The estimate for the δ exp is actually known in even greater detail: it is the matrix Σ 0 = (S T W S ) -1 (Eqs. 14 and 16). However, since this matrix might not exist due to the noninvertibility of (S T W S ), we might want to estimate the δ -2 exp values instead. As an approximation, we can take the mean of the (S T W S ) matrix diagonal: