Exponential Rarity of Multiple Likelihood Modes in Bivariate Seemingly Unrelated Regression

The likelihood of the crossed bivariate Gaussian seemingly unrelated regression model can have several local modes. Its almost-sure eventual uniqueness is known. We give an explicit finite-sample bound: for fixed noncollinear regressor vectors of correlation r, with d=1-|r| and k=n-2>=2, the probability of more than one stationary point is at most exp[-k d^3/(16(1+|r|))]+2 exp[-k/16]. The bound is uniform over slopes and all positive-definite error covariances. A determinant normal form gives a directly checkable unimodality certificate, which combines with elementary Gaussian tails. Common regressors are allowed by replacing k with n-p-2 after projection. For Gaussian random predictors of population correlation r0, an explicit bound is 11 exp[-(n-2)(1-|r0|)^3/512]. A change-of-measure argument shows that the probability of multiple modes is exp[-Theta(n)] at each fixed nonsingular random-design parameter. Constants are not claimed optimal. A classical algebraic MANOVA certificate distinguishes the two parts of the motivating AIM question. Scope: the correctly specified crossed bivariate Gaussian model and the stated common-regressor extension. This is not an optimal exponent, exact finite-n probability, arbitrary private-regressor dimension, misspecified-model or non-Gaussian result. Drton–Richardson's qualitative eventual-uniqueness theorem and the classical MANOVA theorem are explicitly credited. No absolute priority is claimed. Source reference: AIM-COMPUTATION-0025. Unrefereed preprint prepared with AI assistance and originating-researcher self-audit. No independent peer review or formal verification is claimed. Author: Alper Ferudun, Mercury Software GmbH.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-29
DOI
https://doi.org/10.5281/zenodo.23032094
Primary Topic
Statistical Methods and Inference
Type
preprint
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preprint

Exponential Rarity of Multiple Likelihood Modes in Bivariate Seemingly Unrelated Regression

Alper Ferudun
Zenodo (CERN European Organization for Nuclear Research)
Statistical Methods and Inference
preprint

Exponential Rarity of Multiple Likelihood Modes in Bivariate Seemingly Unrelated Regression

Alper Ferudun
preprint en

Abstract

The likelihood of the crossed bivariate Gaussian seemingly unrelated regression model can have several local modes. Its almost-sure eventual uniqueness is known. We give an explicit finite-sample bound: for fixed noncollinear regressor vectors of correlation r, with d=1-|r| and k=n-2>=2, the probability of more than one stationary point is at most exp[-k d^3/(16(1+|r|))]+2 exp[-k/16]. The bound is uniform over slopes and all positive-definite error covariances. A determinant normal form gives a directly checkable unimodality certificate, which combines with elementary Gaussian tails. Common regressors are allowed by replacing k with n-p-2 after projection. For Gaussian random predictors of population correlation r0, an explicit bound is 11 exp[-(n-2)(1-|r0|)^3/512]. A change-of-measure argument shows that the probability of multiple modes is exp[-Theta(n)] at each fixed nonsingular random-design parameter. Constants are not claimed optimal. A classical algebraic MANOVA certificate distinguishes the two parts of the motivating AIM question. Scope: the correctly specified crossed bivariate Gaussian model and the stated common-regressor extension. This is not an optimal exponent, exact finite-n probability, arbitrary private-regressor dimension, misspecified-model or non-Gaussian result. Drton–Richardson's qualitative eventual-uniqueness theorem and the classical MANOVA theorem are explicitly credited. No absolute priority is claimed. Source reference: AIM-COMPUTATION-0025. Unrefereed preprint prepared with AI assistance and originating-researcher self-audit. No independent peer review or formal verification is claimed. Author: Alper Ferudun, Mercury Software GmbH.

Zenodo (CERN European Organization for Nuclear Research)
Statistical Methods and Inference
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Exponential Rarity of Multiple Likelihood Modes in Bivariate Seemingly Unrelated Regression — Alper Ferudun · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS