Estimating linear covariance models with numerical nonlinear algebra

DOI10.2140/astat.2020.11.31zbMath1461.62230arXiv1909.00566OpenAlexW2971673871MaRDI QIDQ2659085

Piotr Zwiernik, Sascha Timme, Bernd Sturmfels

Publication date: 25 March 2021

Published in: Algebraic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.00566

zbMATH Keywords

maximum likelihoodlinear covariance modelnumerical nonlinear algebradual maximum likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Numerical computation of solutions to single equations (65H05) Computational aspects of algebraic curves (14Q05) Algebraic statistics (62R01)

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Uses Software

• HomotopyContinuation

Cites Work

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