Graphical Models and Inference - Lecture 11
Gaussian Graphical Models
This lecture gives a compact overview of graphical models for the multivariate Gaussian distribution, including the IPS algorithm. You would benefit from reading Chapter 6 of Whittaker (1990), Chapter 3 of Edwards (2000) and Chapter 5 of Lauritzen (1996).
Last updated: Thursday, 10 November 2011. Steffen L. Lauritzen