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Jul 22, 2013 at 22:02 comment added shabbychef Is there any way to translate the constraint into one on the square root of the covariance? or the square root of the inverse covariance?
Jun 11, 2013 at 18:55 answer added David J. Harris timeline score: 6
Jun 11, 2013 at 18:29 history edited steadyfish
added a tag
Jun 11, 2013 at 14:41 history asked steadyfish CC BY-SA 3.0