fcCovwdo2wdiwdi: Covariance between products in (same) next and current layers

In mgoulet847/tagi: Tractable Approximate Gaussian Inference in Neural Networks

Description

This function calculates covariance cov(wdo^2,wdiwdi) of weights times derivatives products terms when there are two products in both next and current layers. The product fom next layer is the same squared.

Usage

fcCovwdo2wdiwdi(mpdo, Cwdowdiwdi)

Arguments

mpdo	Mean vector of first derivative product wd of next layer
Cwdowdiwdi	Covariance cov(wdo,wdi*wdi) of weights times derivatives products terms when there are one product in next layer and two in current

Value

Covariance cov(wdo^2,wdi*wdi) of weights times derivatives products terms when there are two products in both next and current layers

mgoulet847/tagi documentation built on Dec. 21, 2021, 5:10 p.m.