Ellipsoid in R^n and Gaussian confidence region

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Parametrization of ellipsoids in R^n, principal axes (width and direction) and Gaussian confidence region

00:00 Definition of ellipsoid
01:38 Eigenvalue decomposition
03:30 Principal axes of ellipsoid
04:30 How to sketch ellipsoid
0:14:40 Gaussian confidence region

Errata:
0:20:00 In the slide, "Sum of squared Gaussian is Chi square" (not just the sum)


Instructor: Jitkomut Songsiri, Chulalongkorn University, Thailand

  1. Jitkomut Songsiri
  2. #CUEE
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