Lattices of graphical Gaussian models with symmetries

DOI10.3390/sym3030653zbMath1360.62266arXiv1104.1608OpenAlexW3103411272MaRDI QIDQ527583

Helene Gehrmann

Publication date: 12 May 2017

Published in: Symmetry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1608

zbMATH Keywords

invariancemodel selectionconditional independencepermutation symmetrycovariance selectionpatterned covariance matrices

Mathematics Subject Classification ID

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

Related Items (4)

Bayesian model selection approach for coloured graphical Gaussian models ⋮ Estimation of means in graphical Gaussian models with symmetries ⋮ Model selection in the space of Gaussian models invariant by symmetry ⋮ Linear estimating equations for exponential families with application to Gaussian linear concentration models

Uses Software

• gRc
• glasso
• MIM

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