We have 4 sample data as follow (think of them as images): \begin{bmatrix} 1 & 2 \\ 3 & 4 \\ \end{bmatrix} \begin{bmatrix} 5 & 6 \\ 7 & 8 \\ \end{bmatrix} \begin{bmatrix} 9 & 10 \\ 11 & 12 \\ \end{bmatrix} \begin{bmatrix} 13 & 14 \\ 15 & 16 \\ \end{bmatrix} I know that the correlation matrix of different dimensions of random variable X can be calculated by $E[XX^T]$ but I can't match it with variables like this.
How to calculate the correlation between 2D data?
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matrices
random-variables
correlation
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0What do you mean by "correlation between variables is $E[XX^T]$"? – 2017-01-08
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0@nbro Sorry, I made a mistake in written, I mean the correlation matrix of different dimension can be calculated by $E[XX^T]$ which X is the random variable. – 2017-01-08