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The geometry of Gaussian double Markovian distributions.

Authors :
Boege, Tobias
Kahle, Thomas
Kretschmer, Andreas
Röttger, Frank
Source :
Scandinavian Journal of Statistics. Jun2023, Vol. 50 Issue 2, p665-696. 32p.
Publication Year :
2023

Abstract

Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the matrix and its inverse. We study the semi‐algebraic geometry of these models, in particular their dimension, smoothness, and connectedness as well as algebraic and combinatorial properties. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03036898
Volume :
50
Issue :
2
Database :
Academic Search Index
Journal :
Scandinavian Journal of Statistics
Publication Type :
Academic Journal
Accession number :
163813034
Full Text :
https://doi.org/10.1111/sjos.12604