Maximum likelihood estimation for Brownian motion tree models based on one sample
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Cites work
- A well-conditioned estimator for large-dimensional covariance matrices
- Brownian motion tree models are toric
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Estimating linear covariance models with numerical nonlinear algebra
- Estimation of a covariance matrix under Stein's loss
- Estimation of positive definite M-matrices and structure learning for attractive Gaussian Markov random fields
- Geometry of the space of phylogenetic trees
- scientific article; zbMATH DE number 44577 (Why is no real title available?)
- scientific article; zbMATH DE number 3418508 (Why is no real title available?)
- Information geometry for phylogenetic trees
- Inverse M-matrices and ultrametric matrices
- Links between maximum likelihood and maximum parsimony under a simple model of site substitution
- Maximum likelihood estimation for linear Gaussian covariance models
- Maximum likelihood estimation in Gaussian models under total positivity
- Nonlinear shrinkage estimation of large-dimensional covariance matrices
- Simplicial matrix-tree theorems
- Symmetries in directed Gaussian graphical models
- Total positivity in exponential families with application to binary variables
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