Related papers: One-dimensional Discrete Models of Maximum Likelih…
Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g. Toeplitz, sparse, trees) that…
We study the maximum likelihood degree (ML degree) of toric varieties, known as discrete exponential models in statistics. By introducing scaling coefficients to the monomial parameterization of the toric variety, one can change the ML…
In this paper, we prove the degree upper bound of projective subschemes in terms of the reduction number and show that the maximal cases are only arithmetically Cohen-Macaulay subschemes with linear resolution. Furthermore, it can be shown…
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…
We show that the conditions imposed on a second order linear differential equation with rational coefficients on the complex line by requiring it to have regular singularities with fixed exponents at the points of a finite set $P$ and…
The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…
We obtain tight bounds for the minimal number of generators of an ideal with bounded-degree generators in a polynomial ring $K[X_1,\dots,X_n],$ as well as a sharp quantification of the maximum possible size of a minimal generating set of…
We study approximate equivalence relations up to commensurability, in the presence of a definable measure. As a basic framework, we give a presentation of probability logic based on continuous logic. Hoover's normal form is valid here; if…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
The main goal of this paper is to present an algorithm bounding the dimension of a linear system of curves of given degree (or monomial basis) with multiple points in general position. As a result we prove the Hirschowitz--Harbourne…
We prove a formula for the multidegrees of a rational map defined by generalized monomials on a projective variety, in terms of integrals over an associated Newton region. This formula leads to an expression of the multidegrees as volumes…
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…
The Lichtenbaum-Quillen conjecture for smooth complex varieties states that algebraic and topological K-theory with finite coefficients become isomorphic in high degrees. We define the "Lichtenbaum-Quillen dimension" of a variety in terms…
The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…
The current paper is a short review of rigorous results for the 1-2 model. The 1-2 model on the hexagonal lattice is a model of statistical mechanics in which each vertex is constrained to have degree either 1 or 2. It was proposed in a…
In this paper, we discuss some theoretical results and properties of a discrete version of the Birnbaum-Saunders distribution. We present a proof of the unimodality of this model. Moreover, results on moments, quantile function, reliability…
We formulate a strengthening of the Zariski dense orbit conjecture for birational maps of dynamical degree one. So, given a quasiprojective variety $X$ defined over an algebraically closed field $K$ of characteristic $0$, endowed with a…
We study the problem of maximizing the $k$-th eigenvalue functional over the class of absolutely continuous measures on a closed Riemannian manifold of dimension $m\geq 3$. For dimensions $3 \leq m \leq 6$, we generalize the work of…
We review Quasi Maximum Likelihood estimation of factor models for high-dimensional panels of time series. We consider two cases: (1) estimation when no dynamic model for the factors is specified (Bai and Li, 2012, 2016); (2) estimation…
Let $M$ be a compact $n$-dimensional Riemannian manifold with nonnegative Ricci curvature and mean convex boundary $\partial M$. Assume that the mean curvature $H$ of the boundary $\partial M$ satisfies $H \geq (n-1) k >0$ for some positive…