Estimation of means in graphical Gaussian models with symmetries

DOI10.1214/12-AOS991zbMATH Open1274.62366arXiv1101.3709OpenAlexW1974254062WikidataQ57394010 ScholiaQ57394010MaRDI QIDQ447850FDOQ447850

Authors: Helene Gehrmann, Steffen Lauritzen 

Publication date: 29 August 2012

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

Abstract: We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.

Full work available at URL: https://arxiv.org/abs/1101.3709

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zbMATH Keywords

maximum likelihood estimationsymmetryinvarianceconditional independencepatterned mean vector

Mathematics Subject Classification ID

Parametric inference (62F99) Estimation in multivariate analysis (62H12)

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Cited In (4)

• Coloured graphical models and their symmetries
• Symmetrically Colored Gaussian Graphical Models with Toric Vanishing Ideals
• Groups acting on Gaussian graphical models
• Geometry of maximum likelihood estimation in Gaussian graphical models

Uses Software

• gRc

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