Maximum likelihood degree of the two-dimensional linear Gaussian covariance model

DOI10.2140/astat.2020.11.107zbMath1461.62225arXiv1909.04553OpenAlexW3115153222MaRDI QIDQ2659089

Michael G. Ruddy, Jane Ivy Coons, Orlando Marigliano

Publication date: 25 March 2021

Published in: Algebraic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.04553

zbMATH Keywords

maximum likelihood estimationintersection theoryplane curvesalgebraic geometryalgebraic statisticsmaximum likelihood degreelinear Gaussian covariance models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Plane and space curves (14H50) Intersection theory, characteristic classes, intersection multiplicities in algebraic geometry (14C17) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Algebraic statistics (62R01)

Related Items (3)

Pencils of Quadrics: Old and New ⋮ Likelihood Geometry of Correlation Models ⋮ Unnamed Item

Cites Work

• Sparse estimation of a covariance matrix
• Asymptotically efficient estimation of covariance matrices with linear structure
• HomotopyContinuation.jl: a package for homotopy continuation in Julia
• Estimating linear covariance models with numerical nonlinear algebra
• A new approach to Cholesky-based covariance regularization in high dimensions
• Estimation of a covariance matrix with zeros
• Algebraic Statistics
• Basic Algebraic Geometry 1
• Maximum Likelihood Estimation for Linear Gaussian Covariance Models
• The maximum likelihood degree

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