Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection
In the mathematical section of this blog we deal with the geometry of Multivariate Normal Distributions [MVNs]. We found that the contour surfaces of MVNs are multidimensional ellipsoids given by quadratic forms of their constituting vectors. We have identified the variance-covariance matrix of a MVN as the inverse matrix mediating the required quadratic form. We also considered ellipsoidal cores of… Read More »Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection

