Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

YouTube

Invariant Theory for Maximum Likelihood Estimation

Fields Institute via YouTube

Overview

Explore the connections between maximum likelihood estimation and invariant theory in this 38-minute lecture by Anna Seigal from the University of Oxford. Delve into log-linear models and Gaussian group models as part of the Workshop on Real Algebraic Geometry and Algorithms for Geometric Constraint Systems. Learn how optimization problems in statistical models relate to stability concepts in invariant theory. Discover the research findings from Seigal's collaborative work with Carlos Améndola, Kathlén Kohn, and Philipp Reichenbach. Follow the lecture's progression through topics such as groups and statistics, MLE correspondence, and Gaussian group models, culminating in a comprehensive proof.

Syllabus

Introduction
Groups and Statistics
Maximum Likelihood Estimation
MLE
Correspondence
Gaussian Group Models
Proof

Taught by

Fields Institute

Reviews

Start your review of Invariant Theory for Maximum Likelihood Estimation

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Someone learning on their laptop while sitting on the floor.