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arXiv · 1101.3709

Estimation of means in graphical Gaussian models with symmetries

Helene Gehrmann·Steffen L. Lauritzen
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Abstract

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.

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Helene Gehrmann, Steffen L. Lauritzen. 2011-01-19. Estimation of means in graphical Gaussian models with symmetries. https://doi.org/10.1214/12-aos991

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