کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145503 1489661 2015 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sharp lower and upper bounds for the Gaussian rank of a graph
ترجمه فارسی عنوان
مرزهای پایین و مرزی بالا برای رتبه گاوسی یک نمودار
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
چکیده انگلیسی
An open problem in graphical Gaussian models is to determine the smallest number of observations needed to guarantee the existence of the maximum likelihood estimator of the covariance matrix with probability one. In this paper we formulate a closely related problem in which the existence of the maximum likelihood estimator is guaranteed for all generic observations. We call the number determined by this problem the Gaussian rank of the graph representing the model. We prove that the Gaussian rank is strictly between the subgraph connectivity number and the graph degeneracy number. These bounds are sharper than the bounds known in the literature and furthermore computable in polynomial time.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 139, July 2015, Pages 207-218
نویسندگان
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