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For on-topic questions involving the Hessian matrix, a square matrix generalizing the second derivative. Please include also a statistical methods tag. For purely mathemathical questions about the Hessian it is better to ask on math.SE at https://math.stackexchange.com/.
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How to compute the probability of trajectories term in Stochastic Gradient Meta Reinforcemen...
The probability of the trajectory should be $q(\tau, \theta) = Pi_{i=0}^H \pi(s_i, a_i | \theta)$. That’s at least how we calculate the importance sampling correction factor in off-policy learning.
I’ …