• Peter Enemark Lund
4. term, Mathematics, Master (Master Programme)
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.
LanguageEnglish
Publication date2016
Number of pages37
Publishing institutionDepartment of Mathematical Sciences
ID: 225732839