数学基本知识

Covriance

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• 两个独立随机变量的协方差为零，但协方差为零不一定意味着两个变量独立。
• 协方差只衡量线性相关

Matrix Algebra

• 矩阵的求导规则及证明参见:
  Matrix Differentiation
  note: 已保存至百度云

with and without replacement

• With replacement means the same item can be chosen more than once.
• Without replacement means the same item cannot be selected more than once.