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Carlos Améndola

Publications and source records attributed to Carlos Améndola.

At least 19 recordsLinked to original sources

Universal Varieties for Signatures of Membranes

Membranes are sufficiently smooth vector-valued functions defined on the unit square, widely used in applications such as interpolation of image data. The signature of a membrane is a collection of nonlinear features that capture its essential geometry. We index these features in the graded Hopf algebra of two-parameter shuffle products and study the algebraic varieties for each graded component. At each truncation level, we obtain the dimension of this variety via a novel Witt-type formula. We propose a Chen-Chow theorem for membranes, provably at the second truncation level, and conjecturally for higher levels with extensive computational evidence in the computer algebra system OSCAR.

math.AG↗

A ridgeline correspondence criterion: the number of modes of a Gaussian mixture is finite

We prove that every finite multivariate Gaussian mixture density has only finitely many modes. Our approach combines an algebraic formulation of the ridgeline theory of Ray and Lindsay (2005) with a transcendence-degree argument based on Ax's functional-transcendence theorem to bound the cardinality of the set of critical points. Our techniques extend recent work by Wang (2026), who used Ax's theorem together with real-analytic curve selection to prove finiteness of the critical set of homoscedastic Gaussian mixtures. We introduce the ridgeline correspondence and use it to obtain a finiteness result that applies to arbitrary heteroscedastic Gaussian mixtures. Our framework also establishes finiteness of the number of modes for additional classes of polynomial-exponential mixtures and generalized Gaussian mixtures.

math.ST↗

Likelihood Geometry of Moving Average and Autoregressive Processes

We study the problem of maximum likelihood estimation for moving average (MA) time series models from the perspective of algebraic statistics, with a focus on the structure and number of solutions of their likelihood equations. Of particular interest is to classify the critical points that lead to non-invertible models. We consider the composite likelihood as an alternative estimation method and analyze its critical points. We extend our algebraic analysis to autoregressive processes (AR). We provide algebraic closed form formulas for the parameters when possible. We also explore in simulations how methods from numerical algebraic geometry perform against traditional optimization for these models.

math.ST↗

Tropical Fréchet Means: a polyhedral approach to exact optimization

The Fréchet mean is a fundamental notion of central tendency defined as a minimizer of a sum of squared distances in a general metric space. In this paper, we study Fréchet means in tropical geometry -- a piecewise linear, combinatorial, and polyhedral variant of algebraic geometry -- by formulating and solving the associated tropical quadratic optimization problem. We give a geometric characterization of the collection of all tropical Fréchet means as a bounded set that is simultaneously tropically and classically convex, hence a polytrope. We establish the existence of positivity certificates for maxima of finitely many quadratic polynomials in $\mathbb{R}[x_1,\ldots,x_n]$ whose homogeneous quadratic components are sums of squares, which provides a symbolic framework for exact optimization. Using this structure, we develop algorithms for computing tropical Fréchet means and the associated Fréchet mean polytrope. We further describe a combinatorial type decomposition of the objective function induced by braid arrangements, yielding a piecewise quadratic representation and a fully symbolic method for exact computation.

math.OC↗

One-dimensional Discrete Models of Maximum Likelihood Degree One

We settle a conjecture by Bik and Marigliano stating that the degree of a one-dimensional discrete model with rational maximum likelihood estimator is bounded above by a linear function in the size of its support, therefore showing that there are only finitely many fundamental such models for any given number of states. We study these models from a combinatorial perspective with regard to their existence and enumeration. In particular, sharp models, those whose degree attains the maximal bound, enjoy special properties and have been studied as monomial maps between unit spheres. In this way, we present a novel link between Cauchy-Riemann geometry and algebraic statistics.

