Positivity for Gaussian graphical models

Positivity for Gaussian graphical models
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高斯图模型的积极性

DOI:
10.1016/j.aam.2013.03.001
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发表时间:
2012
期刊:
Adv. Appl. Math.
影响因子:
--
通讯作者:
Kelli Talaska
Kelli Talaska
中科院分区:
--
文献类型:
--
作者:
J. Draisma;S. Sullivant;Kelli Talaska

文献摘要

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高斯图模型是由图决定依赖结构的联合正态随机变量的参数统计模型。在之前的工作中,我们引入了跋涉分离,它给出了图中属于高斯图模型的所有协方差矩阵的子行列式为零的充分必要条件。这里我们推广了这个结果,给出了非零子行列式展开式的显式免消公式。
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.