Bounding the maximum likelihood degree

DOI10.4310/MRL.2015.V22.N6.A4MaRDI QIDQ530615zbMATH OpenOpenAlexFDO

Authors Nero Budur, Botong Wang

Publication date 10 August 2016

Published in Mathematical Research Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.3486

zbMATH Keywords

algebraic statisticsintersection cohomologymaximum likelihood estimationvery affine variety

Mathematics Subject Classification ID

Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Other algebro-geometric (co)homologies (e.g., intersection, equivariant, Lawson, Deligne (co)homologies) (14F43) Topological properties in algebraic geometry (14F45) Stratifications; constructible sheaves; intersection cohomology (complex-analytic aspects) (32S60) Intersection homology and cohomology in algebraic topology (55N33) Characterization and structure theory of statistical distributions (62E10) Estimation in multivariate analysis (62H12)

Abstract: Maximum likelihood estimation is a fundamental computational problem in statistics. In this note, we give a bound for the maximum likelihood degree of algebraic statistical models for discrete data. As usual, such models are identified with special very affine varieties. Using earlier work of Franecki and Kapranov, we prove that the maximum likelihood degree is always less or equal to the signed intersection-cohomology Euler characteristic. We construct counterexamples to a bound in terms of the usual Euler characteristic conjectured by Huh and Sturmfels.

Review text

Let \(X\) be a closed irreducible subvariety of dimension \(d\) in the complex torus \((\mathbb C^*)^n\) with coordinates \((p_1, \ldots, p_n)\). By definition, the maximum likelihood degree of \(X\), denoted by \(\text{MLdeg}(X)\), is equal to the number of non-singular points of \(X\), where the differential 1-form \(\lambda_1d\log p_1+\ldots +\lambda_nd\log p_n\) degenerates for a generic point \(\lambda\in \mathbb C^n\) (see [\textit{F. Catanese} et al., Am. J. Math. 128, No. 3, 671--697 (2006; Zbl 1123.13019)]). In this note the authors prove that \((-1)^d\chi(\text{IC}(\mathbb C_X)) \geqslant \text{MLdeg}(X)\), where \(\chi(\text{IC}(\mathbb C_X))\) is the Euler characteristic of the intersection cohomology complex of \(X\). Thus, they obtain a bound for the maximum likelihood degree which is similar to hypothetical one from [\textit{J. Huh} and \textit{B. Sturmfels}, Lect. Notes Math. 2108, 63--117 (2014; Zbl 1328.14004)], where the corresponding conjecture is formulated in terms of ordinary Euler characteristic of \(X\). Finally, the authors construct a few counterexamples to the latter conjecture.

Recommendations

• The maximum likelihood degree
• The maximum likelihood degree of mixtures of independence models
• Maximum likelihood geometry in the presence of data zeros
• Maximum likelihood for dual varieties
• The maximum likelihood degree of toric varieties

Cited in

(16)

• A note on maximized likelihood sets
• Likelihood equations and scattering amplitudes
• Maximum likelihood degree of surjective rational maps
• Discrete statistical models with rational maximum likelihood estimator
• Counting and locating the solutions of polynomial systems of maximum likelihood equations. I.
• Maximum likelihood degree of Fermat hypersurfaces via Euler characteristics
• Maximum likelihood for dual varieties
• Data-discriminants of likelihood equations
• The maximum likelihood degree of a very affine variety
• The maximum likelihood data singular locus
• Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints
• scientific article; zbMATH DE number 5494141 (Why is no real title available?)
• The Approximate Maximum-Likelihood Certificate
• The maximum likelihood degree of mixtures of independence models
• The maximum likelihood degree
• Logarithmic cotangent bundles, Chern‐Mather classes, and the Huh‐Sturmfels involution conjecture

This page was built for publication: Bounding the maximum likelihood degree

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q530615)