Search results with tag "The multivariate gaussian"
Chapter 13 The Multivariate Gaussian - People
people.eecs.berkeley.edu2 CHAPTER 13. THE MULTIVARIATE GAUSSIAN The factor in front of the exponential in Eq. 13.1 is the normalization factor that ensures that the density integrates to one.
Chapter 8 The exponential family: Basics - People
people.eecs.berkeley.eduNote in particular that the univariate Gaussian distribution is a two-parameter distribution and that its sufficient statistic is a vector. The multivariate Gaussian distribution can also be written in the exponential family form; we leave the details to Exercise ?? …
The Multivariate Gaussian Distribution - Stanford University
cs229.stanford.eduThe figure on the right shows a multivariate Gaussian density over two variables X1 and X2. In the case of the multivariate Gaussian density, the argument ofthe exponential function, −1 2 (x − µ)TΣ−1 definite, and since the inverse of any positive definite matrix is also positive definite, then for any non-zero vector z, zTΣ−1z ...
Gaussian Processes for Regression: A Quick Introduction
www.apps.stat.vt.eduthe zero vector representing the mean of the multivariate Gaussian distribution in (6) can be replaced with functions of . Third, in addition to their use in regression, GPs are applicableto integration,globaloptimization, mixture-of-expertsmodels,unsuper-vised learning models, and more — see Chapter 9 of Rasmussen and Williams (2006).