Title: Geometry of Log-Concave Density Estimation,
Abstract: Shape-constrained density estimation is an important topic in mathematical
statistics. We focus on densities on $\mathbb{R}^d$ that are log-concave, and
we study geometric properties of the maximum likelihood estimator (MLE) for
weighted samples. Cule, Samworth, and Stewart showed that the logarithm of the
optimal log-concave density is piecewise linear and supported on a regular
subdivision of the samples. This defines a map from the space of weights to the
set of regular subdivisions of the samples, i.e. the face poset of their
secondary polytope. We prove that this map is surjective. In fact, every
regular subdivision arises in the MLE for some set of weights with positive
probability, but coarser subdivisions appear to be more likely to arise than
finer ones. To quantify these results, we introduce a continuous version of the
secondary polytope, whose dual we name the Samworth body. This article
establishes a new link between geometric combinatorics and nonparametric
statistics, and it suggests numerous open problems.