具有等相关一维连接模式的高斯图模型中两两相关的指数衰减
Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
摘要:
我们考虑高斯图形模型与等相关和一维条件独立图。我们发现,成对相关性衰减指数作为距离的函数。我们还提供了一个限制时,变量的数量趋于无穷大,并量化有限和无限的情况下之间的差异。
英文摘要:
We consider Gaussian graphical models associated with an equicorrelational and one-dimensional conditional independence graph. We show that pairwise correlation decays exponentially as a function of distance. We also provide a limit when the number of variables tend to infinity and quantify the difference between the finite and infinite cases.
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