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  2. Multivariate normal distribution - Wikipedia

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

    Hoyt distribution, the pdf of the vector length of a bivariate normally distributed vector (correlated and centered) Complex normal distribution , an application of bivariate normal distribution Copula , for the definition of the Gaussian or normal copula model.

  3. Neural network Gaussian process - Wikipedia

    en.wikipedia.org/wiki/Neural_network_Gaussian...

    This is the distribution in function space corresponding to the distribution () in parameter space, and the black dots are samples from this distribution. For infinitely wide neural networks, since the distribution over functions computed by the neural network is a Gaussian process, the joint distribution over network outputs is a multivariate ...

  4. Gaussian process - Wikipedia

    en.wikipedia.org/wiki/Gaussian_process

    In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that every finite collection of those random variables has a multivariate normal distribution. The distribution of a Gaussian process is the joint distribution of all those (infinitely many) random ...

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The Gaussian distribution belongs to the family of stable distributions which are the attractors of sums of independent, identically distributed distributions whether or not the mean or variance is finite. Except for the Gaussian which is a limiting case, all stable distributions have heavy tails and infinite variance.

  6. Independent and identically distributed random variables

    en.wikipedia.org/wiki/Independent_and...

    Even if the sample originates from a complex non-Gaussian distribution, it can be well-approximated because the CLT allows it to be simplified to a Gaussian distribution. The second reason is that the model's accuracy depends on the simplicity and representational power of the model unit, as well as the data quality.

  7. Diffusion model - Wikipedia

    en.wikipedia.org/wiki/Diffusion_model

    In machine learning, ... The equilibrium distribution is the Gaussian distribution (,), with pdf ‖ ‖. This is just the Maxwell ...

  8. Random projection - Wikipedia

    en.wikipedia.org/wiki/Random_projection

    The random matrix R can be generated using a Gaussian distribution. The first row is a random unit vector uniformly chosen from S d − 1 {\displaystyle S^{d-1}} . The second row is a random unit vector from the space orthogonal to the first row, the third row is a random unit vector from the space orthogonal to the first two rows, and so on.

  9. Probabilistic numerics - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_numerics

    Bayesian optimization of a function (black) with Gaussian processes (purple). Three acquisition functions (blue) are shown at the bottom. [19]Probabilistic numerics have also been studied for mathematical optimization, which consist of finding the minimum or maximum of some objective function given (possibly noisy or indirect) evaluations of that function at a set of points.