Singular learning theory: connecting algebraic geometry and model selection in statistics

December 12 to December 16, 2011

at the

American Institute of Mathematics, Palo Alto, California

organized by

Russell Steele, Bernd Sturmfels, and Sumio Watanabe

This workshop, sponsored by AIM and the NSF, will be devoted to singular learning theory, the application of algebraic geometry to problems in statistical model selection and machine learning. The intent of this workshop is to connect algebraic geometers and statisticians specializing in Bayesian model selection criteria in order to explore the relationship between analytical asymptotic approximations from algebraic geometry and other commonly used methods in statistics (including traditional asymptotic and Monte Carlo approaches) for developing new model selection criteria. The hope is to generate interest amongst both communities for collaborations that will spur new topics of research in both algebraic geometry and statistics.

Singular statistical learning is an approach for statistical learning and model selection that can be applied to singular parameter spaces, i.e. can be used for non-regular statistical models. The methodology uses the method of resolution of singularities to generalize the criteria for regular statistical models to non-regular models. Examples of non-regular statistical models that have been studied as part of singular learning theory include hidden Markov models, finite mixture models, and multi-layer neural network models. Although there exists a large body of recent published work in this area, it is has not yet been integrated or even well-cited by the larger statistical community.

The workshop has three primary goals:

  1. To introduce statisticians and computer scientists working the area of model selection to the topic of singular learning theory, in particular the application of the method of resolution of singularities to model selection for non-regular statistical models.
  2. To generate a list of open problems in algebraic geometry motivated by complex statistical models that cannot be covered by current results.
  3. To collaboratively develop a set of core materials that will define the area of singular statistical learning that will be accessible to geometers and statisticians.
The main open problems the workshop will consider:
  1. Exploring connections of Widely Applicable Information Criteria (WAIC) from singular learning theory to other model selection criteria, including the Deviance Information Criterion (DIC), regular statistical versions of the AIC and BIC, and other criteria specific to particular non-regular statistical models (for example, the scan statistic from spatial statistics).
  2. Identifying fundamental problems in algebraic geometry are related to generalizing these information criteria to model selection problems for Generalized Estimating Equations (GEE), which use ideas from semi-parametric inference to obtain estimates of parameters without assuming a parametric form for the likelihood of the observed data.
  3. Generalizing the singular learning theory information criteria be to statistical problems where some observations contain missing information and/or measurement error.
  4. Establishing the finite sample properties of WAIC, in particular for problems where one can incorporate prior knowledge in a fully Bayesian modelling approach.

The workshop will differ from typical conferences in some regards. Participants will be invited to suggest open problems and questions before the workshop begins, and these will be posted on the workshop website. These include specific problems on which there is hope of making some progress during the workshop, as well as more ambitious problems which may influence the future activity of the field. Lectures at the workshop will be focused on familiarizing the participants with the background material leading up to specific problems, and the schedule will include discussion and parallel working sessions.

The deadline to apply for support to participate in this workshop has passed.

For more information email workshops@aimath.org


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