I’ve been meaning to write for a while now:
I’ve realized that since the derivative is infinitesimal, we can actually strengthen the covariance niceties a lot. If f and g are arbitrary functions, then I believe that:
ntcov(f(x),g(y))=Jf(x)ntcov(x,y)Jg(y)⊤
I’ve been meaning to write for a while now:
I’ve realized that since the derivative is infinitesimal, we can actually strengthen the covariance niceties a lot. If f and g are arbitrary functions, then I believe that:
ntcov(f(x),g(y))=Jf(x)ntcov(x,y)Jg(y)⊤