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MGF in the first lecture slide

In the lecture slide of Week 1, there are seven properties of Gaussian vectors and the first one is about the MGF. It is written that M_Y(u) =exp{ μ^T u + 1/2 u^T Ω u}, but isn't it u^T μ for the first term of the exponent? Or it doesn't matter because they have the same value, I mean, μ^T u = u^T μ?

Posted by Sungyeon Hong on Saturday 26 October 2013 at 23:37
Since mu^T u is a scalar, mu^T u = (mu^T u)^T = u^T mu. Hence it doesn't make a difference if you write mu^T u or u^T mu.
Posted by Mikael Kuusela on Sunday 27 October 2013 at 16:02
Thanks! :)
Posted by Sungyeon Hong on Sunday 27 October 2013 at 20:14