The geometry of Gaussian double Markovian distributions |
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| Authors: | Tobias Boege Thomas Kahle Andreas Kretschmer Frank Röttger |
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| Institution: | 1. Max Planck Institute for Mathematics in the Sciences, Leipzig, Germany;2. Fakultät für Mathematik, Otto von Guericke University Magdeburg, Magdeburg, Germany;3. Research Center for Statistics, Université de Genève, Geneva, Switzerland |
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| Abstract: | Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the matrix and its inverse. We study the semi-algebraic geometry of these models, in particular their dimension, smoothness, and connectedness as well as algebraic and combinatorial properties. |
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| Keywords: | conditional independence Gaussian graphical models model geometry normal distribution smoothness |
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