Related papers: Gaussian likelihood geometry of projective varieti…

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

We prove the four-dimensional Gaussian random vector maximum conjecture. This conjecture asserts that among all centered Gaussian random vectors $X=(X_1,X_2,X_3,X_4)$ with $E[X_i^2]=1$, $1\le i\le 4$, the expectation…

Let g be a nonconstant rational map from the projective line to itself that has degree greater than one and is defined over a number field. The map g gives rise to generalized Mahler measures for polynomials in one variable. We use…

The Eisenbud--Goto conjecture states that $\operatorname{reg} X\le\operatorname{deg} X -\operatorname{codim} X+1$ for a nondegenerate irreducible projective variety $X$ over an algebraically closed field. While this conjecture is known to…

We study the arithmetic properties of projective varieties of almost minimal degree, that is of non-degenerate irreducible projective varieties whose degree exceeds the codimension by precisely 2. We notably show, that such a variety $X…

We study the projective geometry of homogeneous varieties $X= G/P\subset P(V)$, where $G$ is a complex simple Lie group, $P$ is a maximal parabolic subgroup and $V$ is the minimal $G$-module associated to $P$. Our study began with the…

Let F : W --> V be a dominant rational map between quasi-projective varieties of the same dimension. We give two proofs that h_V(F(P)) >> h_W(P) for all points P in a nonempty Zariski open subset of W. For dominant rational maps F : P^n -->…

A famous characterization theorem due to C.F. Gauss states that the maximum likelihood estimator (MLE) of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There…

Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…

We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…

Euler-symmetric projective varieties are nondegenerate projective varieties admitting many C*-actions of Euler type. They are quasi-homogeneous and uniquely determined by their fundamental forms at a general point. We show that…

In this paper we develop the "local part" of our local/global approach to globally valued fields (GVFs). The "global part", which relies on these results, is developed in a subsequent paper.We study virtual divisors on projective varieties…

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

A generalization of the classic Gaussian random variable to the family of Multi- Gaussian (MG) random variables characterized by shape parameter M > 0, in addition to the mean and the standard deviation, is introduced. The probability…

Let f : X --> X be a dominant rational map of a projective variety defined over a global field, let d_f be the dynamical degree of f, and let h_X be a Weil height on X relative to an ample divisor. We prove that h_X(f^n(P)) << (d_f + e)^n…

We consider covariance estimation in the multivariate generalized Gaussian distribution (MGGD) and elliptically symmetric (ES) distribution. The maximum likelihood optimization associated with this problem is non-convex, yet it has been…

Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…

The maximum likelihood threshold of a statistical model is the minimum number of datapoints required to fit the model via maximum likelihood estimation. In this paper we determine the maximum likelihood thresholds of generic linear…

Let $X= \{X(p), p\in M\}$ be a centered Gaussian random field, where $M$ is a smooth Riemannian manifold. For a suitable compact subset $D\subset M$, we obtain the approximations to excursion probability $\mathbb{P}\{\sup_{p\in D} X(p) \ge…

In a recent paper, Hauenstein, Sturmfels, and the second author discovered a conjectural bijection between critical points of the likelihood function on the complex variety of matrices of rank r and critical points on the complex variety of…