The Multivariate Gaussian & Mahalanobis Distance, Visually | datarekha
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The Multivariate Gaussian & Mahalanobis Distance, Visually | datarekha
Lift the bell curve into many dimensions. The mean becomes a vector μ, the variance becomes the covariance matrix Σ that tilts and stretches the bell into an ellipsoid. Learn why plain distance lies and how the Mahalanobis distance measures in stretched units — the shape behind Gaussian mixtures, anomaly detection, and least squares itself ...
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