The geometry of Gaussian double Markovian distributions
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2021
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| _version_ | 1866917834003578880 |
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| author | Boege, Tobias Kahle, Thomas Kretschmer, Andreas Röttger, Frank |
| author_facet | Boege, Tobias Kahle, Thomas Kretschmer, Andreas Röttger, Frank |
| contents | Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2107_00134 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | The geometry of Gaussian double Markovian distributions Boege, Tobias Kahle, Thomas Kretschmer, Andreas Röttger, Frank Statistics Theory Algebraic Geometry 62R01 (Primary) 13C70, 13P25, 14P10, 14P25, 62H22 (Secondary) Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance 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. |
| title | The geometry of Gaussian double Markovian distributions |
| topic | Statistics Theory Algebraic Geometry 62R01 (Primary) 13C70, 13P25, 14P10, 14P25, 62H22 (Secondary) |
| url | https://arxiv.org/abs/2107.00134 |