Work

Positivity for Gaussian graphical models

Year: 2012
Type: preprint
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 nonzero subdeterminants.
Language: English
Open Access status: green
OpenAlex ID: W2949445997
Cites: 7
Cited by:
Related to: 20