Graphical Models and Inference - Lecture 12
Decomposable and Directed Gaussian Graphical Models
This lecture gives a brief collection of the most important results for Gaussian graphical models in the case where the graph is chordal. Relevant reading is Section 5.3 of Lauritzen (1996).
In addition, linear structural equation models are briefly considered.
Last updated: Monday, 21 November 2011. Steffen L. Lauritzen