全能電路設計實戰

2020年6月1日 星期一

multivariate Gaussian distribution


一維的高斯分佈(或常態分佈) $X \sim N(\mu,\sigma^2 )$

PDF:  p(x)


二維的高斯分佈 $ N\sim(\mu,\sum ) $
PDF:  p(x,y)



 
MultivariateNormal.png


Many sample points from a multivariate normal distribution with  and , shown along with the 3-sigma ellipse, the two marginal distributions, and the two 1-d histograms.

μ ∈ Rk — location
Σ ∈ Rk × k — covariance 







References:
  1. WiKi-Multivariate normal distribution
    https://en.wikipedia.org/wiki/Multivariate_normal_distribution
  2. 吳恩達-機器學習(9)-異常檢測、協同過濾https://www.itread01.com/content/1545204306.html
  3. Andrew Ng
    https://www.coursera.org/learn/machine-learning?action=enroll#syllabus
  4. Python for Covvriance
    https://hadrienj.github.io/posts/Preprocessing-for-deep-learning/