Related papers: Likelihood Geometry of Reflexive Polytopes
In algebraic statistics, the maximum likelihood degree of a statistical model is the number of complex critical points of its log-likelihood function. A priori knowledge of this number is useful for applying techniques of numerical…
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…
We explore the maximum likelihood degree of a homogeneous polynomial $F$ on a projective variety $X$, $\mathrm{MLD}_F(X)$, which generalizes the concept of Gaussian maximum likelihood degree. We show that $\mathrm{MLD}_F(X)$ is equal to the…
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. The problem is to maximize the likelihood function with respect to given data on a statistical model. An algebraic approach to this problem is to…
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.…
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…
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…
We introduce machine learning methodology to the study of lattice polytopes. With supervised learning techniques, we predict standard properties such as volume, dual volume, reflexivity, etc, with accuracies up to 100%. We focus on 2d…
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…
We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…
For general data, the number of complex solutions to the likelihood equations is constant and this number is called the (maximum likelihood) ML-degree of the model. In this article, we describe the special locus of data for which the…
We construct maximal $\Lambda(p)$-subsets on a large class of curved manifolds, in an optimal range of Lebesgue exponents $p$. Our arguments combine restriction estimates and decoupling with old and new probabilistic estimates.
We introduce reflexive polytopes of index l as a natural generalisation of the notion of a reflexive polytope of index 1. These l-reflexive polytopes also appear as dual pairs. In dimension two we show that they arise from reflexive…
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…
Loss tomography has been studied for more than 10 years and a number of estimators have been proposed. The estimators can be divided into two classes: maximum likelihood and non-maximum likelihood. The maximum likelihood estimators rely on…
We consider the problem of upper bounding the expected log-likelihood sub-optimality of the maximum likelihood estimate (MLE), or a conjugate maximum a posteriori (MAP) for an exponential family, in a non-asymptotic way. Surprisingly, we…
We introduce the package "GraphicalModelsMLE" for computing the maximum likelihood estimates (MLEs) of a Gaussian graphical model in the computer algebra system Macaulay2. This package allows the computation of MLEs for the class of…
Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…
We investigate the joint distribution of the vertex degrees in three models of random bipartite graphs. Namely, we can choose each edge with a specified probability, choose a specified number of edges, or specify the vertex degrees in one…