In this case, sincek 1 ̸=k ′ 1, we have E U ⊤eθk1 eθ⊤ k′ 1 U p,q E U ⊤eθk2 eθ⊤ k′ 2 U p,q = 0andE " dX p,q=1 U ⊤eθk1 2 p U ⊤eθk′ 1 2 q # =E[∥eθk1 ∥2]E[∥eθk′ 1 ∥2] (B
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