Local differential precision operator conjecture for Gaussian Markov random fields on metric graphs
Local differential precision operator conjecture for Gaussian Markov random fields on metric graphs
Let be a compact metric graph with edge set . A Gaussian Markov random field of order is assumed to satisfy some mild regularity conditions. On each edge , consider a differential operator with coefficients , and let be a finite-rank operator describing the action at the vertices. Local precision operator conjecture. Any Gaussian Markov random field of order can be obtained as a Gaussian random field whose precision operator acts on each edge as
where the coefficient functions are sufficiently nice, and whose action at the vertices is given by , with self-adjoint and local and having compact resolvent. This proposes a general local-operator representation for Gaussian Markov random fields on compact metric graphs; it remains open under the stated mild regularity assumptions.
Sources & referencesView supporting material
Primary source
David Bolin, Alexandre B. Simas and Jonas Wallin, “Markov properties of Gaussian random fields on compact metric graphs”, arXiv:2304.03190 (2024).
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