000126870 001__ 126870
000126870 005__ 20241125101155.0
000126870 0247_ $$2doi$$a10.1016/j.cam.2023.115098
000126870 0248_ $$2sideral$$a134129
000126870 037__ $$aART-2023-134129
000126870 041__ $$aeng
000126870 100__ $$aBaz, Juan
000126870 245__ $$aGaussian Markov Random fields and totally positive matrices
000126870 260__ $$c2023
000126870 5060_ $$aAccess copy available to the general public$$fUnrestricted
000126870 5203_ $$aThe present paper focuses on the study of the conditions under which the covariance matrix of a multivariate Gaussian distribution is totally positive, paying particular attention to multivariate Gaussian distributions that are Gaussian Markov Random Fields. More specifically, it is proven that, if the graph over which the Gaussian Markov Random Field is defined consists of path graphs and the covariances between adjacent variables on the graph are non-negative, then there always exists a reordering of the variables that renders the resulting covariance matrix totally positive. Moreover, this reordering is identified and some cases for which the conditions for the covariance matrix of a multivariate Gaussian distribution to be totally positive are necessary and sufficient are provided.
000126870 536__ $$9info:eu-repo/grantAgreement/ES/DGA/E41-20R$$9info:eu-repo/grantAgreement/ES/MCIU-AEI/PGC2018-096321-B-I00$$9info:eu-repo/grantAgreement/ES/MINECO-FEDER/TIN2017-87600-P
000126870 540__ $$9info:eu-repo/semantics/openAccess$$aby-nc-nd$$uhttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
000126870 590__ $$a2.1$$b2023
000126870 592__ $$a0.858$$b2023
000126870 591__ $$aMATHEMATICS, APPLIED$$b53 / 332 = 0.16$$c2023$$dQ1$$eT1
000126870 593__ $$aComputational Mathematics$$c2023$$dQ2
000126870 593__ $$aApplied Mathematics$$c2023$$dQ2
000126870 594__ $$a5.4$$b2023
000126870 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/publishedVersion
000126870 700__ $$aAlonso, Pedro
000126870 700__ $$0(orcid)0000-0002-1340-0666$$aPeña, Juan Manuel$$uUniversidad de Zaragoza
000126870 700__ $$aPérez-Fernández, Raúl
000126870 7102_ $$12005$$2595$$aUniversidad de Zaragoza$$bDpto. Matemática Aplicada$$cÁrea Matemática Aplicada
000126870 773__ $$g430 (2023), 115098[10 pp.]$$pJ. comput. appl. math.$$tJournal of Computational and Applied Mathematics$$x0377-0427
000126870 8564_ $$s399422$$uhttps://zaguan.unizar.es/record/126870/files/texto_completo.pdf$$yVersión publicada
000126870 8564_ $$s2321431$$uhttps://zaguan.unizar.es/record/126870/files/texto_completo.jpg?subformat=icon$$xicon$$yVersión publicada
000126870 909CO $$ooai:zaguan.unizar.es:126870$$particulos$$pdriver
000126870 951__ $$a2024-11-22-12:08:51
000126870 980__ $$aARTICLE