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Titel:

On a Parametrization of Positive Semidefinite Matrices with Zeros

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
covariance graph, covariance matrix, graphical model, hidden variables, normal distribution
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
SIAM Journal on Matrix Analysis and Applications
Jahr:
2010
Band / Volume:
31
Jahr / Monat:
2010-09
Quartal:
3. Quartal
Monat:
Sep
Heft / Issue:
5
Seitenangaben Beitrag:
2665-2680
Sprache:
en
Volltext / DOI:
doi:10.1137/100783170
Verlag / Institution:
Society for Industrial & Applied Mathematics (SIAM)
Print-ISSN:
0895-4798
E-ISSN:
1095-7162
Eingereicht (bei Zeitschrift):
19.01.2010
Angenommen (von Zeitschrift):
18.06.2010
Publikationsdatum:
23.09.2010
Format:
Text
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