Today's reading:

Optimal Whitening and Decorrelation.
Agnan Kessy, Alex Lewin, and Korbinian Strimmer.

tl;dr: Covers ‘whitening’, linear transforms that convert random vectors to another random vector, where the new random vector has covariance equal to the identity matrix. ZCA whitening is used in paper ‘CamP: Camera Preconditioning for Neural Radiance Fields’, Park et al. 2023. 

arXiv: https://doi.org/10.48550/arXiv.1512.00809
Publisher: http://doi.org/10.1080/00031305.2016.1277159
#arXiv #AmyPostsPapers