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Geometry of maximum likelihood estimation in Gaussian graphical models
Geometry of maximum likelihood estimation Gaussian graphical models
2011/1/21
We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to nd exact lower bounds on the number of observations...
Topological expansion of beta-ensemble model and quantum algebraic geometry in the sectorwise approach
Topological expansion of beta-ensemble model quantum algebraic geometry sectorwise approach
2010/12/14
We solve the loop equations of the β-ensemble model analogously to the solution found for the Hermitian matrices β = 1. For β = 1, the solution was expressed using the algebraic spectral curve of equa...