Understanding covariance matrix used in gaussian mixture model
75113
Different covariance types for Gaussian Mixture Models
83594
Obtaining posteriors for multivariate Normal mixture models
19034
Covariance of products of dependent random variables
137103
Random Gaussian Variables
158716
Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution
124712
Moment generating function for multivariate normal
158072
Variance of Gaussian linear combination
92434
Hat matrix and leverages in classical multiple regression
151868
Combining 2 covariance matrices
6316
PCA on correlation or covariance?
64315
Fitting mixture distributions and computing goodness-of-fit?
88431
Jointly Gaussian uncorrelated random variables are independent
82345
Distribution of the magnitude of samples from the multivariate gaussian distribution
4244
How to compute PCA scores from eigendecomposition of the covariance matrix?
79737
Characterization of two-step 2x2 stochastic matrices
44892
Marginal, joint, and conditional distributions of a multivariate normal
18014
Matrix multiplication: interpreting and understanding the process