Let X∼Nn(μ,Σ)X \sim N_n(\mu, \Sigma)X∼Nn(μ,Σ) and Ω=Σ−1\Omega=\Sigma^{-1}Ω=Σ−1 be a precision matrix Off-diagonal entry of Σ\SigmaΣ indicates the marginal dependence between the variables Ω\OmegaΩ indicates the conditional independence between the variables pf)