Related papers: Gaussian likelihood geometry of projective varieti…

The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…

Consider a dominant rational self-map $f$ on a smooth projective variety $X$ defined over $\overline{\mathbb{Q}}$. We prove that \begin{align} \lim_{n \to \infty} \frac{h_{Y}(f^{n}(x))}{h_{H}(f^{n}(x)) } = 0, \end{align} where $h_{Y}$ is a…

We present a statistically and computationally efficient spectral-domain maximum-likelihood procedure to solve for the structure of Gaussian spatial random fields within the Matern covariance hyperclass. For univariate, stationary, and…

This paper gives a new approach for the maximum likelihood estimation of the joint of the location and scale of the Cauchy distribution. We regard the joint as a single complex parameter and derive a new form of the likelihood equation of a…

Let $\{f(t): t\in T\}$ be a smooth Gaussian random field over a parameter space $T$, where $T$ may be a subset of Euclidean space or, more generally, a Riemannian manifold. For any local maximum of $f(t)$ located at $t_0$ in the interior of…

We study nonparametric maximum likelihood estimation for two classes of multivariate distributions that imply strong forms of positive dependence; namely log-supermodular (MTP$_2$) distributions and log-$L^\#$-concave (LLC) distributions.…

In this paper, we considier the limiting distribution of the maximum interpoint Euclidean distance $M_n=\max _{1 \leq i<j \leq n}\left\|\boldsymbol{X}_i-\boldsymbol{X}_j\right\|$, where $\boldsymbol{X}_1, \boldsymbol{X}_2, \ldots,…

The advent of data science has spurred interest in estimating properties of distributions over large alphabets. Fundamental symmetric properties such as support size, support coverage, entropy, and proximity to uniformity, received most…

We give a complete conjectural formula for the number $e_r(d,m)$ of maximum possible ${\mathbb{F}}q$-rational points on a projective algebraic variety defined by $r$ linearly independent homogeneous polynomial equations of degree $d$ in…

Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

We consider the non-parametric maximum likelihood estimation in the class of Polya frequency functions of order two, viz. the densities with a concave logarithm. This is a subclass of unimodal densities and fairly rich in general. The NPMLE…

Let $G$ be a semiabelian variety defined over an algebraically closed field $K$ of prime characteristic. We describe the intersection of a subvariety $X$ of $G$ with a finitely generated subgroup of $G(K)$.

The problem of obtaining optimal projections for performing discriminant analysis with Gaussian class densities is studied. Unlike in most existing approaches to the problem, the focus of the optimisation is on the multinomial likelihood…

This is a survey article with focus on the following problem. Given $f:X \to X$ a meromorphic endomorphism of some compact K\"ahler manifold $X$, construct and study - under natural numerical conditions - a canonical invariant probability…

Given a model in algebraic statistics and some data, the likelihood function is a rational function on a projective variety. Algebraic algorithms are presented for computing all critical points of this function, with the aim of identifying…

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

We settle a conjecture by Bik and Marigliano stating that the degree of a one-dimensional discrete model with rational maximum likelihood estimator is bounded above by a linear function in the size of its support, therefore showing that…

We propose new model selection criteria based on generalized ridge estimators dominating the maximum likelihood estimator under the squared risk and the Kullback-Leibler risk in multivariate linear regression. Our model selection criteria…

In 2008, Borovik and Cherlin posed the problem of showing that the degree of generic transitivity of an infinite permutation group of finite Morley rank $(X,G)$ is at most $n+2$ where $n$ is the Morley rank of $X$. Moreover, they…