Gaussian Markov distributions over finite graphs

DOI10.1214/AOS/1176349846MaRDI QIDQ1074271zbMATH OpenOpenAlexFDO

Authors H. T. Kiiveri, Terence P. Speed

Publication date 1986

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349846

zbMATH Keywords

likelihood equationsMarkov propertyI-divergencesimple graphconvergence proofcyclic algorithmscovariance selection modelsconditional independenciesGaussian distributions with given marginalsGaussian Markov distributionsiterative proportional scaling of contingency tablespattern of zeros

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Parametric inference (62F99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Special processes (60K99)

Recommendations

• Gibbs and Markov properties of graphs
• scientific article; zbMATH DE number 3907513
• Markov random fields and percolation on general graphs
• Stationary random fields over graphs and related structures
• scientific article; zbMATH DE number 6450685
• Markov chains on graphs and Brownian motion
• Publication:4940356
• Continuous Time Markov Processes on Graphs

Cited in

(82)

• IPA for continuous stochastic marked graphs
• Building hyper Dirichlet processes for graphical models
• Modeling interactive components by coordinate kernel polynomial models
• Conditional iterative proportional fitting for Gaussian distributions
• Un critère de choix de variables en analyse en composantes principales fondé sur des modèles graphiques gaussiens particuliers
• Graphical modeling for gene set analysis: a critical appraisal
• A review of Gaussian Markov models for conditional independence
• Constant local dependence
• Optimal smoothing for spherical Gauss-Markov random fields with application to weather data estimation
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 2204742 (Why is no real title available?)
• A note on the lack of symmetry in the graphical lasso
• Bayesian graphical model determination using decision theory
• Gaussian covariance faithful Markov trees
• Sparse graphical models via calibrated concave convex procedure with application to fMRI data
• Discussion: Latent variable graphical model selection via convex optimization
• Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs
• High-dimensional graphs and variable selection with the Lasso
• Graphical methods for efficient likelihood inference in Gaussian covariance models
• Evaluation of Community-Intervention Trials via Generalized Linear Mixed Models
• Estimating variable structure and dependence in multitask learning via gradients
• On Sidorenko's conjecture for determinants and Gaussian Markov random fields
• An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
• Spanning trees and identifiability of a single-factor model
• From association to causation via regression
• Sequences of regressions and their independences
• Discriminant analysis with Gaussian graphical tree models
• Edge selection based on the geometry of dually flat spaces for Gaussian graphical models
• Latent variable graphical model selection via convex optimization
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
• Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods
• Locally associated graphical models and mixed convex exponential families
• Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
• Discussion: Latent variable graphical model selection via convex optimization
• Robust Gaussian graphical modeling
• Hierarchical models for independence structures of networks
• Completing a block diagonal matrix with a partially prescribed inverse
• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• Covariance selection and multivariate dependence
• A graphical chain model for inferring regulatory system networks from gene expression profiles
• Conditional independence in a Gaussian distribution.
• Maximum likelihood for Gaussians on graphs
• A localization approach to improve iterative proportional scaling in Gaussian graphical models
• Identifying graph clusters using variational inference and links to covariance parametrization
• Fitting very large sparse Gaussian graphical models
• Markov random fields and percolation on general graphs
• Sharp lower and upper bounds for the Gaussian rank of a graph
• Covariance selection for nonchordal graphs via chordal embedding
• An improved Hara-Takamura procedure by sharing computations on junction tree in Gaussian graphical models
• Discussion: Latent variable graphical model selection via convex optimization
• Discussion: Latent variable graphical model selection via convex optimization
• Discussion: Latent variable graphical model selection via convex optimization
• Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression
• Bayesian learning of graphical vector autoregressions with unequal lag-lengths
• Positive definite completions and determinant maximization
• On conditional independence and log-convexity
• Algebraic representations of Gaussian Markov combinations
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
• Probability distributions with summary graph structure
• Rejoinder: Latent variable graphical model selection via convex optimization
• Covariance chains
• An incomplete data approach to the analysis of covariance structures
• Robust Gaussian graphical modeling via \(l_{1}\) penalization
• Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models
• Maximum likelihood estimation in Gaussian models under total positivity
• Discussion: Latent variable graphical model selection via convex optimization
• Exact formulas for the normalizing constants of Wishart distributions for graphical models
• Gaussian Markov random fields over graphs of paths and high relative accuracy
• Reading dependencies from covariance graphs
• Gaussian Markov random fields and totally positive matrices
• Correlation matrices of Gaussian Markov random fields over cycle graphs
• Robustly fitting Gaussian graphical models -- the R package robFitConGraph
• Bayesian sparse graphical models and their mixtures
• The geometry of Gaussian double Markovian distributions
• Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models
• Wishart exponential families on cones related to tridiagonal matrices
• Exact inference on Gaussian graphical models of arbitrary topology using path-sums
• Edge selection for undirected graphs
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation
• Exact distribution of the MLE of concentration matrices in decomposable covariance selection models
• A local inverse formula and a factorization

This page was built for publication: Gaussian Markov distributions over finite graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1074271)