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(Solved): The Hessian can be written as H = XTSX, where S = diag(1(11), n(1n)).
Show th ...
The Hessian can be written as H = XTSX, where S = diag(µ1(1?µ1), · · · µn(1?µn)).
Show that H is positive definite. (You may assume that 0 < µi < 1, so the elements of
S will be strictly positive, and that X is full rank.)