On page 245, lines 3 and 4, of the published paper, we find the following text:
“Since
can be expressed as the trace of the product of two positive definite matrices,
, and thus
;”
This text should be replaced with:
“Since
can be expressed as the trace of a positive definite matrix,
, and thus
;”
The uncorrected text claims that
and
are positive definite matrices, but
can’t be positive definite, since its rank (difference between the ranks of the derivatives of the two models involved) is much less than its order.
The expression
could be written differently so that the conclusion still holds. Namely, write
(formula (4) of the paper) as
, where
; then,
where
is a positive definite matrix, given that
is positive definite in the setup of the paper.
For rewriting the alternative expression of
, we used the well-known matrix algebra result that
for matrices M and N of dimensions conformable with the products; in our application,
and
.