Bounding the maximum likelihood degree

DOI10.4310/MRL.2015.V22.N6.A4zbMATH Open1348.14066arXiv1411.3486OpenAlexW2962903895MaRDI QIDQ530615FDOQ530615

Authors: Nero Budur, Botong Wang 

Publication date: 10 August 2016

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

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.

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

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zbMATH Keywords

maximum likelihood estimationalgebraic statisticsintersection cohomologyvery affine variety

Mathematics Subject Classification ID

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

Cited In (16)

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