Latent Wishart Processes Learning MAP Estimation Block quasi-Newton method to solve the maximization of L(B)w.r.t.B: Fisher score vector and Hessian matrix of L w.r.t.bi: 张--与沙b j≠i =-s地州-金 82L oUpdate equations: b(1)-b()+ abiB=B(t) ,i=1,.,n where is the step size. 日4日+4三4至，三)及0 Li,Zhang and Yeung (CSE.HKUST) LWP A1 STATS200913/23Latent Wishart Processes Learning MAP Estimation Block quasi-Newton method to solve the maximization of L(B) w.r.t. B: Fisher score vector and Hessian matrix of L w.r.t. bi : ∂L ∂bi = X j6=i (zij − sij − σij)bj − σiibi ∂ 2L ∂bi∂b 0 i = − 1 2 X j6=i sij(1−sij)bjb 0 j − σiiIq , −Hi . Update equations: bi(t+1) = bi(t) + γ Hi(t) −1 ∂L ∂bi     B=B(t) , i = 1, . . . , n, where γ is the step size. Li, Zhang and Yeung (CSE, HKUST) LWP AISTATS 2009 13 / 23