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Preprints
Zitatschlüssel | AKRS-ToricInvariantTheoryForMaximumLikelihood |
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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. |