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Have a look at the Wikipedia article Look-and-say sequence and say ...


The mean and variance of the marginal density can be directly evaluated from the expression $\mathbf{x}=\mathbf{Wz}+\boldsymbol{\mu}+\boldsymbol{\epsilon}$. Nevertheless, the more lengthy approach of evaluating the integral is a useful exercise in how to deal with integrals of exponential functions whose argument is a quadratic function of vectors, as is ...

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