Graphical methods for efficient likelihood inference in Gaussian covariance models

zbMath1225.62031arXiv0708.1321MaRDI QIDQ3096135

Thomas S. Richardson, Mathias Drton

Publication date: 8 November 2011

Full work available at URL: https://arxiv.org/abs/0708.1321

zbMATH Keywords

maximum likelihood estimationmultivariate normal distributionancestral graphgraphical modelcovariance graphmarginal independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Point estimation (62F10) Applications of graph theory (05C90)

Related Items (12)

A Unified Framework for Structured Graph Learning via Spectral Constraints ⋮ Determining full conditional independence by low-order conditioning ⋮ Groups acting on Gaussian graphical models ⋮ Linear optimization over homogeneous matrix cones ⋮ The geometry of Gaussian double Markovian distributions ⋮ Sequences of regressions and their independences ⋮ Wishart distributions for decomposable covariance graph models ⋮ Sparse matrix decompositions and graph characterizations ⋮ Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions ⋮ Estimation of Graphical Models through Structured Norm Minimization ⋮ Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence ⋮ On the causal interpretation of acyclic mixed graphs under multivariate normality

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