Estimation of means in graphical Gaussian models with symmetries
Statistics Theory
2012-07-24 v3 Statistics Theory
Abstract
We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.
Keywords
Cite
@article{arxiv.1101.3709,
title = {Estimation of means in graphical Gaussian models with symmetries},
author = {Helene Gehrmann and Steffen L. Lauritzen},
journal= {arXiv preprint arXiv:1101.3709},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOS991 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)