Consider the Karhunen-Loeve decomposition of the variance covariance matrix Σ as QAQT with Q=(V₁ v ... 2 Vp) and A = diag(11, 12, ..., λp), as seen in lectures. Match the following statements. tr(1) ✓ Choose... This is an identity matrix. i=1 Στη λινιντ Viv =1 This is the inverse of the variance covariance matrix. This is the total variance. This is the variance covariance matrix. VV Choose...
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