localMinima

Code demonstrating new ideas in detecting the minima of the log-likelihood

Features

• Reproduces key results from the forthcoming publication "Testing for Local Minima of the Likelihood using Reparameterized Embeddings"

Running the code

• Download the localMinima zip archive from the localMinima website, and extract it. This should result in a directory called localMinima.

• Start Matlab

• On the Matlab prompt, go to the directory that contains the new localMinima directory, then run:

% Reproduce key results (takes ~10-15 min)
localMinimaDetectionPoster()

• The code was run for 5000 Monte Carlo trials to get high resolution plots for publication (~2 hrs).

License

Copyright (C) 2013-2019 Joel W. LeBlanc

This program comes with ABSOLUTELY NO WARRANTY; This is free software, and you are welcome to redistribute it under certain conditions; see the file LICENSE for more details.