Maximum Likelihood for Matrices with Rank Constraints

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Event Speaker: 

Bernd Sturmfels (UC Berkeley, Math)

Event Location: 

32D-677 (LIDS seminar room, Stata Center)

Event Date/Time: 

Friday, April 26, 2013 - 2:00pm

Abstract:

Maximum likelihood estimation is a fundamental computational task in statistics. We discuss this problem for manifolds of low rank matrices. These represent mixtures of independent distributions of two discrete random variables. This non-convex optimization problems leads to some beautiful geometry, topology, and combinatorics. We explain how numerical algebraic geometry is used to find the global maximum of the likelihood function, and we present a remarkable duality theorem due to Draisma and Rodriguez.

Speaker bio:

Bernd Sturmfels received doctoral degrees in Mathematics in 1987 from the University of Washington, Seattle, and the Technical University Darmstadt, Germany. After postdoctoral years in Minneapolis and Linz, Austria, he taught at Cornell University, before joining UC Berkeley in 1995, where he is Professor of Mathematics, Statistics and Computer Science. His honors include a National Young Investigator Fellowship, a Sloan Fellowship, and a David and Lucile Packard Fellowship, a Clay Senior Scholarship, an Alexander von Humboldt Senior Research Prize, the SIAM von Neumann Lecturership, and a Sarlo Distinguished Mentoring Award. Recently, he served as Vice President of the American Mathematical Society. A leading experimentalist among mathematicians, Sturmfels has authored ten books and over 200 research articles, in the areas of combinatorics, algebraic geometry, symbolic computation and their applications. He has mentored 35 doctoral students and numerous postdocs. His current research focuses on algebraic statistics and computational algebraic geometry.