• Peter Enemark Lund
4. semester, Matematik, Kandidat (Kandidatuddannelse)
This report introduces a new method for calculating conditional Gaussian distributions for decomposable models.
Basic graph theory is explained followed by multivariate normal distribution and maximum likelihood estimation.
The new method is then presented along with the general case.
Lastly, the implementation in R is explained, and comparison with a simple method is made.
SprogEngelsk
Udgivelsesdato2016
Antal sider37
Udgivende institutionDepartment of Mathematical Sciences
ID: 225732839