On a Parametrization of Positive Semidefinite Matrices with Zeros

DOI10.1137/100783170zbMath1210.15036arXiv1001.3195OpenAlexW2019811152WikidataQ57566423 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 conescovariance matrixnormal distributionpositive semidefinite matricesgraphical modelhidden variablescovariance graph

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Positive matrices and their generalizations; cones of matrices (15B48) Analysis of variance and covariance (ANOVA) (62J10)

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Positivity for Gaussian graphical models ⋮ Comments on: Sequences of regressions and their independencies ⋮ Critical exponents of graphs ⋮ Nested covariance determinants and restricted trek separation in Gaussian graphical models ⋮ Sums of Squares and Sparse Semidefinite Programming ⋮ Global identifiability of linear structural equation models ⋮ On the causal interpretation of acyclic mixed graphs under multivariate normality ⋮ Half-trek criterion for identifiability of latent variable models

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