Title
Positivity for Gaussian graphical models
Abstract
Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient condition in terms of the graph for when a subdeterminant is zero for all covariance matrices that belong to the Gaussian graphical model. Here we extend this result to give explicit cancellation-free formulas for the expansions of non-zero subdeterminants.
Year
DOI
Venue
2013
10.1016/j.aam.2013.03.001
Advances in Applied Mathematics
Keywords
Field
DocType
sufficient condition,parametric statistical model,gaussian graphical model,covariance matrix,normal random variable,non-zero subdeterminants,explicit cancellation-free formula,dependence structure,previous work,trek separation,determinant,conditional independence
Random variable,Combinatorics,Gaussian random field,Matrix (mathematics),Mathematical analysis,Parametric statistics,Gaussian,Statistical model,Graphical model,Mathematics,Covariance
Journal
Volume
Issue
ISSN
50
5
0196-8858
Citations 
PageRank 
References 
0
0.34
2
Authors
3
Name
Order
Citations
PageRank
Jan Draisma1205.82
Seth Sullivant29319.17
Kelli Talaska310.99