information form for multivariate Gaussians

(40 minutes to learn)


While we normally represent multivariate Gaussians in terms of their mean and covariance, information form is often a useful alternative. The distribution is represented in terms of a quadratic "energy function." This representation is convenient for conditioning, and is the basis for Gaussian Markov random fields.


This concept has the prerequisites:

Core resources (read/watch one of the following)


See also