A Bridge between Invariant Theory and Maximum Likelihood Estimation
组织者
演讲者
时间
2024年11月13日 21:00 至 21:30
地点
Online
摘要
In this talk, I will report a paper uncovered connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. They present a dictionary that relates notions of stability from geometric invariant theory to the existence and uniqueness of a maximum likelihood estimate. Their dictionary holds for both discrete and continuous statistical models: They discuss log-linear models and Gaussian models, including matrix normal models and directed Gaussian graphical models. For instance, algorithms from statistics can be used in invariant theory, and vice versa.