Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern - Sorbonne Université
Article Dans Une Revue Statistics and Probability Letters Année : 2021

Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern

Résumé

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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Dates et versions

hal-03061276 , version 1 (14-12-2020)

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Guillaume Marrelec, Alain Giron, Laura Messio. Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern. Statistics and Probability Letters, 2021, pp.109016. ⟨10.1016/j.spl.2020.109016⟩. ⟨hal-03061276⟩
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