Joint Gaussian Distribution

A Joint Gaussian Distribution is a join distribution that … Gaussian distribution.

• See: Gaussian Process, Joint Poisson Distribution.

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References

2004

• (Rasmussen et al., 2004) ⇒ Carl Edward Rasmussen. (2004). “Gaussian Processes in Machine Learning.” In: Advanced lectures on machine learning.
  • QUOTE: … 4 By definition, the prior is independent of the data; here we'll be using a hierarchical prior with free parameters, and make inference about the parameters. 5 the formula for conditioning a joint Gaussian distribution is: [ x y ] ∼ N ([ a b ] , [ AC CB …

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