Likelihood geometry of determinantal point processes

Series
Stochastics Seminar
Time
Thursday, March 9, 2017 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Victor-Emmanuel Brunel – MIT – https://vebrunel.com/
Organizer
Mayya Zhilova
Determinantal point processes (DPPs) have attracted a lot of attention in probability theory, because they arise naturally in many integrable systems. In statistical physics, machine learning, statistics and other fields, they have become increasingly popular as an elegant mathematical tool used to describe or to model repulsive interactions. In this talk, we study the geometry of the likelihood associated with such processes on finite spaces. Interestingly, the local behavior of the likelihood function around its global maxima can be very different according to the structure of a specific graph that we define for each DPP. Finally, we discuss some statistical consequences of this fact, namely, the asymptotic accuracy of a maximum likelihood estimator.