1. Derive the multivariate Gaussian distribution from scratch https://zhuanlan.zhihu.com/p/36522776
2. How did the multidimensional Gaussian distribution develop from one-dimensional? https://www.zhihu.com/question/36339816
3. Why the integral of the Gaussian distribution probability density function is equal to 1 https://zhuanlan.zhihu.com/p/40225646
4. The digital characteristics of the Gaussian distribution (expected, square Expectation and variance) https://zhuanlan.zhihu.com/p/40481534
5. Multi-dimensional Gaussian distribution https://blog.csdn.net/zbbmm/article/details/88246594
6, The Jacobian matrix https: // www. khanacademy.org/math/multivariable-calculus/multivariable-derivatives/jacobian/v/the-jacobian-matrix
7, Jacobian matrix and Jacobian determinant https://zhuanlan.zhihu.com/p/39762178
8, PRML notes Chapter 2 (Multi-dimensional) Gaussian distribution https://zhuanlan.zhihu.com/p/60477343
9. Understand the origin of multi-dimensional Gaussian distribution https://zhuanlan.zhihu.com/p/39763207
10. Understand multi-dimensional Gaussian distribution The origin ofhttps://blog.csdn.net/baidu_38172402/article/details/89317205
11. Derivation of Gaussian distribution expectations https://blog.csdn.net/su_jz/article/details/52579723
12. Find the mean and variance of the Gaussian distribution https://mathpretty.com/10958.html
13. Why the integral of the probability density function of the Gaussian distribution is equal to 1 https://zhuanlan.zhihu.com/p/40225646
