The Kaniadakis Gaussian distribution (also known as κ-Gaussian distribution) is a probability distribution which arises as a generalization of the Gaussian distribution from the maximization of the Kaniadakis entropy under appropriated constraints. It is one example of a Kaniadakis κ-distribution. The κ-Gaussian distribution has been applied successfully for describing several complex systems in economy, geophysics, astrophysics, among many others. The κ-Gaussian distribution is a particular case of the κ-Generalized Gamma distribution. (Wikipedia).
Multivariate Gaussian distributions
Properties of the multivariate Gaussian probability distribution
From playlist cs273a
(PP 6.8) Marginal distributions of a Gaussian
For any subset of the coordinates of a multivariate Gaussian, the marginal distribution is multivariate Gaussian.
From playlist Probability Theory
(PP 6.3) Gaussian coordinates does not imply (multivariate) Gaussian
An example illustrating the fact that a vector of Gaussian random variables is not necessarily (multivariate) Gaussian.
From playlist Probability Theory
(ML 7.9) Posterior distribution for univariate Gaussian (part 1)
Computing the posterior distribution for the mean of the univariate Gaussian, with a Gaussian prior (assuming known prior mean, and known variances). The posterior is Gaussian, showing that the Gaussian is a conjugate prior for the mean of a Gaussian.
From playlist Machine Learning
(ML 7.10) Posterior distribution for univariate Gaussian (part 2)
Computing the posterior distribution for the mean of the univariate Gaussian, with a Gaussian prior (assuming known prior mean, and known variances). The posterior is Gaussian, showing that the Gaussian is a conjugate prior for the mean of a Gaussian.
From playlist Machine Learning
PUSHING A GAUSSIAN TO THE LIMIT
Integrating a gaussian is everyones favorite party trick. But it can be used to describe something else. Link to gaussian integral: https://www.youtube.com/watch?v=mcar5MDMd_A Link to my Skype Tutoring site: dotsontutoring.simplybook.me or email dotsontutoring@gmail.com if you have ques
From playlist Math/Derivation Videos
Joe Neeman: Gaussian isoperimetry and related topics II
The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence
From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability
Gaussian Integral 7 Wallis Way
Welcome to the awesome 12-part series on the Gaussian integral. In this series of videos, I calculate the Gaussian integral in 12 different ways. Which method is the best? Watch and find out! In this video, I calculate the Gaussian integral by using a technique that is very similar to the
From playlist Gaussian Integral
In this video we discuss the Gaussian (AKA Normal) probability distribution function. We show how it relates to the error function (erf) and discuss how to use this distribution analytically and numerically (for example when analyzing real-life sensor data or performing simulation of stoc
From playlist Probability
From playlist COMP0168 (2020/21)
From playlist COMP0168 (2020/21)
Slides and more information: https://mml-book.github.io/slopes-expectations.html
From playlist There and Back Again: A Tale of Slopes and Expectations (NeurIPS-2020 Tutorial)
Gaussian approximations in smoothers and filters... - Morzfeld - Workshop 2 - CEB T3 2019
Morzfeld (U Arizona, USA) / 13.11.2019 Gaussian approximations in smoothers and filters for data assimilation ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook : https://www.facebook.com/InstitutHenriPoincar
From playlist 2019 - T3 - The Mathematics of Climate and the Environment
Stanford CS229: Machine Learning | Summer 2019 | Lecture 9 - Bayesian Methods - Parametric & Non
For more information about Stanford’s Artificial Intelligence professional and graduate programs, visit: https://stanford.io/3ptRUmB Anand Avati Computer Science, PhD To follow along with the course schedule and syllabus, visit: http://cs229.stanford.edu/syllabus-summer2019.html
From playlist Stanford CS229: Machine Learning Course | Summer 2019 (Anand Avati)
05 Data Analytics: Parametric Distributions
Lecture on parametric distributions, examples and applications. Follow along with the demonstration workflows in Python: o. Interactive visualization of parametric distributions: https://github.com/GeostatsGuy/PythonNumericalDemos/blob/master/Interactive_ParametricDistributions.ipynb o.
From playlist Data Analytics and Geostatistics
Machine learning - Maximum likelihood and linear regression
Maximum likelihood and linear regression. Slides available at: http://www.cs.ubc.ca/~nando/540-2013/lectures.html Course taught in 2013 at UBC by Nando de Freitas
From playlist Machine Learning 2013
Machine Learning Lecture 26 "Gaussian Processes" -Cornell CS4780 SP17
Cornell class CS4780. (Online version: https://tinyurl.com/eCornellML ) GPyTorch GP implementatio: https://gpytorch.ai/ Lecture Notes: http://www.cs.cornell.edu/courses/cs4780/2018fa/lectures/lecturenote15.html Small corrections: Minute 14: it should be P(y,w|x,D) and not P(y|x,w,D) sorry
From playlist CORNELL CS4780 "Machine Learning for Intelligent Systems"
(ML 19.2) Existence of Gaussian processes
Statement of the theorem on existence of Gaussian processes, and an explanation of what it is saying.
From playlist Machine Learning