English
Related papers

Related papers: Computing maximum likelihood thresholds using grap…

200 papers

The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of…

The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph…

Combinatorics · Mathematics 2015-09-17 Elizabeth Gross , Seth Sullivant

Associated to each graph G is a Gaussian graphical model. Such models are often used in high-dimensional settings, i.e. where there are relatively few data points compared to the number of variables. The maximum likelihood threshold of a…

Statistics Theory · Mathematics 2023-12-07 Daniel Irving Bernstein , Hayden Outlaw

We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to find exact lower bounds on the number of observations needed to ensure that the maximum…

Statistics Theory · Mathematics 2012-05-30 Caroline Uhler

The minimum number of observations such that the maximum likelihood estimator in a Gaussian graphical model exists with probability one is called the maximum likelihood threshold of the underlying graph G. The natural algebraic relaxation…

Combinatorics · Mathematics 2017-05-24 Grigoriy Blekherman , Rainer Sinn

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…

Statistics Theory · Mathematics 2024-10-10 Carlos Améndola , Rodica Andreea Dinu , Mateusz Michałek , Martin Vodička

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…

Methodology · Statistics 2012-12-12 Mathias Drton , Thomas S. Richardson

The hardcore model on a graph $G$ with parameter $\lambda>0$ is a probability measure on the collection of all independent sets of $G$, that assigns to each independent set $I$ a probability proportional to $\lambda^{|I|}$. In this paper we…

Probability · Mathematics 2021-06-25 Bhaswar B. Bhattacharya , Kavita Ramanan

We analyze the problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two (MTP2). By exploiting connections to phylogenetics and single-linkage clustering, we give a simple proof…

Methodology · Statistics 2018-05-29 Steffen Lauritzen , Caroline Uhler , Piotr Zwiernik

The number of embeddings of minimally rigid graphs in $\mathbb{R}^D$ is (by definition) finite, modulo rigid transformations, for every generic choice of edge lengths. Even though various approaches have been proposed to compute it, the gap…

Algebraic Geometry · Mathematics 2020-01-24 Evangelos Bartzos , Ioannis Emiris , Jan Legerský , Elias Tsigaridas

Rigidity theory studies the properties of graphs that can have rigid embeddings in a euclidean space $\mathbb{R}^d$ or on a sphere and which in addition satisfy certain edge length constraints. One of the major open problems in this field…

Algebraic Geometry · Mathematics 2021-02-05 Evangelos Bartzos , Ioannis Z. Emiris , Jan Legerský , Elias Tsigaridas

In this expository article, we summarize what is known about maximum likelihood thresholds of Gaussian models, paying special attention to connections with rigidity theory.

Statistics Theory · Mathematics 2026-01-19 Daniel Irving Bernstein

Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and…

Statistics Theory · Mathematics 2018-05-16 Mathias Drton , Christopher Fox , Andreas Käufl , Guillaume Pouliot

Inspired by applications to theories of coding and communication in networks of nervous tissue, we study maximum entropy distributions on weighted graphs with a given expected degree sequence. These distributions are characterized by…

Statistics Theory · Mathematics 2018-12-18 Christopher Hillar , Andre Wibisono

Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…

We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based…

Other Statistics · Statistics 2013-06-19 Alessandro Rinaldo , Sonja Petrović , Stephen E. Fienberg

We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…

Probability · Mathematics 2021-02-23 Krzysztof Bogdan , Michał Bosy , Tomasz Skalski

The maximum modularity of a graph is a parameter widely used to describe the level of clustering or community structure in a network. Determining the maximum modularity of a graph is known to be NP-complete in general, and in practice a…

Data Structures and Algorithms · Computer Science 2022-12-22 Kitty Meeks , Fiona Skerman

A graph $G$ is a \emph{max point-tolerance (MPT)} graph if each vertex $v$ of $G$ can be mapped to a \emph{pointed-interval} $(I_v, p_v)$ where $I_v$ is an interval of $\mathbb{R}$ and $p_v \in I_v$ such that $uv$ is an edge of $G$ iff $I_u…

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…

Statistics Theory · Mathematics 2026-05-15 Daniel Irving Bernstein , Steven J. Gortler , Louis Theran
‹ Prev 1 2 3 10 Next ›