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21:27
YouTube
Machine Learning & Simulation
Spherical, Diagonal & Full Covariance | 3 Ways of defining a Multivariate Normal distribution
The number of parameters in a Multivariate Normal scales quadratically. How can we reduce it? What are the implications. Let's look at examples in TensorFlow Probability. Here are the notes: https://raw.githubusercontent.com/Ceyron/machine-learning-and-simulation/main/english/essential_pmf_pdf/multivariate_normal_three_forms.pdf Due to the ...
1.9K views
Jun 18, 2021
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