Benutzer: Gast  Login
Titel:

Nested covariance determinants and restricted trek separation in Gaussian graphical models

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
conditional independence; covariance matrix; graphical model; trek separation; Verma constraint
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Bernoulli
Jahr:
2020
Band / Volume:
26
Jahr / Monat:
2020-08
Quartal:
3. Quartal
Monat:
Aug
Heft / Issue:
4
Seitenangaben Beitrag:
2503-2540
Sprache:
en
Volltext / DOI:
doi:10.3150/19-bej1179
WWW:
Bernoulli
Verlag / Institution:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Hinweise:
First available in Project Euclid: 27 August 2020
Status:
Verlagsversion / published
Eingereicht (bei Zeitschrift):
01.07.2018
Publikationsdatum:
01.11.2020
Semester:
SS 20
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX