The geometry of Gaussian double Markovian distributions
Statistics Theory
2024-11-13 v4 Algebraic Geometry
Statistics Theory
Abstract
Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance 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.
Keywords
Cite
@article{arxiv.2107.00134,
title = {The geometry of Gaussian double Markovian distributions},
author = {Tobias Boege and Thomas Kahle and Andreas Kretschmer and Frank Röttger},
journal= {arXiv preprint arXiv:2107.00134},
year = {2024}
}
Comments
33 pages, 1 figure. v4: added missing cases in Proposition 3.31