English
Related papers

Related papers: The Maximum Likelihood Degree of Toric Varieties

200 papers

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…

Statistics Theory · Mathematics 2007-06-13 Yuguo Chen , Ian H. Dinwoodie , Seth Sullivant

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…

Computation · Statistics 2016-02-16 Hien D Nguyen , Geoffrey J McLachlan

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…

Algebraic Geometry · Mathematics 2020-11-30 Laurent Manivel , Mateusz Michałek , Leonid Monin , Tim Seynnaeve , Martin Vodička

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…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

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…

Algebraic Geometry · Mathematics 2014-10-29 Alicia Dickenstein , Sandra di Rocco , Ragni Piene

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…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

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…

Machine Learning · Statistics 2019-07-12 Yi Hao , Alon Orlitsky

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…

Populations and Evolution · Quantitative Biology 2019-11-26 Lam Si Tung Ho , Vu Dinh , Frederick A. Matsen , Marc A. Suchard

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…

Algebraic Geometry · Mathematics 2013-02-19 Pedro Daniel Gonzalez Perez , Bernard Teissier

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…

Commutative Algebra · Mathematics 2018-05-24 Emilie Dufresne , Jack Jeffries

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…

Computation · Statistics 2016-08-24 Hien D. Nguyen , Luke R. Lloyd-Jones , Geoffrey J. McLachlan

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…

Methodology · Statistics 2018-03-20 Helton Saulo , Jeremias Leao , Juvencio Nobre , N. Balakrishnan

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…

Statistics Theory · Mathematics 2009-10-20 Hanna K. Jankowski , Jon A. Wellner

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…

Statistics Theory · Mathematics 2016-04-26 Takafumi Kanamori , Takashi Takenouchi

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…

Algebraic Geometry · Mathematics 2015-01-14 M. Cuntz , Y. Ren , G. Trautmann

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…

Computation and Language · Computer Science 2023-07-03 Nadezhda Chirkova , Germán Kruszewski , Jos Rozen , Marc Dymetman

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…

Methodology · Statistics 2018-04-27 Emmanuel J. Candes , Pragya Sur

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…

Statistics Theory · Mathematics 2023-05-30 Kai Tan , Pierre C. Bellec

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…

Methodology · Statistics 2008-02-08 M. Bédard , D. A. S. Fraser , A. Wong

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…

Statistics Theory · Mathematics 2021-05-18 Christopher Eur , Tara Fife , José Alejandro Samper , Tim Seynnaeve