On the maximum likelihood degree for Gaussian graphical models

Fuente: arXiv
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Autori principali: Améndola, Carlos, Dinu, Rodica Andreea, Michałek, Mateusz, Vodička, Martin
Natura: Preprint
Pubblicazione: 2024
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author Améndola, Carlos
Dinu, Rodica Andreea
Michałek, Mateusz
Vodička, Martin
author_facet Améndola, Carlos
Dinu, Rodica Andreea
Michałek, Mateusz
Vodička, Martin
contents In this paper we revisit the likelihood geometry of Gaussian graphical models. We give a detailed proof that the ML-degree behaves monotonically on induced subgraphs. Furthermore, we complete a missing argument that the ML-degree of the $n$-th cycle is larger than one for any $n\geq 4$, therefore completing the characterization that the only Gaussian graphical models with rational maximum likelihood estimator are the ones corresponding to chordal (decomposable) graphs. Finally, we prove that the formula for the ML-degree of a cycle conjectured by Drton, Sturmfels and Sullivant provides a correct lower bound.
format Preprint
id arxiv_https___arxiv_org_abs_2410_07007
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On the maximum likelihood degree for Gaussian graphical models
Améndola, Carlos
Dinu, Rodica Andreea
Michałek, Mateusz
Vodička, Martin
Statistics Theory
Algebraic Geometry
In this paper we revisit the likelihood geometry of Gaussian graphical models. We give a detailed proof that the ML-degree behaves monotonically on induced subgraphs. Furthermore, we complete a missing argument that the ML-degree of the $n$-th cycle is larger than one for any $n\geq 4$, therefore completing the characterization that the only Gaussian graphical models with rational maximum likelihood estimator are the ones corresponding to chordal (decomposable) graphs. Finally, we prove that the formula for the ML-degree of a cycle conjectured by Drton, Sturmfels and Sullivant provides a correct lower bound.
title On the maximum likelihood degree for Gaussian graphical models
topic Statistics Theory
Algebraic Geometry
url https://arxiv.org/abs/2410.07007