Algebraic representations of Gaussian Markov combinations

DOI10.3150/15-BEJ759zbMATH Open1359.62281MaRDI QIDQ502897FDOQ502897

Authors: M. Sofia Massa, Eva Riccomagno 

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1475001369

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zbMATH Keywords

Gaussian graphical modelsalgebraic statisticsconditional independenceMarkov combinations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25)

Cited In (2)

• Combining statistical models
• Joining and splitting models with Markov melding

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