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https://github.com/mschauer/gaussian-conditional-distributions

Community document on Gaussian conditional distributions (draft, LaTeX)
https://github.com/mschauer/gaussian-conditional-distributions

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Community document on Gaussian conditional distributions (draft, LaTeX)

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README

          

## Gaussian conditional distributions

Some things I wanted to have in one place:
see https://www.overleaf.com/read/cwvykttprdjj#44dc54

I thought I might share this way, so people can correct and add to the document. A bit like a Github powered wiki page. So pull requests very welcome.

Excerpt (which shows relates a Cholesky factorization with a generative model and conditioning with inversion):

Screenshot 2024-03-11 at 10 21 54