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Jonas Wallin. Photo.

Jonas Wallin

Director of third cycle studies, Department of Statistics, Senior lecturer

Jonas Wallin. Photo.

An explicit link between graphical models and Gaussian Markov random fields on metric graphs

Author

  • David Bolin
  • Alexandre B. Simas
  • Jonas Wallin

Summary, in English

We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a Gaussian graphical model. This graphical model has a distribution which is faithful to its pairwise independence graph, that coincides with the neighbor structure of the metric graph. This is used to show that there are no Gaussian random fields on general metric graphs which are both Markov and isotropic in some suitably regular metric on the graph, such as the geodesic or resistance metrics.

Department/s

  • Department of Statistics

Publishing year

2026

Language

English

Publication/Series

Stochastic Processes and their Applications

Volume

196

Document type

Article

Publisher

Elsevier

Topic

  • Probability Theory and Statistics

Keywords

  • Gaussian process
  • GMRF
  • Graphical models
  • Markov
  • Metric graph

Status

Published

ISBN/ISSN/Other

  • ISSN: 0304-4149