On Fri, Dec 14, 2012 at 05:51:08PM +0100, federico vaggi wrote:
> In this case, X is:

> (n_samples, n_features, M_bootstrapped_iterations):

> So I thought I could get a better estimate by taking each M-length vector and
> calculating the covariance against every other vector, which would result in a
> (n_samples * n_features, n_samples* n_features) sized matrix, not a 
> (n_samples,
> n_features) sized matrix.

Compute an (n_features, n_features) covariance matrix for each
bootsrapped iteration and average them.

G

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