What is the probability density function for a Univariate Gaussian with scalar observations?
bi (ot) = p(o)
This represents the probability of observing a specific outcome given a state.
In the context of a Multivariate Gaussian, what does K represent?
The dimensionality of the observation space
This indicates the number of variables in the observation.
What are the characteristics of a bivariate Gaussian with unit variance?
Z: unit variance [I]
This indicates that both variables have a variance of 1.
What does a bivariate Gaussian with low variance look like?
Z: low variance [0.31]
This indicates that the spread of the data is small.
What is the covariance structure of a bivariate Gaussian represented as Z: diagonal covariance?
Z: diagonal covariance [0.3 0; 0 3]
This indicates that the variables are independent with variances of 0.3 and 3.
What does a bivariate Gaussian with full covariance indicate?
Z: full covariance 3-1-111
This indicates that the variables are correlated with a specific covariance structure.
What is the purpose of continuous pdf parameter estimation?
To derive the maximum likelihood estimates for mean and variance
This is essential for fitting a Gaussian model to data.
