# Questions tagged [covariance]

Questions about covariance, a measure of (linear) association between two random variables.

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### What does the symbol X mean in the definition of the covariance matrix specifically?

I just started to learn the covariance matrix in some machine learning online course. The following is the covariance matrix definition from the https://en.wikipedia.org/wiki/Covariance_matrix I can ...
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### What happens if order of variables in covariance operation is changed?

Let $X,Y$ be random variables and let $C$ denote the covariance function. $$C(X,Y) := E[(X-m_x)(Y-m_y)] = E[XY]-m_xm_y.$$ $$C(Y,X) := E[(Y-m_y)(X-m_x)] = E[YX]-m_ym_x.$$ Setting these equal to ...
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### How can we interpret a covariance of a data wth zero mean?

Covariance Matrix of Zero Mean Data. The data set has zero mean does it somehow relects in covariance matrix ?
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### Representing Covariance with Value Approaching Infinity

I am building an agent-based model for cognitive dissonance and want to represent the covariance between a "non-dissonant" state and the dissonance value approaching zero. Problem is I am interpreting ...
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### Why is the covariance of white noise not finite and not a Kronecker delta?

Suppose we have a Gaussian white noise $f(t)$. Then the covariance $\langle f(t)f(t')\rangle = c\times\delta(t - t')$ for some $c > 0$. However, since $f(t)$ is a Gaussian random variable (with ...
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### Covariant derivate of tensor itself

In the context of Higgs physics when solving the Euler-Lagrange equation I end up with derivatives like the following $\frac{\partial A^\nu}{\partial A^\mu}$ $\frac{\partial A_\mu}{\partial A^\mu}$ ...
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### Finding the covariance of $X$ from $XX^T$ and from its mean.

Given some samples $X(D\times N)$, I am trying to calculate their covariance, however, I only have access to the mean of $X$ ($D\times 1$) and the $D\times D$ matrix $XX^T$. Also $N$ is known. My ...
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### Using a Kalman filter with Gauss-Newton solvers

I have two "sensors", that both take the same image $I$, and generate a set of observation points $p_i$ and $q_i$, respectively. These observations are fed into a Gauss-Newton solver from common ...
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