TY - JOUR
T1 - Computing maximum likelihood thresholds using graph rigidity
AU - Bernstein, Daniel Irving
AU - Dewar, Sean
AU - Gortler, Steven J.
AU - Nixon, Anthony
AU - Sitharam, Meera
AU - Theran, Louis
N1 - Funding: DIB was partially supported by a Mathematical Sciences Postdoctoral Research Fellowship from the US NSF, grant DMS-1802902. SD was supported by the Heilbronn Institute for Mathematical Research and the Austrian Science Fund (FWF): P31888. AN was partially supported by EPSRC grant EP/W019698/1. SJG was partially supported by US NSF grant DMS-1564473. MS was partially supported by US NSF grant DMS-1564480 and US NSF grant DMS-1563234.
PY - 2024/5/16
Y1 - 2024/5/16
N2 - The maximum likelihood threshold (MLT) of a graph G is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We recently proved a new characterization of the MLT in terms of rigidity-theoretic properties of G. This characterization was then used to give new combinatorial lower bounds on the MLT of any graph. We continue this line of research by exploiting combinatorial rigidity results to compute the MLT precisely for several families of graphs. These include graphs with at most nine vertices, graphs with at most 24 edges, every graph sufficiently close to a complete graph and graphs with bounded degrees.
AB - The maximum likelihood threshold (MLT) of a graph G is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We recently proved a new characterization of the MLT in terms of rigidity-theoretic properties of G. This characterization was then used to give new combinatorial lower bounds on the MLT of any graph. We continue this line of research by exploiting combinatorial rigidity results to compute the MLT precisely for several families of graphs. These include graphs with at most nine vertices, graphs with at most 24 edges, every graph sufficiently close to a complete graph and graphs with bounded degrees.
KW - Maximum likelihood threshold
KW - Gaussian graphical model
KW - Combinatorial rigidity
KW - Generic completion rank
KW - Graph rigidity
U2 - 10.2140/astat.2023.14.287
DO - 10.2140/astat.2023.14.287
M3 - Article
SN - 2693-2997
VL - 14
SP - 287
EP - 305
JO - Algebraic Statistics
JF - Algebraic Statistics
IS - 2
ER -