Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics (JSS Research Series in Statistics) - Softcover

Mano, Shuhei

 
9784431558866: Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics (JSS Research Series in Statistics)

Inhaltsangabe

This book focuses on statistical inferences related to various combinatorial stochastic processes. Specifically, it discusses the intersection of three subjects that are generally studied independently of each other: partitions, hypergeometric systems, and Dirichlet processes. The Gibbs partition is a family of measures on integer partition, and several prior processes, such as the Dirichlet process, naturally appear in connection with infinite exchangeable Gibbs partitions. Examples include the distribution on a contingency table with fixed marginal sums and the conditional distribution of Gibbs partition given the length. The A-hypergeometric distribution is a class of discrete exponential families and appears as the conditional distribution of a multinomial sample from log-affine models. The normalizing constant is the A-hypergeometric polynomial, which is a solution of a system of linear differential equations of multiple variables determined by a matrix A, called A-hypergeometric system. The book presents inference methods based on the algebraic nature of the A-hypergeometric system, and introduces the holonomic gradient methods, which numerically solve holonomic systems without combinatorial enumeration, to compute the normalizing constant. Furher, it discusses Markov chain Monte Carlo and direct samplers from A-hypergeometric distribution, as well as the maximum likelihood estimation of the A-hypergeometric distribution of two-row matrix using properties of polytopes and information geometry. The topics discussed are simple problems, but the interdisciplinary approach of this book appeals to a wide audience with an interest in statistical inference on combinatorial stochastic processes, including statisticians who are developing statistical theories and methodologies, mathematicians wanting to discover applications of their theoretical results, and researchers working in various fields of data sciences.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Shuhei Mano, Associate Professor, The Institute of Statistical Mathematics,smano@ism.ac.jp
10-3, Midori-cho, Tachikawa, Tokyo 190-8562, Japan

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Weitere beliebte Ausgaben desselben Titels

9784431558873: Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics

Vorgestellte Ausgabe

ISBN 10:  443155887X ISBN 13:  9784431558873
Verlag: Springer, 2018
Softcover