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

DOI10.1137/20M1335960zbMATH Open1461.62228arXiv2004.07735OpenAlexW3131349225MaRDI QIDQ5856512FDOQ5856512

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)

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.

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

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zbMATH Keywords

intersection theorymaximum likelihood degreeLagrangian Grassmanniancomplete quadricslinear concentration model

Mathematics Subject Classification ID

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

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Cited In (19)

• Tangent quadrics in real 3-space
• Geometric realizations of birational transformations via \({{\mathbb{C}}}^*\)-actions
• Complete quadrics: Schubert calculus for Gaussian models and semidefinite programming
• Equations and multidegrees for inverse symmetric matrix pairs
• Differential equations for Gaussian statistical models with rational maximum likelihood estimator
• Limits of tangents, Whitney stratifications and a Plücker type formula
• The maximum likelihood degree of linear spaces of symmetric matrices
• The Maximum Likelihood Degree of Sparse Polynomial Systems
• Inversion maps and torus actions on rational homogeneous varieties
• Logarithmic Voronoi cells for Gaussian models
• Multidegrees, prime ideals, and non-standard gradings
• Beyond linear algebra
• Title not available (Why is that?)
• Rational homogeneous spaces as geometric realizations of birational transformations
• Initial values of ML-degree polynomials
• The leading coefficient of Lascoux polynomials
• Small modifications of Mori dream spaces arising from \(\mathbb{C}^\ast\)-actions
• Gaussian Likelihood Geometry of Projective Varieties
• Title not available (Why is that?)

Uses Software

• Macaulay2
• SageMath
• OEIS
• LinearCovarianceModels.jl

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