Inequalities on partial correlations in Gaussian graphical models containing star shapes. Issue 20 (17th October 2016)

• Record Type: Journal Article
• Authors: Jones, Edmund; Didelez, Vanessa
• Is Part Of: Communications in statistics. Volume 45:Issue 20(2016)
• Page Start: 5990
• Page End: 5996
• Publication Date: 2016-10-17
• Subjects: Gaussian graphical model -- Partial correlation -- Star -- Hub -- Sylvester's criterion.; 62H20 -- 62H05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.953696
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: This short paper proves inequalities that restrict the magnitudes of the partial correlations in star-shaped structures in Gaussian graphical models. These inequalities have to be satisfied by distributions that are used for generating simulated data to test structure-learning algorithms, but methods that have been used to create such distributions do not always ensure that they are. The inequalities are also noteworthy because stars are common and meaningful in real-world networks.