Estimation of means in graphical Gaussian models with symmetries

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a necessary and sufficient condition on the partition to ensure equality between the maximum likelihood and least-squares estimators of the mean.

[1]  Ashwin Ganesan,et al.  Automorphism groups of graphs , 2012, ArXiv.

[2]  Helene Gehrmann,et al.  Lattices of Graphical Gaussian Models with Symmetries , 2011, Symmetry.

[3]  Bernd Sturmfels,et al.  Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry , 2009, 0906.3529.

[4]  Søren Højsgaard,et al.  Graphical Gaussian models with edge and vertex symmetries , 2008 .

[5]  Marlos A. G. Viana Symmetry Studies: An Introduction to the Analysis of Structured Data in Applications , 2008 .

[6]  Mathias Drton Multiple solutions to the likelihood equations in the Behrens-Fisher problem , 2008 .

[7]  Béla Bollobás,et al.  Modern Graph Theory , 2002, Graduate Texts in Mathematics.

[8]  Jesper Madsen Invariant normal models with recursive graphical Markov structure , 2000 .

[9]  S. A. Andersson,et al.  SYMMETRY AND LATTICE CONDITIONAL INDEPENDENCE IN A MULTIVARIATE NORMAL DISTRIBUTION , 1998 .

[10]  Michael I. Jordan Graphical Models , 2003 .

[11]  Chris Godsil,et al.  Symmetry and eigenvectors , 1997 .

[12]  Malene Højbjerre,et al.  Lecture Notes in Statistics 101: Linear and Graphical Models for the Multivariate Complex Normal Distribution , 1995 .

[13]  H. J. Andersen,et al.  Linear and graphical models for the multivariate complex normal distribution: Linear and Graphical Models for the Multivariate Complex Normal Distribution , 1995 .

[14]  N. Wermuth,et al.  Linear Dependencies Represented by Chain Graphs , 1993 .

[15]  M. L. Eaton Group invariance applications in statistics , 1989 .

[16]  A. Dawid,et al.  Symmetry models and hypotheses for structured data layouts , 1988 .

[17]  S. T. Jensen,et al.  Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance , 1988 .

[18]  P. Diaconis Group representations in probability and statistics , 1988 .

[19]  M. L. Eaton Multivariate statistics : a vector space approach , 1985 .

[20]  T. J. Page,et al.  Multivariate Statistics: A Vector Space Approach , 1984 .

[21]  Steen A. Andersson,et al.  Distribution of Eigenvalues in Multivariate Statistical Analysis , 1983 .

[22]  J. Besag,et al.  On the estimation and testing of spatial interaction in Gaussian lattice processes , 1975 .

[23]  S. Haberman How Much Do Gauss-Markov and Least Square Estimates Differ? A Coordinate-Free Approach , 1975 .

[24]  Steen A. Andersson,et al.  Invariant Normal Models , 1975 .

[25]  J. Besag Spatial Interaction and the Statistical Analysis of Lattice Systems , 1974 .

[26]  I. Olkin TESTING AND ESTIMATION FOR STRUCTURES WHICH ARE CIRCULARLY SYMMETRIC IN BLOCKS1 , 1972 .

[27]  Leonard S. Cahen,et al.  Educational Testing Service , 1970 .

[28]  Ingram Olkin,et al.  Testing and Estimation for a Circular Stationary Model , 1969 .

[29]  William Kruskal,et al.  When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach , 1968 .

[30]  N. L. Johnson,et al.  Multivariate Analysis , 1958, Nature.

[31]  P. Whittle ON STATIONARY PROCESSES IN THE PLANE , 1954 .

[32]  D. Votaw Testing Compound Symmetry in a Normal Multivariate Distribution , 1948 .

[33]  R. Leipnik Distribution of the Serial Correlation Coefficient in a Circularly Correlated Universe , 1947 .

[34]  S. S. Wilks Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution , 1946 .

[35]  H. Scheffé A Note on the Behrens-Fisher Problem , 1944 .

[36]  R. Anderson Distribution of the Serial Correlation Coefficient , 1942 .