Notes for Chapter 4. Gaussian Models
$\def\bra#1{\mathinner{\langle{#1}|}} \def\ket#1{\mathinner{|{#1}\rangle}} \def\braket#1{\mathinner{\langle{#1}\rangle}} \newcommand{\mdef}{\overset{\mathrm{def}}{=}} \newcommand{\bm}{\mathbf} \newcommand{\pfr}[2]{\frac{\pp #1}{\pp #2}} % Partial derivative \newcommand{\inv}[1]{#1^{-1}} % Inverse Matrix \newcommand{\invt}[1]{#1^{-T}} % Inverse Transposed Matrix \DeclareMathOperator{\Var}{Var} \DeclareMathOperator{\det}{det} \DeclareMathOperator{\tr}{tr} \DeclareMathOperator{\E}{E} \DeclareMathOperator{\Cov}{Cov} \DeclareMathOperator{\Beta}{B} \DeclareMathOperator{\Bdist}{Beta} \DeclareMathOperator{\sgn}{sgn} \DeclareMathOperator{\adj}{adj} \DeclareMathOperator{\ii}{i} \DeclareMathOperator{\dd}{d} \newcommand{\pp}{\partial} \DeclareMathOperator{\rhs}{RHS} \DeclareMathOperator{\lhs}{LHS} \DeclareMathOperator{\Beta}{B} \newcommand{\nl}{\\&\phantom{={}}} $