Estimation of means in graphical Gaussian models with symmetries

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a...

Ամբողջական նկարագրություն

Մատենագիտական մանրամասներ
Հիմնական հեղինակներ: Gehrmann, H, Lauritzen, S
Ձևաչափ: Journal article
Լեզու:English
Հրապարակվել է: 2011
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author Gehrmann, H
Lauritzen, S
author_facet Gehrmann, H
Lauritzen, S
author_sort Gehrmann, H
collection OXFORD
description We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.
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spelling oxford-uuid:3fa9e56e-a695-4fe0-ab68-3a0ac4ed3a512022-03-26T14:33:20ZEstimation of means in graphical Gaussian models with symmetriesJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:3fa9e56e-a695-4fe0-ab68-3a0ac4ed3a51EnglishSymplectic Elements at Oxford2011Gehrmann, HLauritzen, SWe study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.
spellingShingle Gehrmann, H
Lauritzen, S
Estimation of means in graphical Gaussian models with symmetries
title Estimation of means in graphical Gaussian models with symmetries
title_full Estimation of means in graphical Gaussian models with symmetries
title_fullStr Estimation of means in graphical Gaussian models with symmetries
title_full_unstemmed Estimation of means in graphical Gaussian models with symmetries
title_short Estimation of means in graphical Gaussian models with symmetries
title_sort estimation of means in graphical gaussian models with symmetries
work_keys_str_mv AT gehrmannh estimationofmeansingraphicalgaussianmodelswithsymmetries
AT lauritzens estimationofmeansingraphicalgaussianmodelswithsymmetries