Jonas Wallin
Director of third cycle studies, Department of Statistics, Senior lecturer
An explicit link between graphical models and Gaussian Markov random fields on metric graphs
Author
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