The maximum likelihood degree of linear spaces of symmetric matrices

We study multivariate Gaussian models that are described by linear conditions on the concentration matrix. We compute the maximum likelihood (ML) degrees of these models. That is, we count the critical points of the likelihood function over a linear space of symmetric matrices. We obtain new formula...

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Opis bibliograficzny
Główni autorzy: Améndola, C, Gustafsson, L, Kohn, K, Marigliano, O, Seigal, A
Format: Journal article
Język:English
Wydane: Dipartimento di Matematica e Informatica, University of Catania 2021

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