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Interní publikace DAR -

ÚTIA 2005/14

ÚTIA AV ČR

Praha

2005

13

Mgr. Radim Lněnička (ÚTIA - Oddělení matematické teorie rozhodování)

On Gaussian Conditional Independence Structures [file]

An abstract conditional independence (CI) structure is called g>-representable if it can be interpreted as the collection of all conditional independences valid for some regular Gaussian vector. In this note, the CI structures derived from the covariance selection models are shown to be g>-representable and all CI structures arising from a system of four jointly regular Gaussian variables are specified and characterized in terms of implications involving conditional independences.