Computing maximum likelihood estimates for Gaussian graphical models with Macaulay2

DOI10.2140/JSAG.2022.12.1zbMATH Open1514.62040arXiv2012.11572OpenAlexW3116258298MaRDI QIDQ6103176FDOQ6103176

Authors:

Publication date: 26 June 2023

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

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.

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

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zbMATH Keywords

Gaussian graphical modelsalgebraic statisticsMLEloopless mixed graphs

Mathematics Subject Classification ID

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

Cites Work

• Graphical models
• Estimating linear covariance models with numerical nonlinear algebra
• Exponential varieties
• Title not available (Why is that?)
• Trek separation for Gaussian graphical models
• Semidefinite Optimization and Convex Algebraic Geometry
• Markov properties for mixed graphs
• Geometry of maximum likelihood estimation in Gaussian graphical models
• Computing all roots of the likelihood equations of seemingly unrelated regressions
• Algebraic statistics
• The maximum likelihood degree of linear spaces of symmetric matrices

Cited In (3)

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

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