# Multivariate Gaussian ### Univariate Gaussian resources * [My post](https://www.nathanieldake.com/Mathematics/04-Statistics-02-History-of-Normal-Distribution.html) ### Inclusion of Inverse Covariance Matrix See links in references. Also, see Covariance matrix as a transformation/data generating process (see spectral clustering notability, covariance_matrix_as_transformation notebook). --- Date: 20211206 Links to: Tags: References: * [Quadratic Form as Generalized Distance](https://math.stackexchange.com/questions/1371756/quadratic-form-as-generalized-distance) * [Pseudo-Euclidean Space](https://en.wikipedia.org/wiki/Pseudo-Euclidean_space) * [Division of Matrices](https://math.stackexchange.com/questions/228229/is-division-of-matrices-possible) * [Mahalanoblis Distance](https://en.wikipedia.org/wiki/Mahalanobis_distance) * [Quadratic form video](https://www.youtube.com/watch?v=uwYeThQ8xSY) *