Positivity for Gaussian graphical models

DOI10.1016/J.AAM.2013.03.001MaRDI QIDQ394750zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Seth Sullivant, Kelli Talaska, Jan Draisma

Publication date 27 January 2014

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.0390

zbMATH Keywords

conditional independencedeterminantsLinström-Gessel-Viennot lemma

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of graph theory (05C90) Determinants, permanents, traces, other special matrix functions (15A15)

Abstract: Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient condition in terms of the graph for when a subdeterminant is zero for all covariance matrices that belong to the Gaussian graphical model. Here we extend this result to give explicit cancellation-free formulas for the expansions of nonzero subdeterminants.

Recommendations

• Trek separation for Gaussian graphical models
• Nested covariance determinants and restricted trek separation in Gaussian graphical models
• On Gaussian conditional independence structures
• Gaussian graphical models with toric vanishing ideals
• Smoothness of Gaussian conditional independence models

Cites work

• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 1493045 (Why is no real title available?)
• A non-commutative version of Jacobi's equality on the cofactors of a matrix
• Binomial determinants, paths, and hook length formulae
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• Loop-erased walks and total positivity
• On a parametrization of positive semidefinite matrices with zeros
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• Trek separation for Gaussian graphical models

Cited in

(8)

• Brownian motion tree models are toric
• Gaussian graphical models with toric vanishing ideals
• Trek separation for Gaussian graphical models
• On a parametrization of positive semidefinite matrices with zeros
• Nested covariance determinants and restricted trek separation in Gaussian graphical models
• Causal Structural Learning via Local Graphs
• Partial correlation hypersurfaces in Gaussian graphical models
• Exact inference on Gaussian graphical models of arbitrary topology using path-sums

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