The geometry of gaussoids (Q2317379): Difference between revisions
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English | The geometry of gaussoids |
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The geometry of gaussoids (English)
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9 August 2019
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This work arises from trying to answer Problem 4 presented in [\textit{B. Sturmfels}, IMA Vol. Math. Appl. 149, 351--363 (2009; Zbl 1158.13300)]: ``General problem: Study the geometry of conditional independence models for multivariate Gaussian random variables.'' Thus, this survey develops the geometric theory of gaussoids, based on the Lagrangian Grassmannian and its symmetries. A gaussoid is a combinatorial structure that encodes independence in probability and statistics, just like matroids encode independence in linear algebra. Throughout the 30 pages, the authors introduce and classify oriented gaussoids, connect valuated gaussoids to tropical geometry, addresses the realizability problem for gaussoids and oriented gaussoids and so on. The reader can find additional materials on the web \url{www.gaussoids.de}.
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gaussoid
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matroid
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Gaussian
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Lagrangian Grassmannian
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minor
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symmetric matrix
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