Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs

DOI10.1007/S11749-022-00804-3OpenAlexW4213419504MaRDI QIDQ2084724FDOQ2084724

Authors: Juan Baz, Irene Díaz, S. Montes, Raúl Pérez-Fernández 

Publication date: 13 October 2022

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-022-00804-3

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zbMATH Keywords

graph theorycovariance matrixGaussian Markov random fieldmultivariate Gaussian Markov random field

Mathematics Subject Classification ID

Random fields (60G60)

Cites Work

• Gaussian Markov Random Fields
• Title not available (Why is that?)
• Some recent work on multivariate Gaussian Markov random fields
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Gaussian Markov distributions over finite graphs
• Decomposition by clique separators
• Positive definite completions of partial Hermitian matrices
• Algorithmic Aspects of Vertex Elimination on Graphs
• Statistical Analysis of Stochastic Processes in Time
• Atoms and clique separators in graph products
• Revisiting decomposition by clique separators
• Graphs, algorithms, and optimization
• Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
• Sample Efficient Toeplitz Covariance Estimation

Cited In (5)

• Gaussian Markov random fields over graphs of paths and high relative accuracy
• Correlation matrices of Gaussian Markov random fields over cycle graphs
• Algebraic representations of Gaussian Markov combinations
• Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields
• Gaussian Markov random fields and totally positive matrices

Uses Software

• GMRFLib

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