Solving the Likelihood Equations
统计理论
2007-06-13 v2 代数几何
最优化与控制
统计理论
摘要
Given a model in algebraic statistics and some data, the likelihood function is a rational function on a projective variety. Algebraic algorithms are presented for computing all critical points of this function, with the aim of identifying the local maxima in the probability simplex. Applications include models specified by rank conditions on matrices and the Jukes-Cantor models of phylogenetics. The maximum likelihood degree of a generic complete intersection is also determined.
引用
@article{arxiv.math/0408270,
title = {Solving the Likelihood Equations},
author = {Serkan Hosten and Amit Khetan and Bernd Sturmfels},
journal= {arXiv preprint arXiv:math/0408270},
year = {2007}
}
评论
20 pages