The Multivariate Gaussian Distribution
a multivariate normal (or Gaussian) distribution 1 Relationship to univariate Gaussians 2 The covariance matrix 3 The diagonal covariance matrix case 4 Isocontours 5 Linear transformation interpretation
Document information
- Uploaded on
- February 24, 2022
- Number of pages
- 10
- Written in
- 2020/2021
- Type
- Class notes
- Professor(s)
- Chuong b. do
- Contains
- The multivariate gaussian distribution