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...
| Main Authors: | , |
|---|---|
| 格式: | Journal article |
| 语言: | English |
| 出版: |
2011
|
| _version_ | 1826268823079092224 |
|---|---|
| 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 |