English

Positivity for Gaussian graphical models

Combinatorics 2012-10-02 v1 Statistics Theory Statistics Theory

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.

Keywords

Cite

@article{arxiv.1210.0390,
  title  = {Positivity for Gaussian graphical models},
  author = {Jan Draisma and Seth Sullivant and Kelli Talaska},
  journal= {arXiv preprint arXiv:1210.0390},
  year   = {2012}
}

Comments

16 pages, 3 figures

R2 v1 2026-06-21T22:13:53.183Z