Established in 2005 under support of MŠMT ČR (project 1M0572)

Lectures and Presetations

Homogeneous cones and Gaussian models

Lecturer:
Letac G. (Université Paul Sabatier, Toulouse)
From:
Dec. 7 2009 2:00PM
To:
Dec. 7 2009 3:30PM
Place:
místnost č.25, ÚTIA AV ČR
Description:
A Gaussian model is a set of centered n dimensional normal distributions {N(0,Sigma) in M} where M is a manifold of (n,n) positive definite matrices. We specialize to the case where the model is a 'tdag model' and where M is a homogeneous convex cone, which means that for any Sigma and Sigma' in M there exists an automorphism g of M such that g(Sigma)=Sigma' (automorphism of M means linear automorphism g of the ambient linear space of symmetric matrices such that g(M)=M) We show that such a model is entirely described by a sandglass graph, which is simply the Hasse graph of the poset describing the tdag, subject to the constraint that the two sets of elements repectively above and under any vertex w is a rooted tree.
 
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