Graphical models with Koehler Symanowski distributions

Caputo, Angelika (1998): Graphical models with Koehler Symanowski distributions. Collaborative Research Center 386, Discussion Paper 104

Abstract

In this paper, a multivariate distribution family introduced by Koehler and Symanowski (1995) is discussed as alternative assumption for graphical models which are typically connected with Conditional-Gaussian distributions. For that purpose, certain requirements which have to be fulfilled when formulating graphical models are checked. This leads to the introduction of graphical models with Koehler Symanowski distributions which are then investigated regarding some basic properties known for Gaussian graphical models.

• Item Type: Paper
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English