Roverato's conjecture on G-Wishart normalising constants
Roverato's conjecture on G-Wishart normalising constants
Let be a graph with vertices. For , let denote the positive-definite completion of with respect to , and let be the corresponding Isserlis matrix. Write for the -Wishart normalising constant and let be the identity matrix.
Roverato's conjecture. For every real number ,
The conjecture would reduce the evaluation of the normalising constant for a general scale matrix to the identity-scale case, with the remaining factors obtainable from positive-definite completion and determinant calculations. It is known for chordal graphs, but the source presents it as unresolved in general.
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Sources & referencesView supporting material
Primary source
Ching Wong, Giusi Moffa and Jack Kuipers, “On a conjecture of Roverato regarding G-Wishart normalising constants”, arXiv:2503.13046 (2025).
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