Determining conditional Gaussian distributions for decomposable graphical models: - A new method
Student thesis: Master Thesis and HD Thesis
- 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.
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.
Language | English |
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Publication date | 2016 |
Number of pages | 37 |
Publishing institution | Department of Mathematical Sciences |