This book provides a systematic development of tensor methods in statistics, beginning with the study of multivariate moments and cumulants. The effect on moment arrays and on cumulant arrays of making linear or affine transformations of the variables is studied. Because of their importance in statistical theory, invariant functions of the cumulants are studied in some detail. This is followed by an examination of the effect of making a polynomial transformation of the original variables. The fundamental operation of summing over complementary set partitions is introduced at this stage. This operation shapes the notation and pervades much of the remainder of the book. The necessary lattice-theory is discussed and suitable tables of complementary set partitions are provided. Subsequent chapters deal with asymptotic approximations based on Edgeworth expansion and saddlepoint expansion. The saddlepoint expansion is introduced via the Legendre transformation of the cumulant generating function, also known as the conjugate function of the cumulant generating function. A recurring them is that, with suitably chosen notation, multivariate calculations are often simpler and more transparent than the corresponding univariate calculations. The final two chapters deal with likelihood ratio statistics, maximum likelihood estimation and the effect on inferences of conditioning on ancillary or approximately ancillary statistics. The Bartlett adjustment factor is derived in the general case and simplified for certain types of generalized linear models. Finally, Barndorff-Nielsen's formula for the conditional distribution of the maximum liklelihood estimator is derived and discussed. More than 200 Exercises are provided to illustrate the uses of tensor methodology.

A pioneering monograph on tensor methods applied to distributional problems arising in statistics, this work begins with the study of multivariate moments and cumulants. An invaluable reference for graduate students and professional statisticians. 1987 edition.

A pioneering monograph on tensor methods applied to distributional problems arising in statistics, this work begins with the study of multivariate moments and cumulants. An invaluable reference for graduate students and professional statisticians. 1987 edition.

This book provides an introduction to various aspects of Algebraic Statistics with the principal aim of supporting Master’s and PhD students who wish to explore the algebraic point of view regarding recent developments in Statistics. The focus is on the background needed to explore the connections among discrete random variables. The main objects that encode these relations are multilinear matrices, i.e., tensors. The book aims to settle the basis of the correspondence between properties of tensors and their translation in Algebraic Geometry. It is divided into three parts, on Algebraic Statistics, Multilinear Algebra, and Algebraic Geometry. The primary purpose is to describe a bridge between the three theories, so that results and problems in one theory find a natural translation to the others. This task requires, from the statistical point of view, a rather unusual, but algebraically natural, presentation of random variables and their main classical features. The third part of the book can be considered as a short, almost self-contained, introduction to the basic concepts of algebraic varieties, which are part of the fundamental background for all who work in Algebraic Statistics.

Tensor Regression is the first thorough overview of the fundamentals, motivations, popular algorithms, strategies for efficient implementation, related applications, available datasets, and software resources for tensor-based regression analysis.

Special numerical techniques are already needed to deal with n × n matrices for large n. Tensor data are of size n × n ×...× n=nd, where nd exceeds the computer memory by far. They appear for problems of high spatial dimensions. Since standard methods fail, a particular tensor calculus is needed to treat such problems. This monograph describes the methods by which tensors can be practically treated and shows how numerical operations can be performed. Applications include problems from quantum chemistry, approximation of multivariate functions, solution of partial differential equations, for example with stochastic coefficients, and more. In addition to containing corrections of the unavoidable misprints, this revised second edition includes new parts ranging from single additional statements to new subchapters. The book is mainly addressed to numerical mathematicians and researchers working with high-dimensional data. It also touches problems related to Geometric Algebra.

This book provides a systematic development of tensor methods in statistics, beginning with the study of multivariate moments and cumulants. The effect on moment arrays and on cumulant arrays of making linear or affine transformations of the variables is studied. Because of their importance in statistical theory, invariant functions of the cumulants are studied in some detail. This is followed by an examination of the effect of making a polynomial transformation of the original variables. The fundamental operation of summing over complementary set partitions is introduced at this stage. This operation shapes the notation and pervades much of the remainder of the book. The necessary lattice-theory is discussed and suitable tables of complementary set partitions are provided. Subsequent chapters deal with asymptotic approximations based on Edgeworth expansion and saddlepoint expansion. The saddlepoint expansion is introduced via the Legendre transformation of the cumulant generating function, also known as the conjugate function of the cumulant generating function. A recurring them is that, with suitably chosen notation, multivariate calculations are often simpler and more transparent than the corresponding univariate calculations. The final two chapters deal with likelihood ratio statistics, maximum likelihood estimation and the effect on inferences of conditioning on ancillary or approximately ancillary statistics. The Bartlett adjustment factor is derived in the general case and simplified for certain types of generalized linear models. Finally, Barndorff-Nielsen's formula for the conditional distribution of the maximum liklelihood estimator is derived and discussed. More than 200 Exercises are provided to illustrate the uses of tensor methodology.