Link to Gaussian Identities about statisticalmethods HOT 5 CLOSED

Here you go - one of the most useful documents I have!

https://www.cs.nyu.edu/~roweis/notes/gaussid.pdf

On Mon, Sep 14, 2015 at 2:31 PM, elikrause [email protected] wrote:

Assigned #45
https://github.com/drphilmarshall/StatisticalMethods/issues/45 to
@drphilmarshall https://github.com/drphilmarshall.

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from statisticalmethods.

The matrix cookbook doesn't have the fourier transforms but has several other identities (not sure which ones you want) in its section on gaussians (around page 40) in case you want more identities / a second set of notes on the identities:

http://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf

from statisticalmethods.

That's great, thanks Chris! @elikrause, can you please check out this link
and provide the URL in your lecture notes as appropriate? Thanks!

On Mon, Sep 14, 2015 at 11:01 PM, Chris [email protected] wrote:

The matrix cookbook doesn't have the fourier transforms but has several
other identities (not sure which ones you want) in its section on gaussians
(around page 40) in case you want more identities / a second set of notes
on the identities:

http://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf

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Reply to this email directly or view it on GitHub
https://github.com/drphilmarshall/StatisticalMethods/issues/45#issuecomment-140289311
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from statisticalmethods.

Cool! I've seen a bunch of the less obvious identities used before w/o explanation, so it's nice to see them organized somewhere.

from statisticalmethods.

Seems like we have the answer... ?

from statisticalmethods.