Qualitative inequalities for squared partial correlations of a Gaussian random vector

DOI10.1007/S10463-013-0417-XzbMATH Open1336.62150arXiv1503.03879OpenAlexW3099742098MaRDI QIDQ744000FDOQ744000

Authors: Sanjay Chaudhuri 

Publication date: 2 October 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Abstract: We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several graphical Markov models. Rules for comparing degree of association among the vertices of such Gaussian graphical models are also developed. We apply these rules to compare conditional dependencies on Gaussian trees. In particular for trees, we show that such dependence can be completely characterized by the length of the paths joining the dependent vertices to each other and to the vertices conditioned on. We also apply our results to postulate rules for model selection for polytree models. Our rules apply to mutual information of Gaussian random vectors as well.

Full work available at URL: https://arxiv.org/abs/1503.03879

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zbMATH Keywords

mutual informationinequalitiesgraphical Markov modelssquared partial correlationtree models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

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Cited In (7)

• Inequalities of correlation type for symmetric stable random vectors
• Inequalities on partial correlations in Gaussian graphical models containing star shapes
• Title not available (Why is that?)
• On qualitative comparison of partial regression coefficients for Gaussian graphical Markov models
• Chernoff information between Gaussian trees
• The correlation space of Gaussian latent tree models and model selection without fitting
• Partial correlation hypersurfaces in Gaussian graphical models

Uses Software

• TETRAD

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