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Bernd Sturmfels

Publications and source records attributed to Bernd Sturmfels.

At least 181 records · Page 10Linked to original sources
arXiv2008

Graphical models for correlated defaults

A simple graphical model for correlated defaults is proposed, with explicit formulas for the loss distribution. Algebraic geometry techniques are employed to show that this model is well posed for default dependence: it represents any given marginal distribution for single firms and pairwise correlation matrix. These techniques also provide a calibration algorithm based on maximum likelihood estimation. Finally, the model is compared with standard normal copula model in terms of tails of the loss distribution and implied correlation smile.

q-fin.CP↗
arXiv2008

The Algebraic Degree of Semidefinite Programming

Given a generic semidefinite program, specified by matrices with rational entries, each coordinate of its optimal solution is an algebraic number. We study the degree of the minimal polynomials of these algebraic numbers. Geometrically, this degree counts the critical points attained by a linear functional on a fixed rank locus in a linear space of symmetric matrices. We determine this degree using methods from complex algebraic geometry, such as projective duality, determinantal varieties, and their Chern classes.

math.OC↗
arXiv2008

Matrix Cubes Parametrized by Eigenvalues

An elimination problem in semidefinite programming is solved by means of tensor algebra. It concerns families of matrix cube problems whose constraints are the minimum and maximum eigenvalue function on an affine space of symmetric matrices. An LMI representation is given for the convex set of all feasible instances, and its boundary is studied from the perspective of algebraic geometry. This generalizes the earlier work [12] with Parrilo on k-ellipses and k-ellipsoids.

math.OC↗
arXiv2008

Sagbi Bases of Cox-Nagata Rings

We degenerate Cox-Nagata rings to toric algebras by means of sagbi bases induced by configurations over the rational function field. For del Pezzo surfaces, this degeneration implies the Batyrev-Popov conjecture that these rings are presented by ideals of quadrics. For the blow-up of projective n-space at n+3 points, sagbi bases of Cox-Nagata rings establish a link between the Verlinde formula and phylogenetic algebraic geometry, and we use this to answer questions due to D'Cruz-Iarobbino and Buczynska-Wisniewski. Inspired by the zonotopal algebras of Holtz and Ron, our study emphasizes explicit computations, and offers a new approach to Hilbert functions of fat points.

math.AG↗
arXiv2008

Convex Rank Tests and Semigraphoids

Convex rank tests are partitions of the symmetric group which have desirable geometric properties. The statistical tests defined by such partitions involve counting all permutations in the equivalence classes. Each class consists of the linear extensions of a partially ordered set specified by data. Our methods refine existing rank tests of non-parametric statistics, such as the sign test and the runs test, and are useful for exploratory analysis of ordinal data. We establish a bijection between convex rank tests and probabilistic conditional independence structures known as semigraphoids. The subclass of submodular rank tests is derived from faces of the cone of submodular functions, or from Minkowski summands of the permutohedron. We enumerate all small instances of such rank tests. Of particular interest are graphical tests, which correspond to both graphical models and to graph associahedra.

math.CO↗
arXiv2008

Normal Toric Ideals of Low Codimension

Every normal toric ideal of codimension two is minimally generated by a Grobner basis with squarefree initial monomials. A polynomial time algorithm is presented for checking whether a toric ideal of fixed codimension is normal.

math.AC↗
arXiv2007

Conjunctive Bayesian networks

Conjunctive Bayesian networks (CBNs) are graphical models that describe the accumulation of events which are constrained in the order of their occurrence. A CBN is given by a partial order on a (finite) set of events. CBNs generalize the oncogenetic tree models of Desper et al. by allowing the occurrence of an event to depend on more than one predecessor event. The present paper studies the statistical and algebraic properties of CBNs. We determine the maximum likelihood parameters and present a combinatorial solution to the model selection problem. Our method performs well on two datasets where the events are HIV mutations associated with drug resistance. Concluding with a study of the algebraic properties of CBNs, we show that CBNs are toric varieties after a coordinate transformation and that their ideals possess a quadratic Gröbner basis.

math.ST↗
arXiv2007

Open Problems in Algebraic Statistics

Algebraic statistics is concerned with the study of probabilistic models and techniques for statistical inference using methods from algebra and geometry. This article presents a list of open mathematical problems in this emerging field, with main emphasis on graphical models with hidden variables, maximum likelihood estimation, and multivariate Gaussian distributions. This article is based on a lecture presented at the IMA in Minneapolis during the 2006/07 program on Applications of Algebraic Geometry.

