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.
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