math.ST↗

Algebraic statistics of Hüsler-Reiss graphical models in multivariate extremes

The field of extreme value statistics is concerned with modeling and predicting rare events. In a Hüsler-Reiss graphical model, a graph represents extremal conditional independence (CI) relations between random variables. These models are exponential families parameterized by a graph Laplacian and are considered the analogue of multivariate Gaussian models in the extremal setting. We study these models from the perspective of algebraic geometry. Translating the CI relations into polynomial constraints in the parameters, we define extremal CI ideals and find a determinantal representation of their generators. In terms of parametric inference, we study the extremal maximum likelihood degree as the number of solutions to a conditionally negative definite matrix completion problem. We also define and analyze the extremal maximum likelihood threshold for Hüsler-Reiss graphical models, which provides a certificate for the existence of a surrogate MLE in terms of the dimensionality of the point configuration that realizes the underlying summary statistic as a Euclidean distance matrix. We highlight throughout many interesting similarities but also differences with respect to Gaussian graphical models.

math.ST↗

Signature Varieties of Splines

Splines are central objects for the interpolation of discrete data via piecewise smooth paths. Their iterated-integral signature is an infinite collection of tensors which characterizes paths almost uniquely. We study truncations of this collection, which define algebraic maps from parameter space to tensor space. We prove that the images of these maps are given by orbits of a matrix-tensor action. Furthermore, taking the Zariski closure, we define and study varieties of spline signature tensors. We determine dimension and degree of these tensor varieties in a number of examples, relying on symbolic computations. With a view towards learning, constructing paths with a given signature tensor translates to studying the fibers of the signature map. We use computational methods to determine their cardinality, with a focus on its dependence on different classes of splines. We observe in explicit examples that reconstructing splines from a given signature tensor of a path yields close approximations of the original path.

math.AG↗

Structural Identifiability of Graphical Continuous Lyapunov Models

We prove two characterizations of model equivalence of acyclic graphical continuous Lyapunov models (GCLMs) with uncorrelated noise. The first result shows that two graphs are model equivalent if and only if they have the same skeleton and equivalent induced 4-node subgraphs. We also give a transformational characterization via structured edge reversals. The two theorems are Lyapunov analogues of celebrated results for Bayesian networks by Verma and Pearl, and Chickering, respectively. Our results have broad consequences for the theory of causal inference of GCLMs. First, we find that model equivalence classes of acyclic GCLMs refine the corresponding classes of Bayesian networks. Furthermore, we obtain polynomial-time algorithms to test model equivalence and structural identifiability of given directed acyclic graphs.

math.ST↗

Tropical combinatorics of max-linear Bayesian networks

A polytrope is a tropical polyhedron that is also classically convex. We study the tropical combinatorial types of polytropes associated to weighted directed acyclic graphs (DAGs). This family of polytropes arises in algebraic statistics when describing the model class of max-linear Bayesian networks. We show how the edge weights of a network directly relate to the facet structure of the corresponding polytrope. We also give a classification of polytropes from weighted DAGs at different levels of equivalence. These results give insight on the statistical problem of identifiability for a max-linear Bayesian network.

math.CO↗

Learning Barycenters from Signature Matrices

The expected signature of a family of paths need not be a signature of a path itself. Motivated by this, we consider the notion of a Lie group barycenter introduced by Buser and Karcher to propose a barycenter on path signatures. We show that every element of the free nilpotent Lie group is a barycenter of a group sample, where all but one sample element can be fixed arbitrarily. In the case of piecewise linear paths, we study the problem of recovering an underlying path corresponding to the barycenter of signatures. We determine the minimal number of segments required to learn from signature matrices, providing explicit transformations to the associated congruence normal forms.

math.RA↗

Differential Equations for Gaussian Statistical Models with Rational Maximum Likelihood Estimator

We study multivariate Gaussian statistical models whose maximum likelihood estimator (MLE) is a rational function of the observed data. We establish a one-to-one correspondence between such models and the solutions to a nonlinear first-order partial differential equation (PDE). Using our correspondence, we reinterpret familiar classes of models with rational MLE, such as directed (and decomposable undirected) Gaussian graphical models. We also find new models with rational MLE. For linear concentration models with rational MLE, we show that homaloidal polynomials from birational geometry lead to solutions to the PDE. We thus shed light on the problem of classifying Gaussian models with rational MLE by relating it to the open problem in birational geometry of classifying homaloidal polynomials.

