On a Parametrization of Positive Semidefinite Matrices with Zeros

DOI10.1137/100783170zbMATH Open1210.15036DBLPjournals/siammax/DrtonY10arXiv1001.3195OpenAlexW2019811152WikidataQ57566423 ScholiaQ57566423MaRDI QIDQ3079764FDOQ3079764

Josephine Yu, Mathias Drton

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: We study a class of parametrizations of convex cones of positive semidefinite matrices with prescribed zeros. Each such cone corresponds to a graph whose non-edges determine the prescribed zeros. Each parametrization in this class is a polynomial map associated with a simplicial complex supported on cliques of the graph. The images of the maps are convex cones, and the maps can only be surjective onto the cone of zero-constrained positive semidefinite matrices when the associated graph is chordal and the simplicial complex is the clique complex of the graph. Our main result gives a semi-algebraic description of the image of the parametrizations for chordless cycles. The work is motivated by the fact that the considered maps correspond to Gaussian statistical models with hidden variables.

Full work available at URL: https://arxiv.org/abs/1001.3195

zbMATH Keywords

normal distributioncovariance graphcovariance matrixgraphical modelpositive semidefinite matricesconvex coneshidden variables

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Analysis of variance and covariance (ANOVA) (62J10) Positive matrices and their generalizations; cones of matrices (15B48)

Cited In (10)

• Positivity for Gaussian graphical models
• Half-trek criterion for identifiability of latent variable models
• Zero assignment of matrix pencils by additive structured transformations
• On the causal interpretation of acyclic mixed graphs under multivariate normality
• Sums of Squares and Sparse Semidefinite Programming
• Critical exponents of graphs
• Comments on: Sequences of regressions and their independencies
• Erratum and Addendum: Positive Semidefinite Matrices: Characterization via Conical Hulls and Least-Squares Solution of a Matrix Equation
• Global identifiability of linear structural equation models
• Nested covariance determinants and restricted trek separation in Gaussian graphical models

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