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Also add same equality for covariance
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Signed-off-by: Thomas Gassmann <tgassmann@student.ethz.ch>
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thomasgassmann committed Aug 1, 2024
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2 changes: 1 addition & 1 deletion iml/chapters/various.tex
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Expand Up @@ -18,7 +18,7 @@ \section*{Various}
Cov$[X] = \E[(X- \E[X])(X- \E[X])^\top]$;
Covariance matrix for centered data: $
\widehat{\operatorname{cov}}(X)=\frac{1}{n}X^\top X=\frac{1}{n}\sum_i x_ix_i^\top
$; $p(z|x,\theta) = \frac{p(x,z|\theta)}{p(x | \theta)}$, $\text{Var}(AX) = A \text{Var}(X) A^\top$
$; $p(z|x,\theta) = \frac{p(x,z|\theta)}{p(x | \theta)}$, $\text{Var}(AX) = A \text{Var}(X) A^\top$, $\text{Cov}(AX) = A \text{Cov}(X) A^\top$

$A^{-1}=
\begin{bsmallmatrix}
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