Maximum likelihood estimation and polynomial system solving

© 2012, i6doc.com publication. All rights reserved. This article presents an alternative method to find the global maximum likelihood estimates of the mixing probabilities of a mixture of multinomial distributions. For these mixture models it is shown that the maximum likelihood estimates of the mixing probabilities correspond with the roots of a multivariate polynomial system. A new algorithm, set in a linear algebra framework, is presented which allows to find all these roots by solving a generalized eigenvalue problem.

ISBN:9782874190490

Publication year:2012