000 01894 a2200229 4500
008 240502b |||||||| |||| 00| 0 eng d
020 _a9780521864671
082 _a006.31 WAT
100 _aWatanabe, Sumio
245 _aAlgebraic geometry and statistical learning theory
260 _aCambridge:
_bCambridge University Press,
_c2009
300 _aviii, 286p.:
_bhbk.:
_c23cm
440 _aCambridge Monographs on Applied and Computational Mathematics, 25
520 _aSure 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. https://www.cambridge.org/in/universitypress/subjects/computer-science/pattern-recognition-and-machine-learning/algebraic-geometry-and-statistical-learning-theory?format=HB
650 _aAlgebraic Geometry
650 _aAlgebra
650 _aComputational Learning Theory
650 _aMathematics
650 _aComputational Science
650 _aComputer Science
942 _cTD
_2ddc
999 _c60403
_d60403