[Statlist] Colloque SMA - 23 octobre 2013, 17h15: Prof. Bernd Sturmfelds

[Schaffner Portillo Maroussia]

COLLOQUE DE MATH�MATIQUES DE L'EPFL / EPFL MATHEMATICS COLLOQUIUM



Vous �tes cordialement invit�s a un expos� de type colloque, qui sera suivi d'un ap�ro.

You are cordially invited to attend the following colloquium lecture, followed by an ap�ro.



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Prof. Bernd Sturmfelds<http://math.berkeley.edu/~bernd/>

University of California, Berkeley

17h15 - CM5<http://plan.epfl.ch/?lang=fr&room=CM5>



" Maximum Likelihood for Matrices with Rank Constraints"

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.



http://smat.epfl.ch/colloquium/colloquium.php



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