Invariant theory and scaling algorithms for maximum likelihood estimation
We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical models given by transitive directed acyclic graphs. We use...
| Main Authors: | , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics
2021
|