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Multivariate Gaussian distributions and ellipses
Short tutorial about eigenvectors and eigenvalues [Link]. It is needed to understand the relationship between multivariate Gaussians and ellipses. Multivariate Gaussian distributions [Link]. The relationship between multivariate Gaussian distributions and ellipses is derived. For this purpose, the concept of isocontour is introduced. The expression to represent multivariate Gaussians by means of the eigenvectors and eigenvalues […]