Maximum likelihood degree of the two-dimensional linear Gaussian covariance model
Abstract
In algebraic statistics, the maximum likelihood degree of a statistical model is the number of complex critical points of its log-likelihood function. A priori knowledge of this number is useful for applying techniques of numerical algebraic geometry to the maximum likelihood estimation problem. We compute the maximum likelihood degree of a generic two-dimensional subspace of the space of n× n Gaussian covariance matrices. We use the intersection theory of plane curves to show that this number is 2n-3.
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