Multivariate Normal (Gaussian) Distribution Explained

In this video I explain what the multivariate normal distribution (or the multivariate gaussian distribution) is, together with the meaning behind the equation that describes its behavior.

*Related Videos*
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*Important Notes*
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At 03:22 I forgot to add the dx to the integral... Whoopsie!

*References*
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*Contents*
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00:00 - Intro
00:18 - Exponential Functions
01:45 - Mean and Standard Deviation
02:40 - Finals Steps in Obtaining Normal Equation for 1-D
04:02 - Normalizing Term - Multivariate Normal Distribution
05:29 - Mean and Covariance Matrix - Multivariate Normal Distribution
06:52 - Outro

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#normaldistribution #multivariate #gaussian

[datamlistic]

*Mistake notes* : Between 1:02 and 1:18, e^x^2 should be equal to 1 when x=0. Thanks @user-nv3mc3zq3u for noticing this!

[Romba]

Best intuitive explanation of normal distribution function, I have seen yet. Thanks a lot

[koldengeese]

Thank you very much. I never had any insight on what the numbers in the normal distribution formula meant until now.

[catdog]

Thanks so much, its amazing how you made something so intimidating so easy to understand

[sumers]

This video is a gem! Keep up the good work!

[nicolaihornung]

You should make videos like this professionally for educational institutions or simply directly for students on YouTube. This is exactly the kind of educational material I'd want. Really good job!

To be particular I REALLY enjoy how you keep looping through different parameters for the particular element of the distribution you're discussing so one gets a clear idea of how different input affects the function. Thanks for this!! Also good job keeping the slides simple, having timestamps on the video and no unimportant 'bla bla' information - right to the bone! (unlike StatQuest who wastes so much time singing, saying BAM, trying to emotionally support me through his videos saying something will be hard but to hang on

Again, very well done!😀

[zefmgamer]

You have no idea how much I appreciate you. Thank you so much, you made these unintuitive-looking equations make so much sense.

[ivanericsantosbergsten]

O cara é fera! Muito bom! Aula extraordinária!

Parabéns, professor!

[saifjawaid]

Only video I have ever watched in 0.75x. Such an amazing explanation. Thank you

[iiVEVO]

Best explanation I've seen. If you don't mind making a video on the univariate and multivariate GMM formula please :D

[coolcalmnormal]

Thanks a lot! This is awesome approach of explaining the concept in 7 mins!

[pouyasojoudi]

why can't professors explain like this?? great job bro!

[michaelmuller]

Precise and easy to understand, thank you!

[realykid]

you are a great teacher, very intuitive explanation!!

[prateekcaire]

Thanks a lot! Kudos to efforts you made to convey the meaning intuitively with wonderful animations

[shambo]

Very illustrative. Thank you. I might actually remember the formula now😅

[Jo]

Thank you so much for your great explanation! I´m so grateful you uploaded this video. 🙂💡

[waisyousofi]

very intuitive explanation.
Can you please let us know, where can we interact with that visualization?

[newbie]

Had to calculate the entropy of a multivariate gaussian in my PRML midsem, wow
The prof really likes multivariate gaussian, he even asked it in the Intro to DL course endsem (back in the 4th semester of my undergrad)

[harshalshedolkar]

Truly awesome presentation, Keep it up!!!