Related papers: The Maximum Likelihood Degree of Toric Varieties
We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates…
Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…
We establish connections between: the maximum likelihood degree (ML-degree) for linear concentration models, the algebraic degree of semidefinite programming (SDP), and Schubert calculus for complete quadrics. We prove a conjecture by…
The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…
The notion of higher order dual varieties of a projective variety is a natural generalization of the classical notion of projective duality, introduced by Piene in 1983. In this paper we study higher order dual varieties of projective toric…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide…
Maximum likelihood estimators are used extensively to estimate unknown parameters of stochastic trait evolution models on phylogenetic trees. Although the MLE has been proven to converge to the true value in the independent-sample case, we…
This paper proposes some material towards a theory of general toric varieties without the assumption of normality. Their combinatorial description involves a fan to which is attached a set of semigroups subjected to gluing-up conditions. In…
A smooth $d$-dimensional projective variety $X$ can always be embedded into $2d+1$-dimensional space. In contrast, a singular variety may require an arbitrary large ambient space. If we relax our requirement and ask only that the map is…
The computation of the maximum likelihood (ML) estimator for heteroscedastic regression models is considered. The traditional Newton algorithms for the problem require matrix multiplications and inversions, which are bottlenecks in modern…
A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…
We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood…
One of the most common methods for statistical inference is the maximum likelihood estimator (MLE). The MLE needs to compute the normalization constant in statistical models, and it is often intractable. Using unnormalized statistical…
We investigate toric varieties defined by arrangements of hyperplanes and call them strongly symmetric. The smoothness of such a toric variety translates to the fact that the arrangement is crystallographic. As a result, we obtain a…
Autoregressive language models (LMs) map token sequences to probabilities. The usual practice for computing the probability of any character string (e.g. English sentences) is to first transform it into a sequence of tokens that is scored…
This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models with Gaussian covariates undergoes a sharp `phase transition'. We introduce an explicit boundary…
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample…
Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…
We show that the reciprocal maximal likelihood degree (rmld) of a diagonal linear concentration model $\mathcal L \subseteq \mathbb{C}^n$ of dimension $r$ is equal to $(-2)^r\chi_M( \textstyle\frac{1}{2})$, where $\chi_M$ is the…