Lecture 5 Multivariate Gaussian and Students T and Dirichlet Distributions











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Lecture PDF: https://www.dropbox.com/s/xzgqcfsf5pe... • The multivariate Gaussian, mean and variance; Deriving the multivariate Student's T from the multivariate Gaussian, normalization, mean, variance; The Dirichlet distribution, normalization, mean and variance; The Dirichlet distribution as a conjugate prior to the multinomial; Plottting and sampling the Dirichlet distribution.

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