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

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!