The geometry of Gaussian double Markovian distributions

The geometry of Gaussian double Markovian distributions

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 algeb...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:arXiv.org 2024-11
Hauptverfasser: Boege, Tobias, Kahle, Thomas, Kretschmer, Andreas, Röttger, Frank
Format: Artikel
Sprache:eng
Schlagworte:
Covariance matrix
Mathematics - Algebraic Geometry
Mathematics - Statistics Theory
Smoothness
Statistics - Theory
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
ISSN:2331-8422
DOI:10.48550/arxiv.2107.00134