2.3.1 Conditional Gaussian Distributions - Pattern Recognition and Machine Learning

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  • čas přidán 2. 08. 2024
  • We consider the situation of jointly Gaussian variables and show that the distribution when condition on one set is also Gaussian. We demonstrate how the mean and covariance of the conditioned distribution can be easily read off by completing the square. We derive expressions for the mean and covariance of the conditional distributions, both in terms of the covariance and in terms of the precision of the joint distribution, meeting the Schur complement along the way.

Komentáře • 5

  • @sabelojupiter6081
    @sabelojupiter6081 Před měsícem +1

    Great series

  • @gender121
    @gender121 Před měsícem

    I tried so many times to read the book but could not understand properly.
    Please continue to complete the book. Really great work and you will remembered for long time.

  • @user-mt4li6jt9m
    @user-mt4li6jt9m Před měsícem

    i'm still in the first video of the first chapter
    but I find this video just get uploaded
    and I want to thank you and I hope u continue working on this book

  • @josejavierandrescarrasco8652

    You are the best. Please continue , I really enjoy how you explain each one of the chapters of this book.