Likelihood geometry
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Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Research exposition (monographs, survey articles) pertaining to algebraic geometry (14-02) Determinantal varieties (14M12) Grassmannians, Schubert varieties, flag manifolds (14M15) Toric varieties, Newton polyhedra, Okounkov bodies (14M25) Projective techniques in algebraic geometry (14N05)
Abstract: We study the critical points of monomial functions over an algebraic subset of the probability simplex. The number of critical points on the Zariski closure is a topological invariant of that embedded projective variety, known as its maximum likelihood degree. We present an introduction to this theory and its statistical motivations. Many favorite objects from combinatorial algebraic geometry are featured: toric varieties, A-discriminants, hyperplane arrangements, Grassmannians, and determinantal varieties. Several new results are included, especially on the likelihood correspondence and its bidegree. These notes were written for the second author's lectures at the CIME-CIRM summer course on Combinatorial Algebraic Geometry at Levico Terme in June 2013.
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Cited in
(65)- The maximum likelihood degree of toric varieties
- Likelihood equations and scattering amplitudes
- Logarithmic vector fields and freeness of divisors and arrangements: new perspectives and applications. Abstracts from the workshop held January 24--30, 2021 (online meeting)
- Moment maps, strict linear precision, and maximum likelihood degree one
- Multiprojective witness sets and a trace test
- Discrete statistical models with rational maximum likelihood estimator
- Defect of Euclidean distance degree
- Quasi-independence models with rational maximum likelihood estimator
- Fixed points of the EM algorithm and nonnegative rank boundaries
- A probabilistic algorithm for computing data-discriminants of likelihood equations
- Maximum likelihood estimation of toric Fano varieties
- Likelihood degenerations
- Mini-workshop: Scattering amplitudes, cluster algebras, and positive geometries. Abstracts from the mini-workshop held December 5--11, 2021 (hybrid meeting)
- Exponential varieties
- Maximum likelihood degree of Fermat hypersurfaces via Euler characteristics
- Varieties with maximum likelihood degree one
- The maximum likelihood data singular locus
- Maximum likelihood geometry in the presence of data zeros
- The Euclidean distance degree of Fermat hypersurfaces
- Critical points via monodromy and local methods
- The tropical Nullstellensatz for congruences
- The maximum likelihood degree of mixtures of independence models
- Maximum likelihood degree, complete quadrics, and \(\mathbb{C}^*\)-action
- The Euclidean distance degree of an algebraic variety
- Geometry of logarithmic derivations of hyperplane arrangements
- Algebraic structures in statistical methodology. Abstracts from the workshop held December 4--10, 2022
- Gaussian Likelihood Geometry of Projective Varieties
- Nonlinear algebra and applications
- Toric fiber products in geometric modeling
- Essence of independence: Hodge theory of matroids since June Huh
- Logarithmic cotangent bundles, Chern‐Mather classes, and the Huh‐Sturmfels involution conjecture
- Linear optimization on varieties and Chern-Mather classes
- Beyond linear algebra
- Logarithmic Voronoi polytopes for discrete linear models
- The tropical critical points of an affine matroid
- Classical iterative proportional scaling of log-linear models with rational maximum likelihood estimator
- Likelihood geometry of reflexive polytopes
- Differential equations for Gaussian statistical models with rational maximum likelihood estimator
- Numerical computation of Galois groups
- Characteristic classes of affine varieties and Plücker formulas for affine morphisms
- Proof of a conjecture of Sturmfels, Timme and Zwiernik
- Algebraic geometry of discrete interventional models
- D-modules and holonomic functions
- Combinatorial geometry of rational quasi-independence models as toric fiber products
- Lawrence lifts, matroids, and maximum likelihood degrees
- Spinor-helicity varieties
- Minimal kinematics on \(\mathcal{M}_{0,n}\)
- Moduli spaces in positive geometry
- The tropical critical points of an affine matroid
- Maximum likelihood estimation of log-affine models using detailed-balanced reaction networks
- Tropical toric maximum likelihood estimation
- The algebraic degree of the Wasserstein distance
- Algebraic degree of optimization over a variety with an application to P-norm distance degree
- Optimal designs for discrete choice models via graph Laplacians
- Maximum information divergence from linear and toric models
- Generic consistency and nondegeneracy of vertically parametrized systems
- Maximum likelihood degree of the -stochastic blockmodel
- Adjoints and canonical forms of polypols
- Applications of singularity theory in applied algebraic geometry and algebraic statistics
- Santaló geometry of convex polytopes
- Twisted cohomology and likelihood ideals
- Matroid stratification of ML degrees of independence models
- Squared linear models
- Stable curves and chromatic polynomials
- Real root finding for determinants of linear matrices
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