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...
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
|
Podobne zapisy
-
Invariant theory and scaling algorithms for maximum likelihood estimation
od: Améndola, C, i wsp.
Wydane: (2021) -
Maximum likelihood identification of state space models for linear dynamic systems
Wydane: (2002) -
Linear spaces and preservers of bounded rank-two per-symmetric triangular matrices
od: Chooi, W.L., i wsp.
Wydane: (2014) -
ESTIMASI MAXIMUM LIKELIHOOD DAN RESTRICTED MAXIMUM LIKELIHOOD
UNTUK MODEL LINEAR EFEK CAMPURAN
od: , ADIANTO PANGARIBUAN, i wsp.
Wydane: (2014) -
On maximum likelihood identification of state space models
od: Yared, Khaled Ibrahim
Wydane: (2005)