Algebraic Geometric Comparison of Probability Distributions
F J Kiraly, Paul Buenau, Frank Meinecke and Klaus-Robert Müller
Oberwolfach Preprints 2011. ISSN 1864-7596

Abstract

We propose a novel algebraic framework for treating probability distributions represented by their cumulants such as the mean and covariance matrix. As an example, we consider the unsupervised learning problem of nding the subspace on which several probability distributions agree. Instead of minimizing an objective function involving the estimated cumulants, we show that by treating the cumulants as elements of the polynomial ring we can directly solve the problem, at a lower computational cost and with higher accu- racy. Moreover, the algebraic viewpoint on probability distributions allows us to invoke the theory of Algebraic Geometry, which we demonstrate in a compact proof for an identiability criterion.

PDF - Requires Adobe Acrobat Reader or other PDF viewer.

[Edit]