The maximum likelihood threshold of a graph

DOI10.3150/16-BEJ881MaRDI QIDQ2405187zbMATH OpenWikidataFDO

Authors Elizabeth Gross, Seth Sullivant

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.6989, https://projecteuclid.org/euclid.bj/1501142448

zbMATH Keywords

maximum likelihood estimationGaussian graphical modelsmatrix completionalgebraic matroidsrigidity theorymaximum likelihood thresholdscore matching estimatorweak maximum likelihood threshold

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Combinatorial aspects of matroids and geometric lattices (05B35)

Abstract: The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph parameter is connected to the theory of combinatorial rigidity. In particular, if the edge set of a graph $G$ is an independent set in the $n-1$-dimensional generic rigidity matroid, then the maximum likelihood threshold of $G$ is less than or equal to $n$. This connection allows us to prove many results about the maximum likelihood threshold.

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