Maximum likelihood asymptotics via tropical geometry.
Karel's research revolves around graphs and their applications. Over the last few years, he has focused on the concept of effective resistance and how it captures the geometry of graphs. His current interests are in discrete curvature and discrete geometry and related questions on matroids, tropical geometry and algebraic statistics.
He has worked on applications such as power grid robustness, network epidemics and polarization in social networks.
Karel is a Hooke Fellow here in the Mathematical Institute.
Abstract
Maximum likelihood estimation is a ubiquitous task in statistics and its applications. The task is: given some observations of a random variable, find the distribution(s) in your statistical model which best explains these observations. A modern perspective on this classical problem is to study the "likelihood geometry" of a statistical model. By focusing on models which have a polynomial parametrization, i.e., lie on an algebraic variety, this perspective brings in tools, algorithms and invariants from algebraic geometry and combinatorics.
In this talk, I will explain some of the key ideas in likelihood geometry and discuss its recent application to the study of likelihood asymptotics, i.e., understanding likelihood estimation for very large or very small observation counts. Agostini et al. showed that these asymptotics can be modeled and understood using tools from tropical geometry, and they used this to completely describe the asymptotics for linear models. In our work, we use the same approach to treat the class of log-linear models (also known as Gibbs distributions or maximum entropy models) and give a complete and combinatorial description of the likelihood asymptotics under some conditions.
This talk is based on joint work with Emma Boniface (UC Berkeley) and Serkan Hoşten (San Francisco SU), available at: https://epubs.siam.org/doi/full/10.1137/24M1656839