Hi, I have been solving the homework problem 1 from Exercise Set 3, but I am not sure what I am going to use to prove the last part (d).

Is everyone doing well with this?

Posted by Sungyeon Hong on Monday 14 October 2013 at 21:53

(category : Exercices Théoriques)

Hi, I have been solving the homework problem 1 from Exercise Set 3, but I am not sure what I am going to use to prove the last part (d).

Is everyone doing well with this?

Posted by Sungyeon Hong on Monday 14 October 2013 at 21:53

Comments

Actually I am not sure if I can ask a question regarding the homework problem, but I would be delighted with any of your comments if it's possible.

Posted by Sungyeon Hong on Monday 14 October 2013 at 21:55

In 1d), you may find the Cholesky factorization of Omega useful, as well as the results of the previous parts of the exercise.

Posted by Mikael Kuusela on Monday 14 October 2013 at 23:24

Thanks for your help, Mikael!

But it's still strange that I cannot find any deduction from the fact that omega is invertible. I think I should show that omega is positive definite in order to use its Cholesky factorization...

But it's still strange that I cannot find any deduction from the fact that omega is invertible. I think I should show that omega is positive definite in order to use its Cholesky factorization...

Posted by Sungyeon Hong on Tuesday 15 October 2013 at 10:22

But let me find it by myself.

If there is still some problem, I will let you know later, thanks again! :)

If there is still some problem, I will let you know later, thanks again! :)

Posted by Sungyeon Hong on Tuesday 15 October 2013 at 11:09

You will indeed need to show that Omega is positive definite but note that this follows almost immediately from the fact that it is invertible.

Posted by Mikael Kuusela on Tuesday 15 October 2013 at 21:36

Thanks a lot for your comment.

I have already solved it in the afternoon. :)

See you in the class!

I have already solved it in the afternoon. :)

See you in the class!

Posted by Sungyeon Hong on Tuesday 15 October 2013 at 22:36