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SUMMARY:Anna Seigal (University of Oxford)
DTSTART:20200421T150000Z
DTEND:20200421T153000Z
DTSTAMP:20260423T004910Z
UID:NASO/7
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/NASO/7/">Tor
 us actions and maximum likelihood estimation</a>\nby Anna Seigal (Universi
 ty of Oxford) as part of Max Planck Institute nonlinear algebra seminar on
 line\n\n\nAbstract\nWe describe connections between invariant theory and m
 aximum likelihood estimation\, in the context of log-linear models. Findin
 g a maximum likelihood estimate (MLE) is an optimisation problem over a st
 atistical model\, to obtain the point that best fits observed data. We sho
 w that this is equivalent to a capacity problem - finding the point of min
 imal norm in an orbit under a corresponding torus action. The existence of
  the MLE can then be characterized by stability under the action. Moreover
 \, algorithms from statistics can be used in invariant theory\, and vice v
 ersa. Based on joint work with Carlos Améndola\, Kathlén Kohn and Philip
 p Reichenbach. This is part one of a two part talk: in the second part\, P
 hilipp Reichenbach will discuss our results for multivariate Gaussian mode
 ls.\n
LOCATION:https://researchseminars.org/talk/NASO/7/
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