Estimation of means in graphical Gaussian models with symmetries

DOI10.1214/12-AOS991MaRDI QIDQ447850zbMATH OpenOpenAlexWikidataFDO

Authors Helene Gehrmann, Steffen Lauritzen

Publication date 29 August 2012

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

Full work available at URL https://arxiv.org/abs/1101.3709, https://projecteuclid.org/euclid.aos/1342625461

zbMATH Keywords

conditional independenceinvariancemaximum likelihood estimationpatterned mean vectorsymmetry

Mathematics Subject Classification ID

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

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.

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Cited in

(5)

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

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• gRc

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