Timeline for Interpretation of (diagonalized) inverse covariance matrix
Current License: CC BY-SA 3.0
6 events
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
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| Oct 26, 2015 at 7:42 | comment | added | usεr11852 | I think your last comment clarified what you were asking; this was not very clear in your original question. Please see my answer below. | |
| Jun 9, 2015 at 16:46 | comment | added | max | What I don't get is the signification of a covariance matrix when this matrix is diagonal. And also the signification of the inverse covariance matrix when this matrix is diagonal. | |
| Jun 8, 2015 at 21:53 | comment | added | whuber♦ | The eigenvectors are the same in both cases--$P$ and $P^{-1}$ play their roles in both formulas--and therefore are subject to exactly the same interpretations. Which part don't you "get exactly"? | |
| Jun 8, 2015 at 18:32 | review | First posts | |||
| Jun 8, 2015 at 19:23 | |||||
| Jun 8, 2015 at 18:19 | history | asked | max | CC BY-SA 3.0 |