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Ehemalige Mitarbeiter

Anschrift
Institutionen för Matematik
KTH
Lindstedtsvägen 25
10044 Stockholm

Persönliche Homepage:
https://kathlenkohn.github.io/

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.