The maximum likelihood degree

DOI10.1353/AJM.2006.0019zbMATH Open1123.13019arXivmath/0406533OpenAlexW2001588532MaRDI QIDQ5480186FDOQ5480186

Authors: Serkan Hoşten, Amit Khetan, Bernd Sturmfels, Fabrizio Catanese 

Publication date: 26 July 2006

Published in: American Journal of Mathematics (Search for Journal in Brave)

Abstract: Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of bounded regions in the corresponding arrangement of hypersurfaces, and to the Euler characteristic of the complexified complement. Under suitable hypotheses, the maximum likelihood degree equals the top Chern class of a sheaf of logarithmic differential forms. Exact formulae in terms of degrees and Newton polytopes are given for polynomials with generic coefficients.

Full work available at URL: https://arxiv.org/abs/math/0406533

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Mathematics Subject Classification ID

Point estimation (62F10) Toric varieties, Newton polyhedra, Okounkov bodies (14M25) Differentials and other special sheaves; D-modules; Bernstein-Sato ideals and polynomials (14F10) Computational aspects and applications of commutative rings (13P99)

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