Correlation matrices of Gaussian Markov random fields over cycle graphs

DOI10.1016/J.LAA.2022.12.028MaRDI QIDQ2685381zbMATH OpenOpenAlexFDO

Authors Juan Baz, Raúl Pérez-Fernández, Pedro Alonso

Publication date 21 February 2023

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.laa.2022.12.028

zbMATH Keywords

circulant matrixcycle graphGaussian Markov random fielduniform correlation

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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Cited in

(3)

• Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs
• Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
• Gaussian Markov random fields over graphs of paths and high relative accuracy

Describes a project that uses

Uses Software

• GMRFLib

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