Thread: Exercise 3.4
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Old 10-07-2013, 06:48 PM
Sweater Monkey Sweater Monkey is offline
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Join Date: Sep 2013
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Default Re: Exercise 3.4

Quote:
Originally Posted by magdon View Post
Yes, that is right. You have to be more careful but use similar reasoning with

\epsilon^TH\epsilon
Ahhhh, yes I see now why \epsilon^TH\epsilon doesn't have a factor of N! The trace of this matrix is just \sigma^2(d+1).

Thanks Professor
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