New method to identify symmetries in data using Bayesian statistics

Bayesian statistics has been in the spotlight in recent years due to improvements in computer performance and its potential applications in artificial intelligence. Bayesian statistics is a statistical approach that, even when data are insufficient, derives the probability of an event occurring by first setting a prior probability and then, whenever new information is obtained, calculating a posterior probability -- an update to the prior probability -- that the event will occur. The calculation of posterior probabilities requires complex calculations of integrals and therefore is often considered an approximation only.

The international team including Professor Hideyuki Ishi from Osaka Metropolitan University, Professor Piotr Graczyk from the University of Angers, Professor Bartosz Kołodziejek from Warsaw University of Technology, and the late Professor Hélène Massam from York University (Toronto) has succeeded in deriving new exact integral formulas, and in developing a method to search for symmetries in multi-dimensional data using Bayesian statistical techniques.

When the amount of data to be handled increases, the optimal pattern must be selected from a vast number of patterns, making it difficult to solve the problem precisely. Addressing this challenge, the team has also developed an efficient algorithm for obtaining an approximate solution even in such cases.

In the words of Professor Ishi, "Symmetries in data are ubiquitous in a wide variety of models. Once symmetries are identified, the number of parameters required to display the structure of the data, and the number of samples required to determine the parameters, can be significantly reduced. In the future, the results of this research are expected to contribute to genetic analysis, discovering chromosomes that have the same function in different locations."