Subdivision conjecture for the MTP2 log-concave maximum likelihood estimator

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Let X⊆RdX\subseteq\mathbb{R}^d be the sample configuration, let X′⊇XX'\supseteq X and let Δ′\Delta' be the finite set and bimonotone subdivision produced by the paper's algorithm. Let hX′,yh_{X',y} denote the tent function on X′X' with heights yy, and let S\mathcal S be the feasible height set. Subdivision conjecture. The MTP2 log-concave MLE is a piecewise-linear function whose subdivision is Δ′\Delta' or any subdivision refining Δ′\Delta'. Equivalently, if y^\hat y solves the stated optimization problem with the original sample weights on XX and weight zero on X′∖XX'\setminus X, then hX′,y^h_{X',\hat y} is supermodular. This is the proposed algorithmic description of the MTP2 MLE for non-tidy configurations and remains open.

References

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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