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Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-04-01 , DOI: 10.1016/j.spl.2020.109016
Guillaume Marrelec , Alain Giron , Laura Messio

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.

中文翻译:

具有等相关一维连接模式的高斯图形模型中成对相关的指数衰减

我们考虑与等相关和一维条件独立图相关联的高斯图模型。我们表明,成对相关性作为距离的函数呈指数衰减。当变量的数量趋于无穷大时,我们还提供了一个限制,并量化了有限和无限情况之间的差异。
更新日期:2021-04-01
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