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...
Հիմնական հեղինակներ: | , |
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Ձևաչափ: | Journal article |
Լեզու: | English |
Հրապարակվել է: |
2011
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_version_ | 1826268823079092224 |
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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. |
first_indexed | 2024-03-06T21:15:31Z |
format | Journal article |
id | oxford-uuid:3fa9e56e-a695-4fe0-ab68-3a0ac4ed3a51 |
institution | University of Oxford |
language | English |
last_indexed | 2024-03-06T21:15:31Z |
publishDate | 2011 |
record_format | dspace |
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 |