Maximum likelihood degree, complete quadrics, and C^*-action

DOI10.1137/20M1335960MaRDI QIDQ5856512zbMATH OpenOpenAlexFDO

Authors Mateusz Michalek, Leonid Monin, Jarosław A. Wiśniewski

Publication date 26 March 2021

Published in SIAM Journal on Applied Algebra and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.07735

zbMATH Keywords

complete quadricsintersection theoryLagrangian Grassmannianlinear concentration modelmaximum likelihood degree

Mathematics Subject Classification ID

Intersection theory, characteristic classes, intersection multiplicities in algebraic geometry (14C17) Rational and birational maps (14E05) Grassmannians, Schubert varieties, flag manifolds (14M15) Homogeneous spaces and generalizations (14M17) Enumerative problems (combinatorial problems) in algebraic geometry (14N10) Computational aspects of higher-dimensional varieties (14Q15) Gaussian processes (60G15) Asymptotic properties of parametric estimators (62F12) Algebraic statistics (62R01)

Abstract: We study the maximum likelihood (ML) degree of linear concentration models in algebraic statistics. We relate it to an intersection problem on the variety of complete quadrics. This allows us to provide an explicit, basic, albeit of high computational complexity, formula for the ML-degree. The variety of complete quadrics is an exact analog for symmetric matrices of the permutohedron variety for the diagonal matrices.

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Cited in

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Describes a project that uses

Uses Software

• Macaulay2
• LinearCovarianceModels.jl
• SageMath
• OEIS

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