A Probabilistic Algorithm for Computing Data-Discriminants of Likelihood Equations
Abstract
An algebraic approach to the maximum likelihood estimation problem is to solve a very structured parameterized polynomial system called likelihood equations that have finitely many complex (real or non-real) solutions. The only solutions that are statistically meaningful are the real solutions with positive coordinates. In order to classify the parameters (data) according to the number of real/positive solutions, we study how to efficiently compute the discriminants, say data-discriminants (DD), of the likelihood equations. We develop a probabilistic algorithm with three different strategies for computing DDs. Our implemented probabilistic algorithm based on Maple and FGb is more efficient than our previous version presented in ISSAC2015, and is also more efficient than the standard elimination for larger benchmarks. By applying RAGlib to a DD we compute, we give the real root classification of 3 by 3 symmetric matrix model.
Cite
@article{arxiv.1512.03901,
title = {A Probabilistic Algorithm for Computing Data-Discriminants of Likelihood Equations},
author = {Jose Israel Rodriguez and Xiaoxian Tang},
journal= {arXiv preprint arXiv:1512.03901},
year = {2016}
}
Comments
4 tables. arXiv admin note: substantial text overlap with arXiv:1501.00334. authors' note: The paper the extended and improved version of our paper presented in ISSAC2015 (arXiv:1501.00334) and the paper is accepted by Journal of Symbolic Computation Special Issue of ISSAC2015