Algorithm to check Maximum Likelihood Estimate Existence for integrated PCA

Abstract

Being encouraged by [AKRS] that provides an amazing bridge between Statistics and Invariant Theory, and especially by [FM], where quiver semi-invariant techniques apply to verify the existence of MLE for a recent iPCA model, we provide an enhancement to [FM]. Our Theorem 5.2 yields necessary and sufficient conditions for MLE to exist generically for any dimension vector. The conditions can be easily checked with either of our software [T] or [FF] based on Derksen-Weyman algorithm. This simplifies the application for statistics practitioners and non-specialists in quivers. For those deep in quiver Representation Theory, Theorem 5.2 relates the MLE existence to the local semi-simplicity of representations as introduced in [Sh07]. Moreover, we implemented in [FF] the Flip-Flop algorithm from [TA] and checked that it does work in all cases guaranteed by Theorem 5.2. We hope that our elementary and short text can serve for the experts in both domains as a warm start in a new category. And we welcome practitioners to use our code at [FF] for their own experiments.

8 pages