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On a parametrization of positive semidefinite matrices with zeros

  • University of Chicago
  • Georgia Institute of Technology

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

We study a class of parametrizations of convex cones of positive semidefinite matrices with prescribed zeros. Each such cone corresponds to a graph whose nonedges determine the prescribed zeros. Each parametrization in this class is a polynomial map associated with a simplicial complex supported on cliques of the graph. The images of the maps are convex cones, and the maps can only be surjective onto the cone of zero-constrained positive semidefinite matrices when the associated graph is chordal and the simplicial complex is the clique complex of the graph. Our main result gives a semialgebraic description of the images of the parametrizations for chordless cycles. The work is motivated by the fact that the considered maps correspond to Gaussian statistical models with hidden variables.

Original languageEnglish
Pages (from-to)2665-2680
Number of pages16
JournalSIAM Journal on Matrix Analysis and Applications
Volume31
Issue number5
DOIs
StatePublished - 2010
Externally publishedYes

Keywords

  • Covariance graph
  • Covariance matrix
  • Graphical model
  • Hidden variables
  • Normal Distribution

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