The Maximum Likelihood Degree of Linear Spaces of Symmetric Matrices

DOI10.4418/2021.76.2.15MaRDI QIDQ6354956arXivFDO

Authors Kathlén Kohn, Orlando Marigliano, Anna Leah Seigal, Carlos Enrique Améndola Cerón

Publication date 30 November 2020

Published in arXiv

Full work available at URL https://doi.org/10.4418/2021.76.2.15

Mathematics Subject Classification ID

Intersection theory, characteristic classes, intersection multiplicities in algebraic geometry (14C17) Computational aspects of higher-dimensional varieties (14Q15) Determinants, permanents, traces, other special matrix functions (15A15) Hermitian, skew-Hermitian, and related matrices (15B57) Estimation in multivariate analysis (62H12) Algebraic statistics (62R01)

arXiv classification

math.AGmath.STstat.TH

Abstract: We study multivariate Gaussian models that are described by linear conditions on the concentration matrix. We compute the maximum likelihood (ML) degrees of these models. That is, we count the critical points of the likelihood function over a linear space of symmetric matrices. We obtain new formulae for the ML degree, one via Schubert calculus, and another using Segre classes from intersection theory. We settle the case of codimension one models, and characterize the degenerate case when the ML degree is zero.

This page was built for publication: The Maximum Likelihood Degree of Linear Spaces of Symmetric Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6354956)