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The Maximum Likelihood Threshold of a Graph

Abstract

The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph parameter is connected to the theory of combinatorial rigidity. In particular, if the edge set of a graph GG is an independent set in the n1n-1-dimensional generic rigidity matroid, then the maximum likelihood threshold of GG is less than or equal to nn. This connection allows us to prove many results about the maximum likelihood threshold.

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