factorization

For a better understanding of ML experiments regarding a generator of human faces based on a convolutional autoencoder we need an understanding of multivariate and bivariate normal distributions and their probability densities. This post is about the probability density function [pdf] of a bivariate normal distribution of two correlated Gaussian random variables X and Y. Most derivations of the mathematical… Read More »Probability density function of a Bivariate Normal Distribution – derived from assumptions on marginal distributions and functional factorization