Algebraic geometry and statistical learning theory

Sure to be influential, this book lays the foundations for the use of algebraic geometry in statistical learning theory. Many widely used statistical models and learning machines applied to information science have a parameter space that is singular: mixture models, neural networks, HMMs, Bayesian n...

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1. Verfasser: Watanabe, Sumio 1959-
Format: E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 2009
Schriftenreihe:Cambridge monographs on applied and computational mathematics 25
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520 |a Sure to be influential, this book lays the foundations for the use of algebraic geometry in statistical learning theory. Many widely used statistical models and learning machines applied to information science have a parameter space that is singular: mixture models, neural networks, HMMs, Bayesian networks, and stochastic context-free grammars are major examples. Algebraic geometry and singularity theory provide the necessary tools for studying such non-smooth models. Four main formulas are established: 1. the log likelihood function can be given a common standard form using resolution of singularities, even applied to more complex models; 2. the asymptotic behaviour of the marginal likelihood or 'the evidence' is derived based on zeta function theory; 3. new methods are derived to estimate the generalization errors in Bayes and Gibbs estimations from training errors; 4. the generalization errors of maximum likelihood and a posteriori methods are clarified by empirical process theory on algebraic varieties. 
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spelling Watanabe, Sumio 1959-
Algebraic geometry and statistical learning theory Sumio Watanabe
Algebraic Geometry & Statistical Learning Theory
Cambridge Cambridge University Press 2009
1 Online-Ressource (viii, 286 Seiten)
txt
c
cr
Cambridge monographs on applied and computational mathematics 25
Sure to be influential, this book lays the foundations for the use of algebraic geometry in statistical learning theory. Many widely used statistical models and learning machines applied to information science have a parameter space that is singular: mixture models, neural networks, HMMs, Bayesian networks, and stochastic context-free grammars are major examples. Algebraic geometry and singularity theory provide the necessary tools for studying such non-smooth models. Four main formulas are established: 1. the log likelihood function can be given a common standard form using resolution of singularities, even applied to more complex models; 2. the asymptotic behaviour of the marginal likelihood or 'the evidence' is derived based on zeta function theory; 3. new methods are derived to estimate the generalization errors in Bayes and Gibbs estimations from training errors; 4. the generalization errors of maximum likelihood and a posteriori methods are clarified by empirical process theory on algebraic varieties.
Erscheint auch als Druck-Ausgabe 9780521864671
TUM01 ZDB-20-CTM TUM_PDA_CTM https://doi.org/10.1017/CBO9780511800474 Volltext
spellingShingle Watanabe, Sumio 1959-
Algebraic geometry and statistical learning theory
title Algebraic geometry and statistical learning theory
title_alt Algebraic Geometry & Statistical Learning Theory
title_auth Algebraic geometry and statistical learning theory
title_exact_search Algebraic geometry and statistical learning theory
title_full Algebraic geometry and statistical learning theory Sumio Watanabe
title_fullStr Algebraic geometry and statistical learning theory Sumio Watanabe
title_full_unstemmed Algebraic geometry and statistical learning theory Sumio Watanabe
title_short Algebraic geometry and statistical learning theory
title_sort algebraic geometry and statistical learning theory
url https://doi.org/10.1017/CBO9780511800474
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