Computational algebraic methods in efficient estimation

Kei Kobayashi

Henry P. Wynn

pp. 119-140

in: Frank Nielsen (ed), Geometric theory of information, Berlin, Springer, 2014

Abstract

A strong link between information geometry and algebraic statistics is made by investigating statistical manifolds which are algebraic varieties. In particular it is 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 Gröbner 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.