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More on Multivariate Gaussians - Stanford University

More on Multivariate Gaussians - Stanford University

cs229.stanford.edu

cations, such as the probabilistic interpretation of linear regression, Gaussian discriminant analysis, mixture of Gaussians clustering, and most recently, factor analysis. In these lec-ture notes, we attempt to demystify some of the fancier properties of multivariate Gaussians that were introduced in the recent factor analysis lecture.

  Discriminant, Gaussian, Gaussian discriminant

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