math.ST↗
arXiv2007

Toric dynamical systems

Toric dynamical systems are known as complex balancing mass action systems in the mathematical chemistry literature, where many of their remarkable properties have been established. They include as special cases all deficiency zero systems and all detailed balancing systems. One feature is that the steady state locus of a toric dynamical system is a toric variety, which has a unique point within each invariant polyhedron. We develop the basic theory of toric dynamical systems in the context of computational algebraic geometry and show that the associated moduli space is also a toric variety. It is conjectured that the complex balancing state is a global attractor. We prove this for detailed balancing systems whose invariant polyhedron is two-dimensional and bounded.

math.DS↗
arXiv2007

Affine Buildings and Tropical Convexity

The notion of convexity in tropical geometry is closely related to notions of convexity in the theory of affine buildings. We explore this relationship from a combinatorial and computational perspective. Our results include a convex hull algorithm for the Bruhat--Tits building of SL$_d(K)$ and techniques for computing with apartments and membranes. While the original inspiration was the work of Dress and Terhalle in phylogenetics, and of Faltings, Kapranov, Keel and Tevelev in algebraic geometry, our tropical algorithms will also be applicable to problems in other fields of mathematics.

math.MG↗
arXiv2007

The Cyclohedron Test for Finding Periodic Genes in Time Course Expression Studies

The problem of finding periodically expressed genes from time course microarray experiments is at the center of numerous efforts to identify the molecular components of biological clocks. We present a new approach to this problem based on the cyclohedron test, which is a rank test inspired by recent advances in algebraic combinatorics. The test has the advantage of being robust to measurement errors, and can be used to ascertain the significance of top-ranked genes. We apply the test to recently published measurements of gene expression during mouse somitogenesis and find 32 genes that collectively are significant. Among these are previously identified periodic genes involved in the Notch/FGF and Wnt signaling pathways, as well as novel candidate genes that may play a role in regulating the segmentation clock. These results confirm that there are an abundance of exceptionally periodic genes expressed during somitogenesis. The emphasis of this paper is on the statistics and combinatorics that underlie the cyclohedron test and its implementation within a multiple testing framework.

q-bio.QM↗
arXiv2007

Elimination Theory for Tropical Varieties

Tropical algebraic geometry offers new tools for elimination theory and implicitization. We determine the tropicalization of the image of a subvariety of an algebraic torus under any homomorphism from that torus to another torus.

math.AG↗
arXiv2007

Toric geometry of cuts and splits

Associated to any graph is a toric ideal whose generators record relations among the cuts of the graph. We study these ideals and the geometry of the corresponding toric varieties. Our theorems and conjectures relate the combinatorial structure of the graph and the corresponding cut polytope to algebraic properties of the ideal. Cut ideals generalize toric ideals arising in phylogenetics and the study of contingency tables.

math.AC↗
arXiv2007

Semidefinite Representation of the $k$-Ellipse

The $k$-ellipse is the plane algebraic curve consisting of all points whose sum of distances from $k$ given points is a fixed number. The polynomial equation defining the $k$-ellipse has degree $2^k$ if $k$ is odd and degree $2^k{-}\binom{k}{k/2}$ if $k$ is even. We express this polynomial equation as the determinant of a symmetric matrix of linear polynomials. Our representation extends to weighted $k$-ellipses and $k$-ellipsoids in arbitrary dimensions, and it leads to new geometric applications of semidefinite programming.

math.AG↗
arXiv2007

Tropical Discriminants

Tropical geometry is used to develop a new approach to the theory of discriminants and resultants in the sense of Gel'fand, Kapranov and Zelevinsky. The tropical A-discriminant, which is the tropicalization of the dual variety of the projective toric variety given by an integer matrix A, is shown to coincide with the Minkowski sum of the row space of A and of the tropicalization of the kernel of A. This leads to an explicit positive formula for the extreme monomials of any A-discriminant, without any smoothness assumption.

math.AG↗
arXiv2006

Towards the Human Genotope

The human genotope is the convex hull of all allele frequency vectors that can be obtained from the genotypes present in the human population. In this paper we take a few initial steps towards a description of this object, which may be fundamental for future population based genetics studies. Here we use data from the HapMap Project, restricted to two ENCODE regions, to study a subpolytope of the human genotope. We study three different approaches for obtaining informative low-dimensional projections of this subpolytope. The projections are specified by projection onto few tag SNPs, principal component analysis, and archetypal analysis. We describe the application of our geometric approach to identifying structure in populations based on single nucleotide polymorphisms.

q-bio.PE↗