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math.ST2009
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…
math.ST2009
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…