[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y ] [Search | Free Show | Home]

Vector transpose problem

This is a blue board which means that it's for everybody (Safe For Work content only). If you see any adult content, please report it.

Thread replies: 9
Thread images: 1

File: bayes.gif (54KB, 304x326px) Image search: [Google]
bayes.gif
54KB, 304x326px
Can anyone show me how this is true?

[math]\sum_{i=1}^n (x_i-\mu)^T \Sigma^{-1}(x_i-\mu) = (\bar{x}-\mu)^T(n\Sigma )^{-1} (\bar{x}-\mu)[/math]

You can use the fact that [math]\sum_{i=1}^n x_i = n \bar{x}[/math]
>>
>>8596014
what is sigma^{-1} and (nsigma)^{-1}?
>>
>>8596014
you got some serious notational issues to address first OP, before we can help out.

That "you can use the fact" makes no sense
>>
>>8596018
im not op but x bar is likely the average of all x_i, so it does make sense
>>
>>8596016
mu and x_i vectors of length d. Sigma is a matrix of dxd.

Maybe it makes more sense to write [math](n\Sigma )^{-1}[/math] as [math]\frac{Sigma^{-1}}{n}[/math]
>>
>>8596021
using a bar for averaging when talking about vectors? nonsense! Use angle brackets or somethin
>>
>>8596023
I suggest writing out the problem using full blown summation notation. If you are hot shit you can use Einstein notation and drop the summation sigma signs. Give me a few moments.
>>
So far, he's the first equation written in summation notation. I took the liberty of replacing the sigma^-1 with a generic A, since it really doesn't matter to this problem. Still more to come.

[eqn]\sum_i (\vec{x}_i - \vec{\mu}_i)^T A (\vec{x}_i - \vec{\mu}_i) [/eqn]
[eqn]\sum_i \sum_j (x_{ij} - \mu_{ij}) \sum_k A_{jk} (x_{ik} - \mu_{ik}) [/eqn]
[eqn]\sum_i \sum_j \sum_k (x_{ij} - \mu_{ij}) A_{jk} (x_{ik} - \mu_{ik}) [/eqn]
>>
ah, fuck it, I'm too tired to do your homework
Thread posts: 9
Thread images: 1


[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y] [Search | Top | Home]

I'm aware that Imgur.com will stop allowing adult images since 15th of May. I'm taking actions to backup as much data as possible.
Read more on this topic here - https://archived.moe/talk/thread/1694/


If you need a post removed click on it's [Report] button and follow the instruction.
DMCA Content Takedown via dmca.com
All images are hosted on imgur.com.
If you like this website please support us by donating with Bitcoins at 16mKtbZiwW52BLkibtCr8jUg2KVUMTxVQ5
All trademarks and copyrights on this page are owned by their respective parties.
Images uploaded are the responsibility of the Poster. Comments are owned by the Poster.
This is a 4chan archive - all of the content originated from that site.
This means that RandomArchive shows their content, archived.
If you need information for a Poster - contact them.