zh:notes:exponential_family
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zh:notes:exponential_family [2017/04/24 16:14] pzczxs [Covariance of $\vec{u}(\vec{x})$] |
zh:notes:exponential_family [2022/06/30 11:33] (当前版本) pzczxs 讨论状态变化了 |
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| \begin{eqnarray} \label{covariance} | \begin{eqnarray} \label{covariance} | ||
| - | - \nabla \nabla \ln g(\vec{\eta}) & = & \mathbb{E}[\vec{u}(\vec{x}) \vec{u}(\vec{x})^{\mathrm{T}}] - \mathbb{E}[\vec{u}(\vec{x})] \mathbb{E}[\vec{u}(\vec{x})^{\mathrm{T}}] | + | - \nabla \nabla \ln g(\vec{\eta}) & = & \mathbb{E}[\vec{u}(\vec{x}) \vec{u}(\vec{x})^{\mathrm{T}}] - \mathbb{E}[\vec{u}(\vec{x})] \mathbb{E}[\vec{u}(\vec{x})^{\mathrm{T}}] = \mathrm{cov}[\vec{u}(\vec{x})] |
| \end{eqnarray} | \end{eqnarray} | ||
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| + | ~~DISCUSSION:closed~~ | ||
zh/notes/exponential_family.1493021662.txt.gz · 最后更改: 2017/04/24 16:14 由 pzczxs