Maximum likelihood estimation in Gaussian models under total positivity

Autor: Piotr Zwiernik, Caroline Uhler, Steffen L. Lauritzen

Publikováno v: Lauritzen, S L, Uhler, C & Zwiernik, P 2019, ' Maximum likelihood estimation in Gaussian models under total positivity ', Annals of Statistics, vol. 47, no. 4, pp. 1835-1863 . https://doi.org/10.1214/17-AOS1668
Ann. Statist. 47, no. 4 (2019), 1835-1863
arXiv

We analyze the problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_{2}$). By exploiting connections to phylogenetics and single-linkage clustering, we give a simple pr

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https://curis.ku.dk/ws/files/218403345/AOS1668.pdf