Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 4, 2010, Pages 603-638

  Sturmfels, Bernd ^a   Uhler, Caroline ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Convex algebraic geometry; Dual convex cone; Dual projective variety; Maximum likelihood estimation; Multivariate normal distribution; Semidefinite matrix completion

Indexed keywords

ALGEBRAIC GEOMETRY; CONVEX CONE; DUAL PROJECTIVE VARIETY; MULTIVARIATE NORMAL DISTRIBUTIONS; SEMI-DEFINITE MATRIX;

ALGEBRA; COMPUTATIONAL GEOMETRY; CONES; COVARIANCE MATRIX; ESTIMATION; NORMAL DISTRIBUTION; OPTIMIZATION;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77958067804     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-010-0295-4     Document Type: Conference Paper

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