Identity

Demo note. This note demonstrates what the SciDraft Hugo theme can do for academic and scientific publishing — for research institutions, researchers and students. Its content is demonstration material only: readers should ignore whether the demo content is correct. An identity is an equation that holds for every admissible value of its variables, and this one converts a variance into two expectations, which is often the difference between a quantity that can be estimated in one pass and one that cannot. ...

Demo note. This note demonstrates what the SciDraft Hugo theme can do for academic and scientific publishing — for research institutions, researchers and students. Its content is demonstration material only: readers should ignore whether the demo content is correct. The Woodbury identity rewrites the inverse of a matrix plus a low-rank correction in terms of the inverse of the original matrix and a much smaller inverse. It is the algebraic fact behind every method that updates a large system cheaply. ...