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Example of a matrix -HDH that is not PSD (with non-euclidean distances D)
It's widely known that, given a matrix of squared Euclidean distances, $\mathbf{D}_{ij} = \| \mathbf{X}_i - \mathbf{X}_j \|^2$, and the centering matrix $\mathbf{H} = \mathbf{I} - \dfrac{1}{n}11^T$, ...
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Moment matching on the standard simplex
Let $\vec{\mu}_1, \vec{\mu}_2,\ldots, \vec{\mu}_k \in \Delta^{d-1}$ be $k\ (k\geq 2)$ distinct vectors on the standard simplex, where
$$\Delta^{d-1} = \{\vec{\mu}\in R^{d}:\| \vec{\mu}\|_1 = 1,\mu_j \...