Computing all roots of the likelihood equations of seemingly unrelated regressions

Seemingly unrelated regressions are statistical regression models based on the Gaussian distribution. They are popular in econometrics but also arise in graphical modeling of multivariate dependencies. In maximum likelihood estimation, the parameters of the model are estimated by maximizing the likelihood function, which maps the parameters to the likelihood of observing the given data. By transforming this optimization problem into a polynomial optimization problem, it was recently shown that the likelihood function of a simple bivariate seemingly unrelated regressions model may have several stationary points. Thus local maxima may complicate maximum likelihood estimation. In this paper, we study several more complicated seemingly unrelated regression models, and show how all stationary points of the likelihood function can be computed using algebraic geometry.Comment: To appear in the Journal of Symbolic Computation, special issue on Computational Algebraic Statistics. 11 page

Exact Symbolic-Numeric Computation of Planar Algebraic Curves

We present a novel certified and complete algorithm to compute arrangements of real planar algebraic curves. It provides a geometric-topological analysis of the decomposition of the plane induced by a finite number of algebraic curves in terms of a cylindrical algebraic decomposition. From a high-level perspective, the overall method splits into two main subroutines, namely an algorithm denoted Bisolve to isolate the real solutions of a zero-dimensional bivariate system, and an algorithm denoted GeoTop to analyze a single algebraic curve. Compared to existing approaches based on elimination techniques, we considerably improve the corresponding lifting steps in both subroutines. As a result, generic position of the input system is never assumed, and thus our algorithm never demands for any change of coordinates. In addition, we significantly limit the types of involved exact operations, that is, we only use resultant and gcd computations as purely symbolic operations. The latter results are achieved by combining techniques from different fields such as (modular) symbolic computation, numerical analysis and algebraic geometry. We have implemented our algorithms as prototypical contributions to the C++-project CGAL. They exploit graphics hardware to expedite the symbolic computations. We have also compared our implementation with the current reference implementations, that is, LGP and Maple's Isolate for polynomial system solving, and CGAL's bivariate algebraic kernel for analyses and arrangement computations of algebraic curves. For various series of challenging instances, our exhaustive experiments show that the new implementations outperform the existing ones.Comment: 46 pages, 4 figures, submitted to Special Issue of TCS on SNC 2011. arXiv admin note: substantial text overlap with arXiv:1010.1386 and arXiv:1103.469

Computational linear algebra over finite fields

We present here algorithms for efficient computation of linear algebra problems over finite fields

An Elimination Method for Solving Bivariate Polynomial Systems: Eliminating the Usual Drawbacks

We present an exact and complete algorithm to isolate the real solutions of a zero-dimensional bivariate polynomial system. The proposed algorithm constitutes an elimination method which improves upon existing approaches in a number of points. First, the amount of purely symbolic operations is significantly reduced, that is, only resultant computation and square-free factorization is still needed. Second, our algorithm neither assumes generic position of the input system nor demands for any change of the coordinate system. The latter is due to a novel inclusion predicate to certify that a certain region is isolating for a solution. Our implementation exploits graphics hardware to expedite the resultant computation. Furthermore, we integrate a number of filtering techniques to improve the overall performance. Efficiency of the proposed method is proven by a comparison of our implementation with two state-of-the-art implementations, that is, LPG and Maple's isolate. For a series of challenging benchmark instances, experiments show that our implementation outperforms both contestants.Comment: 16 pages with appendix, 1 figure, submitted to ALENEX 201

NumGfun: a Package for Numerical and Analytic Computation with D-finite Functions

This article describes the implementation in the software package NumGfun of classical algorithms that operate on solutions of linear differential equations or recurrence relations with polynomial coefficients, including what seems to be the first general implementation of the fast high-precision numerical evaluation algorithms of Chudnovsky & Chudnovsky. In some cases, our descriptions contain improvements over existing algorithms. We also provide references to relevant ideas not currently used in NumGfun