Ellipsoid in R^n and its parametrization

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Ellipsoid in R^n and its parametrization

Instructor: Jitkomut Songsiri, Chulalongkorn University, Thailand #CUEE

A parametrization of ellipsoid often appears in probability and statistics such as the exponent of Gaussian pdf, confidence interval of Gaussian variables. An ellipsoid is also used to parametrize some constrained set in optimization.
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