De Moivre–Laplace Theorem
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What Is the Inverse Covariance Matrix?
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内容提要
In statistics and optimization, we often multiply a vector x\mathbf{x}x by the inverse of its covariance matrix Σ\boldsymbol{\Sigma}Σ: Σ−1x.(1) \boldsymbol{\Sigma}^{-1} \mathbf{x}....
