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Toric invariant theory for maximum likelihood estimation in log-linear models
Citation key AKRS-ToricInvariantTheoryForMaximumLikelihood
Author Carlos Améndola and Kathlén Kohn and Philipp Reichenbach and Anna Seigal
Year 2020
Month 12
Abstract We establish connections between invariant theory and maximum likelihood estimation for discrete statistical models. We show that norm minimization over a torus orbit is equivalent to maximum likelihood estimation in log-linear models. We use notions of stability under a torus action to characterize the existence of the maximum likelihood estimate, and discuss connections to scaling algorithms.
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