math · Uncategorized

Lagrange Multiplier With Equality Constraints

  Stationary Point Definition of stationary point from wikipedia : In mathematics, particularly in calculus, a stationary point or critical point of a differentiable function of one variable is a point on the graph of the function where the function's derivative is zero. Informally, it is a point where the function "stops" increasing or decreasing… Continue reading Lagrange Multiplier With Equality Constraints


On multivariate Gaussian

Formulas Formula for multivariate gaussian distribution Formula of univariate gaussian distribution Notes: There is normality constant in both equations Σ being a positive definite ensure quadratic bowl is downwards σ2 also being positive ensure that parabola is downwards   On Covariance Matrix Definition of covariance between two vectors: When we have more than two variable… Continue reading On multivariate Gaussian