Maximum likelihood thresholds of generic linear concentration models
Fuente:
arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866917494626713600 |
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| author | Bernstein, Daniel Irving Gortler, Steven J. Theran, Louis |
| author_facet | Bernstein, Daniel Irving Gortler, Steven J. Theran, Louis |
| contents | The maximum likelihood threshold of a statistical model is the minimum number of datapoints required to fit the model via maximum likelihood estimation. In this paper we determine the maximum likelihood thresholds of generic linear concentration models. This turns out to be the number that one might expect from a naive dimension count, which is nontrivial to prove given that the maximum likelihood threshold is a semi-algebraic concept. We also describe geometrically how a linear concentration model can fail to exhibit this generic behavior. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_06280 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Maximum likelihood thresholds of generic linear concentration models Bernstein, Daniel Irving Gortler, Steven J. Theran, Louis Statistics Theory Algebraic Geometry The maximum likelihood threshold of a statistical model is the minimum number of datapoints required to fit the model via maximum likelihood estimation. In this paper we determine the maximum likelihood thresholds of generic linear concentration models. This turns out to be the number that one might expect from a naive dimension count, which is nontrivial to prove given that the maximum likelihood threshold is a semi-algebraic concept. We also describe geometrically how a linear concentration model can fail to exhibit this generic behavior. |
| title | Maximum likelihood thresholds of generic linear concentration models |
| topic | Statistics Theory Algebraic Geometry |
| url | https://arxiv.org/abs/2305.06280 |