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Daeyoung
  • Member for 8 years, 10 months
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9 votes
1 answer
6k views

What is the expected value of cosine of a multivariate Gaussian?

5 votes
4 answers
384 views

How do I do the following matrix differentiation?

3 votes
1 answer
239 views

How can I differentiate the following using Matrix Calculus?

2 votes
1 answer
1k views

How do I deal with this Diag operator when differentiating with respect to a matrix?

2 votes
0 answers
58 views

How do we take this expectation?

2 votes
0 answers
151 views

What is the Fisher information matrix of the Wishart distribution?

2 votes
1 answer
168 views

Hessian matrix of $\Lambda \mapsto y' (I + X\Lambda X')^{-1}y$

1 vote
0 answers
70 views

How do I compute the following integral?

1 vote
0 answers
105 views

Multivariate normal density converging to Dirac delta function

1 vote
0 answers
43 views

A general solution for this type of matrix equation?

1 vote
2 answers
277 views

Is there an analytical solution to this matrix equation?

1 vote
1 answer
705 views

How can I find the minimizer of the following optimization problem?

1 vote
1 answer
1k views

What should I know about half vectorization and Kronecker product to do this matrix differentation?

1 vote
2 answers
207 views

How can I implement Newton-Raphson's method with a function of one vector and one matrix?

1 vote
1 answer
297 views

How can I optimise a scalar function over a matrix?

0 votes
1 answer
83 views

How do I compute the expectation of the following function with respect to a Multivariate Gaussian distribution?

0 votes
1 answer
812 views

How do I compute the following expectation for a matrix random variable?

0 votes
1 answer
142 views

Is $R(X'X)^- R'$ always invertible?

0 votes
0 answers
41 views

Distribution of norm-restricted normal distribution