Computing maximum likelihood estimates for Gaussian graphical models with Macaulay2

DOI10.2140/JSAG.2022.12.1MaRDI QIDQ6103176zbMATH OpenOpenAlexFDO

Authors

Publication date 26 June 2023

Published in The Journal of Software for Algebra and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.11572

zbMATH Keywords

algebraic statisticsGaussian graphical modelsloopless mixed graphsMLE

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic graphical models (62H22) Algebraic statistics (62R01)

Abstract: We introduce the package "GraphicalModelsMLE" for computing the maximum likelihood estimates (MLEs) of a Gaussian graphical model in the computer algebra system Macaulay2. This package allows the computation of MLEs for the class of loopless mixed graphs. Additional functionality allows the user to explore the underlying algebraic structure of the model, such as its maximum likelihood degree and the ideal of score equations.

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Cites work

• Algebraic statistics
• Computing all roots of the likelihood equations of seemingly unrelated regressions
• Estimating linear covariance models with numerical nonlinear algebra
• Exponential varieties
• Geometry of maximum likelihood estimation in Gaussian graphical models
• Graphical models
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Markov properties for mixed graphs
• Semidefinite Optimization and Convex Algebraic Geometry
• The maximum likelihood degree of linear spaces of symmetric matrices
• Trek separation for Gaussian graphical models

Cited in

(3)

• A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
• Graphical models
• Nonlinear algebra and applications

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