论文标题
代数几何和贝叶斯统计的最新进展
Recent Advances in Algebraic Geometry and Bayesian Statistics
论文作者
论文摘要
本文回顾了过去二十年来代数几何和贝叶斯统计研究领域的理论进步。许多包含层次结构或潜在变量的统计模型和学习机被称为不可识别,因为从参数到统计模型的地图不是一对一。在不可识别的模型中,可能性函数和后验分布通常都具有奇异性,因此很难分析其统计特性。但是,从20世纪末开始,已经建立了基于代数几何形状的新理论和方法,使我们能够研究现实世界中的此类模型和机器。在本文中,报告了以下结果。首先,我们解释了贝叶斯统计的框架,并介绍了Birational几何形状的新观点。其次,基于代数几何形状得出了两个数学解决方案。可以通过分辨率图可以找到适当的参数空间,该分辨率图使后验分布是正常的交叉,并且对数似然比函数的定义很好。第三,引入了三个统计申请。后验分布由重新归一化的形式表示,渐近自由能被得出,并建立了概括损失,交叉验证和信息标准之间的通用公式。现在,基于本文中报道的代数几何形状的统计数据和三个应用程序已在数据科学和人工智能的许多实践领域中使用。
This article is a review of theoretical advances in the research field of algebraic geometry and Bayesian statistics in the last two decades. Many statistical models and learning machines which contain hierarchical structures or latent variables are called nonidentifiable, because the map from a parameter to a statistical model is not one-to-one. In nonidentifiable models, both the likelihood function and the posterior distribution have singularities in general, hence it was difficult to analyze their statistical properties. However, from the end of the 20th century, new theory and methodology based on algebraic geometry have been established which enables us to investigate such models and machines in the real world. In this article, the following results in recent advances are reported. First, we explain the framework of Bayesian statistics and introduce a new perspective from the birational geometry. Second, two mathematical solutions are derived based on algebraic geometry. An appropriate parameter space can be found by a resolution map, which makes the posterior distribution be normal crossing and the log likelihood ratio function be well-defined. Third, three applications to statistics are introduced. The posterior distribution is represented by the renormalized form, the asymptotic free energy is derived, and the universal formula among the generalization loss, the cross validation, and the information criterion is established. Two mathematical solutions and three applications to statistics based on algebraic geometry reported in this article are now being used in many practical fields in data science and artificial intelligence.