Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry

DOI10.1007/s10463-010-0295-4zbMath1440.62255arXiv0906.3529OpenAlexW2040714878MaRDI QIDQ2634801

Bernd Sturmfels, Caroline Uhler

Publication date: 19 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.3529

zbMATH Keywords

maximum likelihood estimationmultivariate normal distributionconvex algebraic geometrysemidefinite matrix completiondual convex conedual projective variety

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Positive matrices and their generalizations; cones of matrices (15B48) Algebraic statistics (62R01)

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Uses Software

• Macaulay2
• SINGULAR
• CVX
• gRc
• surfex

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