he lower-dimensional space. Again the <span class="arithmatex">\(n\)</span>-dimensional linear coefficients </p>
<div class="arithmatex">\[\begin{equation}
    \hat\beta_k^\ast = (\gamma\hat\Sigma^\ast + (1-\gamma)\text{diag}(\hat\Sigma^\ast))^{-1}\hat\mu_k^\ast\non
\end{equation}\]</div>
<p>are mapped back to <span class="arithmatex">\(p\)</span>-dimensions via <span class="arithmatex">\(\hat\beta_k = \bV\hat\beta_k^\ast\)</span>.</p>
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