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Register a new userThe geometry of Gaussian double Markovian distributions
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Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance matrix and its inverse. We study the semi-algebraic geometry of these models, in particular their dimension, smoothness and connectedness. Results on their vanishing ideals and conditional independence ideals are also included, and we put them into the general framework of conditional independence models. We end with several open questions and conjectures.
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This paper studies the Fisher-Rao geometry on the parameter space of beta distributions. We derive the geodesic equations and the sectional curvature, and prove that it is negative. This leads to uniqueness for the Riemannian centroid in that space. We use this Riemannian structure to study canonical moments, an intrinsic representation of the moments of a probability distribution. Drawing on the fact that a uniform distribution in the regular moment space corresponds to a product of beta distributions in the canonical moment space, we propose a mapping from the space of canonical moments to the product beta manifold, allowing us to use the Fisher-Rao geometry of beta distributions to compare and analyze canonical moments.
In statistics, independent, identically distributed random samples do not carry a natural ordering, and their statistics are typically invariant with respect to permutations of their order. Thus, an $n$-sample in a space $M$ can be considered as an element of the quotient space of $M^n$ modulo the permutation group. The present paper takes this definition of sample space and the related concept of orbit types as a starting point for developing a geometric perspective on statistics. We aim at deriving a general mathematical setting for studying the behavior of empirical and population means in spaces ranging from smooth Riemannian manifolds to general stratified spaces. We fully describe the orbifold and path-metric structure of the sample space when $M$ is a manifold or path-metric space, respectively. These results are non-trivial even when $M$ is Euclidean. We show that the infinite sample space exists in a Gromov-Hausdorff type sense and coincides with the Wasserstein space of probability distributions on $M$. We exhibit Frechet means and $k$-means as metric projections onto 1-skeleta or $k$-skeleta in Wasserstein space, and we define a new and more general notion of polymeans. This geometric characterization via metric projections applies equally to sample and population means, and we use it to establish asymptotic properties of polymeans such as consistency and asymptotic normality.
Designing experiments for generalized linear models is difficult because optimal designs depend on unknown parameters. Here we investigate local optimality. We propose to study for a given design its region of optimality in parameter space. Often these regions are semi-algebraic and feature interesting symmetries. We demonstrate this with the Rasch Poisson counts model. For any given interaction order between the explanatory variables we give a characterization of the regions of optimality of a special saturated design. This extends known results from the case of no interaction. We also give an algebraic and geometric perspective on optimality of experimental designs for the Rasch Poisson counts model using polyhedral and spectrahedral geometry.
We develop a geometric framework that characterizes the synchronization problem --- the problem of consistently registering or aligning a collection of objects. The theory we formulate characterizes the cohomological nature of synchronization based on the classical theory of fibre bundles. We first establish the correspondence between synchronization problems in a topological group $G$ over a connected graph $Gamma$ and the moduli space of flat principal $G$-bundles over $Gamma$, and develop a discrete analogy of the renowned theorem of classifying flat principal bundles with fix base and structural group using the representation variety. In particular, we show that prescribing an edge potential on a graph is equivalent to specifying an equivalence class of flat principal bundles, of which the triviality of holonomy dictates the synchronizability of the edge potential. We then develop a twisted cohomology theory for associated vector bundles of the flat principal bundle arising from an edge potential, which is a discrete version of the twisted cohomology in differential geometry. This theory realizes the obstruction to synchronizability as a cohomology group of the twisted de Rham cochain complex. We then build a discrete twisted Hodge theory --- a fibre bundle analog of the discrete Hodge theory on graphs --- which geometrically realizes the graph connection Laplacian as a Hodge Laplacian of degree zero. Motivated by our geometric framework, we study the problem of learning group actions --- partitioning a collection of objects based on the local synchronizability of pairwise correspondence relations. A dual interpretation is to learn finitely generated subgroups of an ambient transformation group from noisy observed group elements. A synchronization-based algorithm is also provided, and we demonstrate its efficacy using simulations and real data.
We obtain the optimal proxy variance for the sub-Gaussianity of Beta distribution, thus proving upper bounds recently conjectured by Elder (2016). We provide different proof techniques for the symmetrical (around its mean) case and the non-symmetrical case. The technique in the latter case relies on studying the ordinary differential equation satisfied by the Beta moment-generating function known as the confluent hypergeometric function. As a consequence, we derive the optimal proxy variance for the Dirichlet distribution, which is apparently a novel result. We also provide a new proof of the optimal proxy variance for the Bernoulli distribution, and discuss in this context the proxy variance relation to log-Sobolev inequalities and transport inequalities.
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