math.AG↗

A PC Algorithm for Max-Linear Bayesian Networks

Max-linear Bayesian networks (MLBNs) are a relatively recent class of structural equation models which arise when the random variables involved have heavy-tailed distributions. Unlike most directed graphical models, MLBNs are typically not faithful to d-separation and thus classical causal discovery algorithms such as the PC algorithm or greedy equivalence search can not be used to accurately recover the true graph structure. In this paper, we begin the study of constraint-based discovery algorithms for MLBNs given an oracle for testing conditional independence in the true, unknown graph. We show that if the oracle is given by the $\ast$-separation criteria in the true graph, then the PC algorithm remains consistent despite the presence of additional CI statements implied by $\ast$-separation. We also introduce a new causal discovery algorithm named "PCstar" which assumes faithfulness to $C^\ast$-separation and is able to orient additional edges which cannot be oriented with only d- or $\ast$-separation.

stat.ML↗

Maximum likelihood estimation of log-affine models using detailed-balanced reaction networks

A fundamental question in the field of molecular computation is what computational tasks a biochemical system can carry out. In this work, we focus on the problem of finding the maximum likelihood estimate (MLE) for log-affine models. We revisit a construction due to Gopalkrishnan of a mass-action system with the MLE as its unique positive steady state, which is based on choosing a basis for the kernel of the design matrix of the model. We extend this construction to allow for any finite spanning set of the kernel, and explore how the choice of spanning set influences the dynamics of the resulting network, including the existence of boundary steady states, the deficiency of the network, and the rate of convergence. In particular, we prove that using a Markov basis as the spanning set guarantees global stability of the MLE steady state.

q-bio.MN↗

The Maximum Likelihood Degree of Toric Models is Monotonic

We settle a conjecture by Coons and Sullivant stating that the maximum likelihood (ML) degree of a facial submodel of a toric model is at most the ML degree of the model itself. We discuss the impact on the ML degree from observing zeros in the data. Moreover, we connect this problem to tropical likelihood degenerations, and show how the results can be applied to discrete graphical and quasi-independence models.

math.AG↗

Computing Path Signature Varieties in Macaulay2

The signature of a path is a non-commutative power series whose coefficients are given by certain iterated integrals over the path coordinates. This series almost uniquely characterizes the path up to translation and reparameterization. Taking only fixed degree parts of these series yields signature tensors. We introduce the Macaulay2 package $\texttt{PathSignatures}$ to simplify the study of these interesting objects for piecewise polynomial paths. It allows for the creation and manipulation of parametrized families of paths and provides methods for computing their signature tensors and their associated algebraic varieties.

math.AG↗

Decomposing Tensor Spaces via Path Signatures

The signature of a path is a sequence of tensors whose entries are iterated integrals, playing a key role in stochastic analysis and applications. The set of all signature tensors at a particular level gives rise to the universal signature variety. We show that the parametrization of this variety induces a natural decomposition of the tensor space via representation theory, and connect this to the study of path invariants. We also reveal certain constraints that apply to the rank and symmetry of a signature tensor.

math.RT↗

On the maximum likelihood degree for Gaussian graphical models

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.

math.ST↗

Estimating Gaussian mixtures using sparse polynomial moment systems

The method of moments is a classical statistical technique for density estimation that solves a system of moment equations to estimate the parameters of an unknown distribution. A fundamental question critical to understanding identifiability asks how many moment equations are needed to get finitely many solutions and how many solutions there are. We answer this question for classes of Gaussian mixture models using the tools of polyhedral geometry. In addition, we show that a generic Gaussian $k$-mixture model is identifiable from its first $3k+2$ moments. Using these results, we present a homotopy algorithm that performs parameter recovery for high dimensional Gaussian mixture models where the number of paths tracked scales linearly in the dimension.

stat.ME↗