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In the framework of Gaussian graphical models governed by a graph G, Wishart distributions can be defined on two alternative restrictions of the cone of symmetric positive definite matrices: the cone PG of symmetric posi...
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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...