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math.ST2020
Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
Guillaume Marrelec, Alain Giron, Laura Messio
We consider Gaussian graphical models associated with an equicorrelational and one-dimensional conditional independence graph. We show that pairwise correlation decays exponentiall…
math.ST2019
Cumulants of multiinformation density in the case of a multivariate normal distribution
Guillaume Marrelec, Alain Giron
We consider a generalization of information density to a partitioning into subvectors. We calculate its cumulant-generating function and its cumulants, showing that thes…