Mathematics of Information

Speaker: 
Elina Robeva
Speaker Affiliation: 
UBC
Speaker Link: 
https://www.math.ubc.ca/~erobeva/

April 21, 2021

https://ubc.zoom.us/meeting/register/u5wldu-gpzIjGNePBAsG9oIEkwe0coryxCcf
Vancouver, BC V6T1Z2
Canada

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Abstract: 

The problem of density estimation aims to find an unknown density p on R^d given i.i.d. samples from it. In this work we study how to solve this problem assuming that p is log-concave and obeys certain dependence structure — that of an undirected graphical model. This is an instance of “nonparametric density estimation”, a challenging problem in theoretical statistics. We show that the maximum likelihood estimator (MLE) for p exists and is unique with probability 1. Furthermore, we precisely describe the support of the MLE, and we find a finite dimensional convex optimization problem that computes the MLE in the case of chordal graphs. We conclude with a discussion of the statistical complexity of this problem. 

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