Maximum likelihood degree of the two-dimensional linear Gaussian covariance model
Algebraic Geometry
2020-12-30 v2
Abstract
In algebraic statistics, the maximum likelihood degree of a statistical model is the number of complex critical points of its log-likelihood function. A priori knowledge of this number is useful for applying techniques of numerical algebraic geometry to the maximum likelihood estimation problem. We compute the maximum likelihood degree of a generic two-dimensional subspace of the space of Gaussian covariance matrices. We use the intersection theory of plane curves to show that this number is .
Keywords
Cite
@article{arxiv.1909.04553,
title = {Maximum likelihood degree of the two-dimensional linear Gaussian covariance model},
author = {Jane Ivy Coons and Orlando Marigliano and Michael Ruddy},
journal= {arXiv preprint arXiv:1909.04553},
year = {2020}
}
Comments
v1 14 pages; v2 19 pages