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Title:

Nested covariance determinants and restricted trek separation in Gaussian graphical models

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Robeva, Elina; Weihs, Luca
Abstract:
Directed graphical models specify noisy functional relationships among a collection of random variables. In the Gaussian case, each such model corresponds to a semi-algebraic set of positive definite covariance matrices. The set is given via a parametrization, and much work has gone into obtaining an implicit description in terms of polynomial (in)equalities. Implicit descriptions shed light on problems such as parameter identification, model equivalence and constraint-based statistical inferenc...     »
Keywords:
conditional independence; covariance matrix; graphical model; trek separation; Verma constraint
Dewey Decimal Classification:
510 Mathematik
Journal title:
Bernoulli
Year:
2020
Journal volume:
26
Year / month:
2020-08
Quarter:
3. Quartal
Month:
Aug
Journal issue:
4
Pages contribution:
2503-2540
Language:
en
Fulltext / DOI:
doi:10.3150/19-bej1179
WWW:
Bernoulli
Publisher:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Notes:
First available in Project Euclid: 27 August 2020
Status:
Verlagsversion / published
Submitted:
01.07.2018
Date of publication:
01.11.2020
Semester:
SS 20
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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