A computational approach to maximum likelihood thresholds for colored Gaussian graphical models

Gaussian graphical models (GGMs) are essential tools for interpretable structure learning. However, in high-dimensional, small-sample regimes, the available data is often insufficient for the maximum likelihood estimator to exist. Colored Gaussian graphical models (CGGMs) mitigate this limitation by imposing symmetry constraints through graph coloring, which reduces the required sample size. This minimal number of observations needed to guarantee that the estimator exists almost surely is defined as the maximum likelihood threshold (MLT). Here, we address the computation of the MLT for CGGMs by focusing on its geometric formulation: finding the minimum rank of a sample covariance matrix such that its projection lies almost surely within the interior of the cone of sufficient statistics. We establish a unified theoretical framework, extending results from uncolored to colored models and introducing new symbolic algorithms. Furthermore, we present a computational study integrating sampling with topological data analysis (TDA) to investigate the local geometry of the cone of sufficient statistics. Our results demonstrate the potential of TDA to overcome the computational bottlenecks of traditional symbolic algebraic methods, particularly Groebner basis computations, in analyzing the likelihood geometry of CGGMs.

Structure Aware Neural Architecture Search for Mixture of Experts

Neural Architecture Search (NAS) has so far rarely been applied to Mixture-of-Experts (MoE) models, and existing MoE designs leave the alignment between experts and the structure of the data to emerge on its own. We propose an architecture search framework that makes this alignment an explicit search variable: the assignment of data clusters to experts is optimised jointly with the per-expert architectures. We cast the joint problem as a cluster-aware likelihood maximisation, show that it coincides with the incomplete-data maximum likelihood of a latent-variable mixture, and solve it by a generalised Expectation-Maximisation procedure whose otherwise intractable expert-quality term is supplied by an adaptively refined surrogate. We prove that the iterates converge whenever the surrogate errors are summable, and that at every limit point no candidate the search produces improves the true objective. On a heterogeneous image-classification mixture the method recovers the underlying domain partition on 95% of clusters without ever observing domain labels, and on that benchmark and a four-domain time-series forecasting one alike it outperforms the MoE and NAS baselines that likewise use no label information.