The Gaussian as a generative model

We can think of the Gaussian generating, or “emitting”, observations.

Requirements

We are going to use Gaussian pdfs, and that places some requirements on the properties of the features that we will model.

The Gaussian probability density function: understanding the equation

The equation for the Gaussian probability density function looks a little scary at first, but this video should help you understand what each of the terms is doing, and how they fit together. After watching the video download the spreadsheet which shows the calculations and plots from this video (tip: the Apple Numbers.app version includes images […]