On a Parametrization of Positive Semidefinite Matrices with Zeros

DOI10.1137/100783170zbMath1210.15036arXiv1001.3195WikidataQ57566423 ScholiaQ57566423MaRDI QIDQ3079764

Mathias Drton, Josephine Yu

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3195

zbMATH Keywords

convex cones; covariance matrix; normal distribution; positive semidefinite matrices; graphical model; hidden variables; covariance graph

Mathematics Subject Classification ID

05C50: Graphs and linear algebra (matrices, eigenvalues, etc.)

15B48: Positive matrices and their generalizations; cones of matrices

62J10: Analysis of variance and covariance (ANOVA)