Preprints

Toric invariant theory for maximum likelihood estimation in log-linear models
Zitatschlüssel	AKRS-ToricInvariantTheoryForMaximumLikelihood
Autor	Carlos Améndola and Kathlén Kohn and Philipp Reichenbach and Anna Seigal
Jahr	2020
Monat	12
Zusammenfassung	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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