Subdivision conjecture for the MTP2 log-concave maximum likelihood estimator
Subdivision conjecture for the MTP2 log-concave maximum likelihood estimator
Let be the sample configuration, let and let be the finite set and bimonotone subdivision produced by the paper's algorithm. Let denote the tent function on with heights , and let be the feasible height set. Subdivision conjecture. The MTP2 log-concave MLE is a piecewise-linear function whose subdivision is or any subdivision refining . Equivalently, if solves the stated optimization problem with the original sample weights on and weight zero on , then is supermodular. This is the proposed algorithmic description of the MTP2 MLE for non-tidy configurations and remains open.
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Primary source
Elina Robeva, Bernd Sturmfels, Ngoc Tran and Caroline Uhler, “Maximum Likelihood Estimation for Totally Positive Log-Concave Densities”, arXiv:1806.10120 (2020).
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