Numerical Algebraic Geometry for Maximum Likelihood Estimation
summary
Connects maximum likelihood estimation to conormal and dual varieties and gives a concrete computational recipe: form likelihood equations, clear denominators, saturate by the singular locus, and solve with homotopy continuation from numerical algebraic geometry. For the 2×2×2 coin model the count is 13 complex critical points (real ones vary 3–9). A projective bijection via coordinate-wise product maps primal and dual critical points, enabling dual computations (example: hyperdeterminant model gives ML degree 71). Matrix examples: determinant vs permanent ML degrees are 10 vs 36 for 3×3.
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chapters (14)
- 0:00Intro
- 2:11Let's play a game
- 3:45Generating Data
- 5:13A Parameterized Statistical Madel
- 9:09Likelihood Function
- 10:49Algebraic MLE
- 14:10Likelihood Equations (cont.)
- 15:23Three experiments
- 17:29Dual Varieties
- 19:07MLE and Conormal Varieties
- 20:18A bijection between critical points
- 21:15Using the Bijection
- 22:04Motivations and 71
- 24:51Determinants and Permanents
