiv preprint arXiv:1310.6515},
  year   = {2014}
}

Comments

21 pages, 5 figures

R2 v1 2026-06-22T01:53:12.735Z