| $$ f_{\mathbf x}(x_1,\ldots,x_k) = \frac{1}{\sqrt{(2\pi)^k|\boldsymbol\Sigma|}} \exp\left(-\frac{1}{2}({\mathbf x}-{\boldsymbol\mu})^T{\boldsymbol\Sigma}^{-1}({\mathbf x}-{\boldsymbol\mu}) \right), \quad s.t. \quad \mathbf{\mu} \in \mathbb{R}^k, \quad \boldsymbol\Sigma \in \mathbb{R}^{k\times k}$$ # Distributions |
