Title
A probabilistic algorithm for computing data-discriminants of likelihood equations.
Abstract
An algebraic approach to the maximum likelihood estimation problem is to solve a very structured parameterized polynomial system called likelihood equations that have finitely many complex (real or non-real) solutions. The only solutions that are statistically meaningful are the real solutions with positive coordinates. In order to classify the parameters (data) according to the number of real/positive solutions, we study how to efficiently compute the discriminants, say data-discriminants (DD), of the likelihood equations. We develop a probabilistic algorithm with three different strategies for computing DDs. Our implemented probabilistic algorithm based on Maple and FGb is more efficient than our previous version (Rodriguez and Tang, 2015) and is also more efficient than the standard elimination for larger benchmarks. By applying RAGlib to a DD we compute, we give the real root classification of 3 by 3 symmetric matrix model.
Year
DOI
Venue
2015
10.1016/j.jsc.2016.11.017
Journal of Symbolic Computation
Keywords
DocType
Volume
Maximum likelihood estimation,Likelihood equation,Discriminant
Journal
83
Issue
ISSN
Citations 
83
0747-7171
0
PageRank 
References 
Authors
0.34
13
2
Name
Order
Citations
PageRank
Jose Israel Rodriguez1176.01
xiaoxian tang271.63