The Maximum Likelihood Degree of Sparse Polynomial Systems

DOI10.1137/21M1422550MaRDI QIDQ6043375zbMATH OpenOpenAlexFDO

Authors Julia Lindberg, Nathan Nicholson, Jose Israel Rodriguez, Zinan Wang

Publication date 5 May 2023

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

Full work available at URL https://arxiv.org/abs/2105.07449

zbMATH Keywords

polynomial optimizationmixed volumemaximum likelihood degree

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Algebraic statistics (62R01) Toric varieties, Newton polyhedra, Okounkov bodies (14M25) Lattice polytopes in convex geometry (including relations with commutative algebra and algebraic geometry) (52B20) Solving polynomial systems; resultants (13P15) Computational aspects of higher-dimensional varieties (14Q15)

Abstract: We consider statistical models arising from the common set of solutions to a sparse polynomial system with general coefficients. The maximum likelihood degree counts the number of critical points of the likelihood function restricted to the model. We prove the maximum likelihood degree of a sparse polynomial system is determined by its Newton polytopes and equals the mixed volume of a related Lagrange system of equations.

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Cited in

(3)

• Implementing real polyhedral homotopy
• Critical points of discrete periodic operators
• High probability analysis of the condition number of sparse polynomial systems

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