Graphical Gaussian models with edge and vertex symmetries

Summary. We introduce new types of graphical Gaussian models by placing symmetry restrictions on the concentration or correlation matrix. The models can be represented by coloured graphs, where parameters that are associated with edges or vertices of the same colour are restricted to being identical...

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Bibliographic Details
Main Authors: Hojsgaard, S, Lauritzen, S
Format: Journal article
Language:English
Published: 2008