Jonas Wallin
Studierektor för forskarutbildningen, Statistiska institutionen , Universitetslektor
An explicit link between graphical models and Gaussian Markov random fields on metric graphs
Författare
Summary, in English
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a Gaussian graphical model. This graphical model has a distribution which is faithful to its pairwise independence graph, that coincides with the neighbor structure of the metric graph. This is used to show that there are no Gaussian random fields on general metric graphs which are both Markov and isotropic in some suitably regular metric on the graph, such as the geodesic or resistance metrics.
Avdelning/ar
- Statistiska institutionen
Publiceringsår
2026
Språk
Engelska
Publikation/Tidskrift/Serie
Stochastic Processes and their Applications
Volym
196
Dokumenttyp
Artikel i vetenskaplig tidskrift
Förlag
Elsevier
Ämne
- Probability Theory and Statistics
Nyckelord
- Gaussian process
- GMRF
- Graphical models
- Markov
- Metric graph
Aktiv
Published
ISBN/ISSN/Övrigt
- ISSN: 0304-4149