Timeline for Expected value of orthogonal projection $X^{+}X$
Current License: CC BY-SA 4.0
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| Nov 19, 2021 at 19:47 | comment | added | Iosif Pinelis | @Edward : I have done similarly for the diagonal matrix $\Sigma$ with $1,1,4$ on the diagonal. Then the expression for the orthoprojector is not substantially simpler, and Mathematica still cannot do anything with the expectation. | |
| Nov 19, 2021 at 9:49 | comment | added | Edward | Thank you. Do you think it is feasible if $\Sigma$ is diagonal (but not scalar) ? | |
| Nov 19, 2021 at 0:45 | comment | added | Iosif Pinelis | @Edward : That equality was incorrect, and the answer has been changed accordingly. | |
| Nov 19, 2021 at 0:43 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Nov 18, 2021 at 19:28 | comment | added | Edward | Could you explain why $X^{\top}(XX^{\top})^{-1}X=Z^{\top}(ZZ^{\top})^{-1}Z$ ? Thank you. | |
| Nov 18, 2021 at 18:23 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Nov 18, 2021 at 18:17 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Nov 18, 2021 at 18:00 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Nov 18, 2021 at 17:53 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Nov 18, 2021 at 17:44 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |