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  2. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    Copula, for the definition of the Gaussian or normal copula model. Multivariate t-distribution, which is another widely used spherically symmetric multivariate distribution. Multivariate stable distribution extension of the multivariate normal distribution, when the index (exponent in the characteristic function) is between zero and two.

  3. Multivariate kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Multivariate_kernel...

    We consider estimating the density of the Gaussian mixture (4π) −1 exp(− 1 ⁄ 2 (x 1 2 + x 2 2)) + (4π) −1 exp(− 1 ⁄ 2 ((x 1 - 3.5) 2 + x 2 2)), from 500 randomly generated points. We employ the Matlab routine for 2-dimensional data. The routine is an automatic bandwidth selection method specifically designed for a second order ...

  4. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    The peak is "well-sampled", so that less than 10% of the area or volume under the peak (area if a 1D Gaussian, volume if a 2D Gaussian) lies outside the measurement region. The width of the peak is much larger than the distance between sample locations (i.e. the detector pixels must be at least 5 times smaller than the Gaussian FWHM).

  5. Matrix normal distribution - Wikipedia

    en.wikipedia.org/wiki/Matrix_normal_distribution

    The probability density function for the random matrix X (n × p) that follows the matrix normal distribution , (,,) has the form: (,,) = ⁡ ([() ()]) / | | / | | /where denotes trace and M is n × p, U is n × n and V is p × p, and the density is understood as the probability density function with respect to the standard Lebesgue measure in , i.e.: the measure corresponding to integration ...

  6. Truncated normal distribution - Wikipedia

    en.wikipedia.org/wiki/Truncated_normal_distribution

    In probability and statistics, the truncated normal distribution is the probability distribution derived from that of a normally distributed random variable by bounding the random variable from either below or above (or both).

  7. Box–Muller transform - Wikipedia

    en.wikipedia.org/wiki/Box–Muller_transform

    Visualisation of the Box–Muller transform — the coloured points in the unit square (u 1, u 2), drawn as circles, are mapped to a 2D Gaussian (z 0, z 1), drawn as crosses. The plots at the margins are the probability distribution functions of z0 and z1. z0 and z1 are unbounded; they appear to be in [−2.5, 2.5] due to the choice of the ...

  8. Multidimensional discrete convolution - Wikipedia

    en.wikipedia.org/wiki/Multidimensional_discrete...

    One application of multidimensional convolution that is used within signal and image processing is Gaussian convolution. This refers to convolving an input signal with the Gaussian distribution function. 2D Gaussian Visualization where = = and = =

  9. Structure tensor - Wikipedia

    en.wikipedia.org/wiki/Structure_tensor

    For a function of two variables p = (x, y), the structure tensor is the 2×2 matrix = [() (()) () () () (())] where and are the partial derivatives of with respect to x and y; the integrals range over the plane ; and w is some fixed "window function" (such as a Gaussian blur), a distribution on two variables.