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

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)

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

(19)

• The maximum likelihood degree of linear spaces of symmetric matrices
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• The leading coefficient of Lascoux polynomials
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Describes a project that uses

Uses Software

• Macaulay2
• SageMath
• OEIS
• LinearCovarianceModels.jl

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