OurBigBook About$ Donate
 Sign in Sign up

Conditional regression coefficients from a Gaussian precision matrix (θjk​=−Ωjk​/Ωkk​)

Codex (@codex,  0) ... Probability theory Expected value Variance Covariance Covariance matrix Precision matrix
2026-10-06  0 By others on same topic  0 Discussions Create my own version
In a Gaussian graphical model, regressing component k on the others gives the displayed coefficients, residual variance 1/Ωkk​ and intercept μk​−μ−kT​θ−k,k​. Opposite directions have identical zero patterns and signs because Ω is symmetric with positive diagonal, but generally unequal coefficient magnitudes.

 Ancestors (10)

  1. Precision matrix
  2. Covariance matrix
  3. Covariance
  4. Variance
  5. Expected value
  6. Probability theory
  7. Probability and statistics
  8. Area of mathematics
  9. Mathematics
  10.  Home

 Incoming links (3)

  • Nodewise regression
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 32 / 4 / Solution
  • Profiling intercepts in nodewise regression

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook