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arXiv · 1703.07849

Maximum Likelihood Threshold and Generic Completion Rank of Graphs

Grigoriy Blekherman·Rainer Sinn
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Abstract

The minimum number of observations such that the maximum likelihood estimator in a Gaussian graphical model exists with probability one is called the maximum likelihood threshold of the underlying graph G. The natural algebraic relaxation is the generic completion rank introduced by Uhler. We show that the maximum likelihood threshold and the generic completion rank behave in the same way under clique sums, which gives us large families of graphs on which these invariants coincide. On the other hand we determine both invariants for complete bipartite graphs $K_{m,n}$ and show that for some choices of m and n the two parameters may be quite far apart. In particular, this gives the first examples of graphs on which the maximum likelihood threshold and the generic completion rank do not agree.

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BibTeXRIS

Grigoriy Blekherman, Rainer Sinn. 2017-03-22. Maximum Likelihood Threshold and Generic Completion Rank of Graphs. https://arxiv.org/abs/1703.07849

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