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Start Over Subject positive definite matrices

1. On Gaussian conditional independence structures

Creator:
Lněnička, Radim and Matúš, František
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
multivariate Gaussian distribution, positive definite matrices, determinants, principal minors, conditional independence, probabilistic representability, semigraphoids, separation graphoids, gaussoids, covariance selection models, and Markov perfectness
Language:
English
Description:
The simultaneous occurrence of conditional independences among subvectors of a regular Gaussian vector is examined. All configurations of the conditional independences within four jointly regular Gaussian variables are found and completely characterized in terms of implications involving conditional independence statements. The statements induced by the separation in any simple graph are shown to correspond to such a configuration within a regular Gaussian vector.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public