English

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 n×nn\times n Gaussian covariance matrices. We use the intersection theory of plane curves to show that this number is 2n32n-3.

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