Gaussian Random Vector - Search Videos

Definition and properties of Gaussian random vectors, and connections with principal component analysis. Slides: https://cds.nyu.edu/wp-content/uploads/2021/05/Principal-component-analysis.pdf Notes: https://cds.nyu.edu/wp-content/uploads/2021/05/covariance_matrix.pdf (Section 3) Course website: https://cds.nyu.edu/math-tools/

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