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Kybernetika 43(3):327-342, 2007.

On Gaussian Conditional Independence Structures

Radim Lněnička and František Matúš


Abstract:


Keywords: multivariate Gaussian distribution; positive definite matrices; determinants; principal minors; conditional independence; probabilistic representability; semigraphoids; separation graphoids; gaussoids; covariance selection models; Markov perfectness;


AMS: 60E05; 15A15;


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BIB TeX

@article{kyb:2007:3:327-342,

author = {Ln\v{e}ni\v{c}ka, Radim and Mat\'{u}\v{s}, Franti\v{s}ek },

title = {On Gaussian Conditional Independence Structures},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {3},

pages = {327-342}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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