135 citations · 258 across the 8 of their papers we have counts for
8 papers · 1 filter
Smoothness of Gaussian conditional independence models
Mathias Drton, Han Xiao
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian…
Discrete chain graph models
Mathias Drton
The statistical literature discusses different types of Markov properties for chain graphs that lead to four possible classes of chain graph Markov models. The different models are…
Finiteness of small factor analysis models
Mathias Drton, Han Xiao
We consider small factor analysis models with one or two factors. Fixing the number of factors, we prove a finiteness result about the covariance matrix parameter space when the si…
Graphical methods for efficient likelihood inference in Gaussian covariance models
Mathias Drton, Thomas S. Richardson
In graphical modelling, a bi-directed graph encodes marginal independences among random variables that are identified with the vertices of the graph. We show how to transform a bi-…
Likelihood ratio tests and singularities
Mathias Drton
Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semi-algebraic subsets of the para…
Algebraic Techniques for Gaussian Models
Mathias Drton
Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools…