Computing Maximum Likelihood Estimates for Gaussian Graphical Models with Macaulay2
Computation
2023-01-25 v3 Commutative Algebra
Abstract
We introduce the package "GraphicalModelsMLE" for computing the maximum likelihood estimates (MLEs) of a Gaussian graphical model in the computer algebra system Macaulay2. This package allows the computation of MLEs for the class of loopless mixed graphs. Additional functionality allows the user to explore the underlying algebraic structure of the model, such as its maximum likelihood degree and the ideal of score equations.
Keywords
Cite
@article{arxiv.2012.11572,
title = {Computing Maximum Likelihood Estimates for Gaussian Graphical Models with Macaulay2},
author = {Carlos Améndola and Luis David García Puente and Roser Homs and Olga Kuznetsova and Harshit J. Motwani},
journal= {arXiv preprint arXiv:2012.11572},
year = {2023}
}
Comments
9 pages, 5 figures