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Likelihood Correspondence of Toric Statistical Models

Statistics Theory 2024-11-19 v3 Commutative Algebra Algebraic Geometry Statistics Theory

Abstract

Maximum likelihood estimation (MLE) is a fundamental problem in statistics. Characteristics of the MLE problem for discrete algebraic statistical models are reflected in the geometry of the likelihood correspondence\textit{likelihood correspondence}, a variety that ties together data and their maximum likelihood estimators. We construct this ideal for the large class of toric models and find a Gr\"{o}bner basis in the case of complete and joint independence models arising from multi-way contingency tables. All of our constructions are implemented in Macaulay2\textit{Macaulay2} in a package LikelihoodGeometry\texttt{LikelihoodGeometry} along with other tools of use in algebraic statistics. We end with an experimental section using these implementations on several interesting examples.

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Cite

@article{arxiv.2312.08501,
  title  = {Likelihood Correspondence of Toric Statistical Models},
  author = {David Barnhill and John Cobb and Matthew Faust},
  journal= {arXiv preprint arXiv:2312.08501},
  year   = {2024}
}

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15 pages