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Titel:

Smoothness of Gaussian Conditional Independence Models

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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 Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Algebraic Methods in Statistics and Probability II (Contemporary Mathematics)
Jahr:
2010
Band / Volume:
516
Jahr / Monat:
2010-07
Quartal:
2. Quartal
Monat:
Jul
Seitenangaben Beitrag:
155-177
Sprache:
en
Volltext / DOI:
doi:10.1090/conm/516
WWW:
Arxiv
Verlag / Institution:
American Mathematical Society
Print-ISSN:
978-0-8218-4891-3
E-ISSN:
978-0-8218-8195-8
Publikationsdatum:
15.07.2010
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