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Invariant theory for maximum likelihood estimation

February 8, 2022 @ 9:00 am - 10:00 am

CMSA-Combinatorics-Physics-and-Probability-Seminar-2.8.2022

Abstract:  I will talk about work to uncover connections between invariant theory and maximum likelihood estimation. I will describe how norm minimization over a torus orbit is equivalent to maximum likelihood estimation in log-linear models. We will see the role played by polytopes and discuss connections to scaling algorithms. Based on joint work with Carlos Améndola, Kathlén Kohn, and Philipp Reichenbach.

Details

Date:
February 8, 2022
Time:
9:00 am - 10:00 am
Event Category: