Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions

Guillaume Marrelec , Habib Benali

Mots clés: Physical Sciences

Guillaume Marrelec, Habib Benali. Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions. Statistics and Probability Letters, 2009, 78 (13), pp.1922. ⟨10.1016/j.spl.2008.01.060⟩. ⟨hal-00506517⟩