AI & MLCoreAIML-PRB-008
The Multivariate Gaussian
Mean vector and covariance matrix: the ellipse geometry behind GDA, mixtures, Gaussian processes, Kalman filters, and diffusion.
- Difficulty
- 2 / 5
- Importance
- 5 / 5
- Study time
- 1–2 h
- Kind of work
- Mixed
Why it matters
The learner can read correlation and spread from a 2D covariance matrix and sketch its density contours and principal axes.