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 formulae for the ML degree, one via line geometry, and another using Segre classes from intersection theory. We settle the case of codimension one models, and characterize the degenerate case when the ML degree is zero
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for ...
We study multivariate Gaussian models that are described by linear conditions on the concentration m...
We study the maximum likelihood degree of linear concentration models in algebraic statistics. We re...
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this pro...
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this pro...
We show that the reciprocal maximal likelihood degree (rmld) of a diagonal linear concentration mode...
Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers o...
Lascoux polynomials have been recently introduced to prove polynomiality of the maximum-likelihood d...
35 pagesWe establish connections between: the maximum likelihood degree (ML-degree) for linear conce...
Correlation matrices are standardized covariance matrices. They form an affine space of symmetric ma...
In a recent paper, Hauenstein, Sturmfels, and the second author discovered a conjectural bijection b...
40 pages, 6 figuresInternational audienceFor general data, the number of complex solutions to the li...
Abstract—We consider the problem of estimating an unknown deterministic parameter vector in a linear...
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for ...
We study multivariate Gaussian models that are described by linear conditions on the concentration m...
We study the maximum likelihood degree of linear concentration models in algebraic statistics. We re...
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this pro...
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this pro...
We show that the reciprocal maximal likelihood degree (rmld) of a diagonal linear concentration mode...
Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers o...
Lascoux polynomials have been recently introduced to prove polynomiality of the maximum-likelihood d...
35 pagesWe establish connections between: the maximum likelihood degree (ML-degree) for linear conce...
Correlation matrices are standardized covariance matrices. They form an affine space of symmetric ma...
In a recent paper, Hauenstein, Sturmfels, and the second author discovered a conjectural bijection b...
40 pages, 6 figuresInternational audienceFor general data, the number of complex solutions to the li...
Abstract—We consider the problem of estimating an unknown deterministic parameter vector in a linear...
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian...
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for ...