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Title:

On a Parametrization of Positive Semidefinite Matrices with Zeros

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Yu, Josephine
Abstract:
We study a class of parametrizations of convex cones of positive semidefinite matrices with prescribed zeros. Each such cone corresponds to a graph whose nonedges determine the prescribed zeros. Each parametrization in this class is a polynomial map associated with a simplicial complex supported on cliques of the graph. The images of the maps are convex cones, and the maps can only be surjective onto the cone of zero-constrained positive semidefinite matrices when the associated graph is chordal...     »
Keywords:
covariance graph, covariance matrix, graphical model, hidden variables, normal distribution
Dewey Decimal Classification:
510 Mathematik
Journal title:
SIAM Journal on Matrix Analysis and Applications
Year:
2010
Journal volume:
31
Year / month:
2010-09
Quarter:
3. Quartal
Month:
Sep
Journal issue:
5
Pages contribution:
2665-2680
Language:
en
Fulltext / DOI:
doi:10.1137/100783170
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
Print-ISSN:
0895-4798
E-ISSN:
1095-7162
Submitted:
19.01.2010
Accepted:
18.06.2010
Date of publication:
23.09.2010
Format:
Text
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