Graphical Models and Inference - Lecture 12
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).
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Last updated: Wednesday, 25 November 2009. Steffen L. Lauritzen