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 language | English |
|---|---|
| Pages (from-to) | 2665-2680 |
| Number of pages | 16 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 31 |
| Issue number | 5 |
| DOIs | |
| State | Published - 2010 |
| Externally published | Yes |
Keywords
- Covariance graph
- Covariance matrix
- Graphical model
- Hidden variables
- Normal Distribution
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