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authorjeanpouget-abadie <jean.pougetabadie@gmail.com>2015-09-18 13:29:24 -0400
committerjeanpouget-abadie <jean.pougetabadie@gmail.com>2015-09-18 13:29:24 -0400
commit7322866b86ad115192fccbae5173c0c26dee10f0 (patch)
tree15a2adc7961eae36b26b6d45fa451de8810fdb2f
parent1ddca2dd5d412326b45d581e633fce473007bff2 (diff)
downloadcascades-7322866b86ad115192fccbae5173c0c26dee10f0.tar.gz
fixing matrix multiplication error
-rw-r--r--notes/extensions.tex2
1 files changed, 1 insertions, 1 deletions
diff --git a/notes/extensions.tex b/notes/extensions.tex
index 0b48f83..ef73bf4 100644
--- a/notes/extensions.tex
+++ b/notes/extensions.tex
@@ -27,6 +27,6 @@ the model runs indefinitely until time $T$, a hyperparameter of the model.
Therefore, $\mathbb{E}[X_{n+1} | X_n] = A^T X_n$ and $\mathcal{G} = \sum_i A^i
\mathbb{E}[X_0 X_0^T] (A^T)^i$. In the case of the single-source model,
$\mathbb{E}[X_0X_0^T] = \frac{1}{m} I_m$ and it follows that $$\mathcal{G} =
-\frac{1}{m} \sum_{i=1}^T (A A^T)^i$$
+\frac{1}{m} \sum_{i=1}^T A^i (A^T)^i$$
\end{document}