Abstract Details
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Activity Number:
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168
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Type:
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Contributed
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Date/Time:
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Monday, August 4, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #313383
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View Presentation
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Title:
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Group Invariance for Graphical Gaussian Models
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Author(s):
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Piotr Zwiernik*+
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Companies:
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University of California, Berkeley
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Keywords:
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Gaussian models ;
graphical models ;
transformation family ;
maximal invariant ;
invariant tests
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Abstract:
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Graphical models are a popular way of modeling complicated dependency structures. In the Gaussian case they have a particularly simple description. Let G be an undirected graph with n nodes. Then the graphical Gaussian model is parametrized by the set K(G) of all concentration matrices with zeros corresponding to non-edges of G. In this talk I describe the maximal subgroup of the general linear group that stabilizes K(G) in the natural action on symmetric matrices. This group gives the representation of graphical Gaussian models as composite transformation families, which has important consequences for inference in this model class.
This is joint work with Jan Draisma and Sonja Kuhnt.
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Authors who are presenting talks have a * after their name.
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