The partial-decoupling conjecture for critical points of the DPP likelihood

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Let [N]={1,…,N}[N]=\{1,\ldots,N\}, let S[N]++\mathcal S_{[N]}^{++} denote the positive-definite symmetric matrices indexed by [N][N], and let L∗∈S[N]++L^*\in\mathcal S_{[N]}^{++}. Define

K∗=L∗(I+L∗)−1K^*=L^*(I+L^*)^{-1}

and let Z∼DPP⁡(L∗)Z\sim\operatorname{DPP}(L^*). Let ΦL∗\Phi_{L^*} be the expected log-likelihood function, and call a kernel a partial decoupling of ZZ when it is obtained by partially decoupling the DPP.

Partial-decoupling conjecture. The kernels of the partial decouplings of ZZ are the only critical points of ΦL∗\Phi_{L^*}.

The preceding theorem establishes that every partial decoupling is a critical point and that strict partial decouplings are saddle points. The conjecture would clarify the global critical-point structure of this non-concave likelihood and could support efficient maximization by first- and second-order methods.

References

Primary source

Victor-Emmanuel Brunel, Ankur Moitra, Philippe Rigollet and John Urschel, “Maximum likelihood estimation of determinantal point processes”, arXiv:1701.06501 (2017).

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