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  2. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  3. Multivariate normal distribution - Wikipedia

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

    If () is a general scalar-valued function of a normal vector, its probability density function, cumulative distribution function, and inverse cumulative distribution function can be computed with the numerical method of ray-tracing (Matlab code). [17]

  4. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    Mathematically, the derivatives of the Gaussian function can be represented using Hermite functions. For unit variance, the n-th derivative of the Gaussian is the Gaussian function itself multiplied by the n-th Hermite polynomial, up to scale. Consequently, Gaussian functions are also associated with the vacuum state in quantum field theory.

  5. Gaussian quadrature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_quadrature

    The Gaussian quadrature chooses more suitable points instead, so even a linear function approximates the function better (the black dashed line). As the integrand is the polynomial of degree 3 ( y ( x ) = 7 x 3 – 8 x 2 – 3 x + 3 ), the 2-point Gaussian quadrature rule even returns an exact result.

  6. Gaussian process - Wikipedia

    en.wikipedia.org/wiki/Gaussian_process

    A Gaussian process can be used as a prior probability distribution over functions in Bayesian inference. [7] [23] Given any set of N points in the desired domain of your functions, take a multivariate Gaussian whose covariance matrix parameter is the Gram matrix of your N points with some desired kernel, and sample from that Gaussian. For ...

  7. Diffusion model - Wikipedia

    en.wikipedia.org/wiki/Diffusion_model

    Each image is a point in the space of all images, and the distribution of naturally-occurring photos is a "cloud" in space, which, by repeatedly adding noise to the images, diffuses out to the rest of the image space, until the cloud becomes all but indistinguishable from a Gaussian distribution (,). A model that can approximately undo the ...

  8. Gauss–Laguerre quadrature - Wikipedia

    en.wikipedia.org/wiki/Gauss–Laguerre_quadrature

    In numerical analysis Gauss–Laguerre quadrature (named after Carl Friedrich Gauss and Edmond Laguerre) is an extension of the Gaussian quadrature method for approximating the value of integrals of the following kind: + (). In this case

  9. 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 ...