machine learning - Expectation of Covariance Matrix for Deep...
E[Xl−1XTl−1]=RTl−1Rl−1+Al−1Al−1E[Xl−1Xl−1T]=Rl−1TRl−1+Al−1Al−1 Points of Confusion - Question(s) Given the above formulation, there are a few computational issues that I am at present not entirely clear on. Firstly, how in general does...