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1 (c) (i) Team member 3 says that she doesn't trust np.cov and suggests "fitt...

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1 (c) (i) Team member 3 says that she doesn't trust np.cov and suggests "fitting an MV Gaussian with MLE and penalising off-diagonal elements". Explain what is being proposed, describe the form of the objective function and the effect of the penalty.

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