Tagged Questions
0
votes
0answers
27 views
Covariance calculation for mixture Gauss
This equation what I found on the wikipedia is a bit strange for me.
How I can compute in matlab?
If example the size(x) = [1000, 2](2 dimension gauss) then $size(\mu) = [1, 2]$ for each cluster.
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0
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0answers
173 views
Numerical integration of 2-d Gaussian Distribution in MATLAB
I am looking for a really fast way to integrate numerically the 2-dimensional gaussian density with identity covariance matrix ...
2
votes
1answer
439 views
Approximate probability mass function into normal distribution
I have an array of values (mass function) Px and I want to approximate a normal distribution function (in Matlab) from them.
I can plot the mass function using bar(Px) and I would like to plot normal ...
0
votes
1answer
55 views
What parameters do I use for the covariance matrix? [closed]
I have a form of the multivariate normal distribution as,
$$p(\mathcal{D}|\sigma^2)= \frac{1}{(2\pi)^{\frac{n}{2}}|\Sigma|^{-\frac{1}{2}} }(\sigma^{-2})^{\frac{n+p}{2}}|{\bf V}|^{-\frac{1}{2}} ...
1
vote
0answers
143 views
Generating spatially correlated samples from a multivariate normal distribution
I am trying to generate some spatially correlated samples from a multivariate normal distribution following this algorithm
Compute Cholesky factorization Q=LL'
Sample z~N(0,I)
Solve L'v=z
Computer ...
