Authors
T Ormerod, Viivi Haapaniemi, Sara Taskinen
Description
i= 1 (tr (Ai)-aT i ai), where ηij= τi+ β0j+ xT i βj+ aT i λj, tr (·) denotes the trace operator, and the Ai (for 1≤ i≤ n) 9 are the d× d blocks lying along the diagonal of A, and all quantities constant with respect to the 10 parameters have been omitted. Noting that the second and third terms of l (Ψ, ξ) only depend on 11 the Ais then by application of Lemma 1 of Ormerod and Wand (2012), the maximizers of l (Ψ, ξ) 12 with respect to the off diagonal blocks of A are identically zero. In turn, this implies that optimal 13 choice of A is indeed the block diagonal matrix with entries Ai. 14
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