computations on multivariate Gaussians

(1.1 hours to learn)

Summary

Multivariate Gaussians are widely used in computational sciences because many useful operations can be performed efficiently. Marginalization is easy: we simply pull the relevant rows and columns of the mean and covariance. Conditioning can be done with a matrix inversion.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

-Paid-

See also