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GaussianDistribution.h File Reference

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Classes

class  CGaussianDistribution
 Dense version of the well-known Gaussian probability distribution, defined as

\[ \mathcal{N}_x(\mu,\Sigma)= \frac{1}{\sqrt{|2\pi\Sigma|}} \exp\left(-\frac{1}{2}(x-\mu)^T\Sigma^{-1}(x-\mu)\right) \]

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