English

Stochastic Tverberg theorems and their applications in multi-class logistic regression, data separability, and centerpoints of data

Probability 2019-07-24 v1 Optimization and Control Statistics Theory Statistics Theory

Abstract

We present new stochastic geometry theorems that give bounds on the probability that mm random data classes all contain a point in common in their convex hulls. We apply these stochastic separation theorems to obtain bounds on the probability of existence of maximum likelihood estimators in multinomial logistic regression. We also discuss connections to condition numbers for analysis of steepest descent algorithms in logistic regression and to the computation of centerpoints of data clouds.

Keywords

Cite

@article{arxiv.1907.09698,
  title  = {Stochastic Tverberg theorems and their applications in multi-class logistic regression, data separability, and centerpoints of data},
  author = {Jesús A. De Loera and Thomas A. Hogan},
  journal= {arXiv preprint arXiv:1907.09698},
  year   = {2019}
}

Comments

12 pages, 1 figure