The Multivariate Gaussian Distribution
The Multivariate Gaussian Distribution Chuong B. Do October 10, 2008 A vector-valued random variable X = X1 ··· Xn T is said to have a multivariate normal (or …
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cs229.stanford.eduMore on Multivariate Gaussians Chuong B. Do November 21, 2008 Up to this point in class, you have seen multivariate Gaussians arise in a number of appli-
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