Related papers: Likelihood Degenerations
We begin our journey by recalling the fundamentals of Probability Theory that underlie one of its most significant applications to real-world problems: Parametric Estimation. Throughout the text, we systematically develop this theme by…
In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…
Inhomogeneous random graphs are fundamental models for real-world networks, where prescribed degrees are imposed as soft constraints. A common assumption in such models is that the degree distribution follows a power-law, capturing the…
In this paper we prove a Morse Lemma for degenerate critical points of a function u which satisfies -\Delta u=f(u) in B_1, where B_1 is the unit ball of R^2 and f is a smooth nonlinearity. Other results on the nondegeneracy of the critical…
Recent developments on the uniformity of the number of rational points on curves and subvarieties in a moving abelian variety rely on the geometric concept of the degeneracy locus. The first-named author investigated the degeneracy locus in…
Models with Conditional Moment Restrictions (CMRs) are popular in economics. These models involve finite and infinite dimensional parameters. The infinite dimensional components include conditional expectations, conditional choice…
Bogdan et al. established a new criterion to determine the existence of a maximum likelihood estimator in discrete exponential families. It uses the notion of the set of uniqueness, which allows to apply the problem to the Ising model from…
Likelihood-based, or explicit, deep generative models use neural networks to construct flexible high-dimensional densities. This formulation directly contradicts the manifold hypothesis, which states that observed data lies on a…
We establish new exponential in dimension lower bounds for the Maximum Halfspace Discrepancy problem, which models linear classification. Both are fundamental problems in computational geometry and machine learning in their exact and…
Degeneracy points of parameter-dependent Hermitian matrices play a fundamental role in quantum physics, as illustrated by the concept of Berry phase in quantum dynamics, the Weyl semimetals in condensed-matter physics, and the robust…
In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of…
In this short note, we discuss how the optimality conditions for the problem of minimizing a multivariate function subject to equality constraints have been dealt with in undergraduate Calculus. We are particularly interested in the 2 or…
In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…
Error probability distribution associated with a given Clifford measurement circuit is described exactly in terms of the circuit error-equivalence group, or the circuit subsystem code previously introduced by Bacon, Flammia, Harrow, and…
The method of maximum likelihood estimation (MLE) is a widely used statistical approach for estimating the values of one or more unknown parameters of a probabilistic model based on observed data. In this tutorial, I briefly review the…
In this paper we revisit the likelihood geometry of Gaussian graphical models. We give a detailed proof that the ML-degree behaves monotonically on induced subgraphs. Furthermore, we complete a missing argument that the ML-degree of the…
Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
The primal problem of multinomial likelihood maximization restricted to a convex closed subset of the probability simplex is studied. Contrary to widely held belief, a solution of this problem may assign a positive mass to an outcome with…