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Title:

Smoothness of Gaussian Conditional Independence Models

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Xiao, Han
Abstract:
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of sub determinants of the distribution’s covariance matrix. Gaussian conditional independence models thus correspond to algebraic subsets of the cone of positive definite matrices. For statistical inference in such models it is important to know whether or not the model contains singularities. We study this issue in models involving up to four random variables. In particular, we give e...     »
Dewey Decimal Classification:
510 Mathematik
Journal title:
Algebraic Methods in Statistics and Probability II (Contemporary Mathematics)
Year:
2010
Journal volume:
516
Year / month:
2010-07
Quarter:
2. Quartal
Month:
Jul
Pages contribution:
155-177
Language:
en
Fulltext / DOI:
doi:10.1090/conm/516
WWW:
Arxiv
Publisher:
American Mathematical Society
Print-ISSN:
978-0-8218-4891-3
E-ISSN:
978-0-8218-8195-8
Date of publication:
15.07.2010
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