Model selection in the space of Gaussian models invariant by symmetry

Piotr Graczyk, Hideyuki Ishi, Bartosz Kołodziejek +1

We consider multivariate centered Gaussian models for the random variable $Z=(Z_1,\dots ,Z_p)$, invariant under the action of a subgroup of the group of permutations on $\{1,\ldot…