Wissenschaftliche Mitarbeiter

Philipp Reichenbach

Anschrift
Technische Universität Berlin
Institut für Mathematik
Sekretariat MA 3-2
Straße des 17. Juni 136
10623 Berlin

Büro
Raum MA 319 (3. OG)
Institut für Mathematik

Persönliche Homepage:
page.math.tu-berlin.de/~reichenb/

ORCiD
0000-0002-5722-5505

Sekretariat
Beate Nießen
Raum MA 318
Tel.: +49 (0)30 314 - 25771

eMail
reichenb@math.tu-berlin.de
contact form

Telefon
+49 (0)30 314-29280

Faxgerät
+49 (0)30 314 - 25839

Sprechstunde
nach Vereinbarung

Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
Zitatschlüssel	AKRS-InvariantTheoryAndScalingAlgorithmsForMaximumLikelihoodEstimation
Autor	Carlos Améndola and Kathlén Kohn and Philipp Reichenbach and Anna Seigal
Jahr	2020
Monat	3
Zusammenfassung	We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical models given by transitive directed acyclic graphs. We use stability under group actions to characterize boundedness of the likelihood, and existence and uniqueness of the maximum likelihood estimate. Our approach reveals promising consequences of the interplay between invariant theory and statistics. In particular, existing scaling algorithms from statistics can be used in invariant theory, and vice versa.