Let Λ m ×m upper triangular matrix such that

Graphical models are a flexible framework for building statistical models on large collections of random variables. Edges of different types represent different types of interactions between neighboring random variables. directed edges: i→j bidirected edges: i ↔ j undirected edges: i − j Graph is used to express both conditional independence structures parametric representations of the model. For jointly normal random variables, graph structure relates variables to their neighbors via linear relationships with possibly correlated error terms