Maximum likelihood estimation for totally positive log‐concave densities

Author:

Robeva Elina12ORCID,Sturmfels Bernd34,Tran Ngoc5,Uhler Caroline1

Affiliation:

1. IDSS and EECS Department Massachusetts Institute of Technology USA

2. Department of Mathematics University of British Columbia Canada

3. University of California USA

4. MPI‐MiS Leipzig Max Planck Institute Leipzig Germany

5. Department of Mathematics University of Texas USA

Funder

Alfred P. Sloan Foundation

Division of Mathematical Sciences

Office of Naval Research Global

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference58 articles.

1. Agrawal R. Roy U. &Uhler C.2019.Covariance matrix estimation under total positivity for portfolio selection. arXiv preprint arXiv:1909.04222.

2. Axelrod B. &Valiant G.2018.An efficient algorithm for high‐dimensional log‐concave maximum likelihood. arXiv preprint arXiv:1811.03204.

3. Polynomial interpolation and the Chinese Remainder Theorem for algebraic systems

4. A likelihood ratio test for mtp2 within binary variables;Bartolucci F.;Annals of Statistics,2000

5. A tutorial on kernel density estimation and recent advances

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