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arXiv · 2107.00134

The geometry of Gaussian double Markovian distributions

Tobias Boege·Thomas Kahle·Andreas Kretschmer·Frank Röttger
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Abstract

Gaussian double Markovian models consist of covariance matrices constrained by a pair of graphs specifying zeros simultaneously in the covariance matrix and its inverse. We study the semi-algebraic geometry of these models, in particular their dimension, smoothness and connectedness as well as algebraic and combinatorial properties.

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Tobias Boege, Thomas Kahle, Andreas Kretschmer, Frank Röttger. 2021-06-30. The geometry of Gaussian double Markovian distributions. https://doi.org/10.1111/sjos.12604

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