Skip to main content Skip to navigation

Event Diary

Show all calendar items

CRiSM Seminar - Piotr Zwiernik

- Export as iCalendar
Location: A1.01

Piotr Zwiernik (TU Eindhoven)

Group invariance for Graphical Gaussian models

Graphical models are a popular way of modeling complicated dependencies. In the Gaussian case they have a particularly simple structure. Let G be an undirected graph with n nodes. Then the graphical Gaussian model is parametrized by the set K(G) of all concentration (symmetric, positive definite) matrices with zeros corresponding to non-edges of G. In this talk I describe the maximal subgroup of the general linear group that stabilizes K(G) in the natural action on symmetric matrices. This group gives the representation of graphical Gaussian models as composite transformation families, which has important consequences for the study of this model class. In particular I show how this links to the concept of robustness of covariance matrix estimators and more classical topics like hypotheses testing. (This is joint work with Jan Draisma and Sonja Kuhnt)

Show all calendar items