2018
DOI: 10.3150/16-bej881
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The maximum likelihood threshold of a graph

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… Show more

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Cited by 17 publications
(32 citation statements)
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“…(1) The generic completion rank of G is at most 2 if and only if G is a looped forest. Equality is attained if and only if G has at least one non-loop edge [6,Theorem 2.5].…”
Section: 1mentioning
confidence: 99%
See 1 more Smart Citation
“…(1) The generic completion rank of G is at most 2 if and only if G is a looped forest. Equality is attained if and only if G has at least one non-loop edge [6,Theorem 2.5].…”
Section: 1mentioning
confidence: 99%
“…In particular, we do not even know of a characterization of the semisimple graphs with generic completion rank two. We therefore also pose the following question, whose answer is known for looped graphs [6] and bipartite graphs [2]. The following proposition gives yet another case study for the disjoint union of graphs.…”
Section: Open Problemsmentioning
confidence: 99%
“…In addition to dependent sets we also have the specific polynomials witnessing the dependencies. This aspect of algebraic matroids has been understood for some time, going back to Dress and Lovász in [10], actually exploiting them in applications seems to be newer (see [15,18,19]).…”
Section: Introductionmentioning
confidence: 99%
“…Therefore, it is an important problem to find the minimal number of observations such that the sample covariance matrix has a maximum likelihood estimator with probability one in terms of the graph G underlying the Gaussian graphical model. This number was studied in [7], [25] and following [16] we call it the maximum likelihood threshold of G, denoted mlt(G). See [23] and [26] for an introduction to Gaussian graphical models.…”
Section: Introductionmentioning
confidence: 99%