Gaussian Covariance faithful Markov Trees

  title={Gaussian Covariance faithful Markov Trees},
  author={Dhafer Malouche and Bala Rajaratnam},
  journal={arXiv: Probability},
A covariance graph is an undirected graph associated with a multivariate probability distribution of a given random vector where each vertex represents each of the different components of the random vector and where the absence of an edge between any pair of variables implies marginal independence between these two variables. Covariance graph models have recently received much attention in the literature and constitute a sub-family of graphical models. Though they are conceptually simple to… 

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