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Piotr Graczyk, Hideyuki Ishi, Salha Mamane

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Wishart exponential families on cones related to An graphs

Year: 2016 • Source: hal.science • Listed PDF

Let G = A n be the graph corresponding to the graphical model of nearest neighbour interaction in a Gaussian character. We study Natural Exponential Families(NEF) of Wishart distributions on convex cones Q G and P G , wh...