[Statlist] Statistics Seminar, December 20 2010 at 15h15

[Schaffner Portillo Maroussia]

STATISTICS SEMINAR

Monday, December 20, 2010 - 15h15

Room GR A3 30 - EPFL

Ms. Caroline Uhler
University of California, Berkeley

will be speaking on :


Geometry of maximum likelihood estimation in Gaussian graphical models



Abstract:
We study maximum likelihood estimation in Gaussian graphical models from the perspective of convex algebraic geometry. It is well-known that the maximum likelihood estimator (MLE) exists with probability one if the number of observations is at least as large as the number of variables. We examine the situation with fewer samples for bipartite graphs and grids. Taking an algebraic approach, we find the first example of a graph for which the MLE exists with probability one even when the number of observations equals the treewidth of the underlying graph.


Best regards.



Maroussia Schaffner Portillo

EPFL-SB-SMAT

Phone: 37922

 http://smat.epfl.ch/seminar/seminar.php


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