A Probabilistic Algorithm for Computing Data-Discriminants of Likelihood Equations

12/12/2015
by   Jose Israel Rodriguez, et al.
0

An algebraic approach to the maximum likelihood estimation problem is to solve a very structured parameterized polynomial system called likelihood equations that have finitely many complex (real or non-real) solutions. The only solutions that are statistically meaningful are the real solutions with positive coordinates. In order to classify the parameters (data) according to the number of real/positive solutions, we study how to efficiently compute the discriminants, say data-discriminants (DD), of the likelihood equations. We develop a probabilistic algorithm with three different strategies for computing DDs. Our implemented probabilistic algorithm based on Maple and FGb is more efficient than our previous version presented in ISSAC2015, and is also more efficient than the standard elimination for larger benchmarks. By applying RAGlib to a DD we compute, we give the real root classification of 3 by 3 symmetric matrix model.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/12/2018

Computing Elimination Ideals and Discriminants of Likelihood Equations

We develop a probabilistic algorithm for computing elimination ideals of...
research
12/09/2020

Likelihood Equations and Scattering Amplitudes

We relate scattering amplitudes in particle physics to maximum likelihoo...
research
05/16/2021

The maximum likelihood degree of sparse polynomial systems

We consider statistical models arising from the common set of solutions ...
research
03/17/2023

Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions

We consider the truncated multivariate normal distributions for which ev...
research
05/03/2016

Determinantal sets, singularities and application to optimal control in medical imagery

Control theory has recently been involved in the field of nuclear magnet...
research
06/21/2018

Probabilistic PARAFAC2

The PARAFAC2 is a multimodal factor analysis model suitable for analyzin...
research
09/13/2019

Direct transformation from Cartesian into geodetic coordinates on a triaxial ellipsoid

This paper presents two new direct symbolic-numerical algorithms for the...

Please sign up or login with your details

Forgot password? Click here to reset