Xu Yang created FLINK-14154:
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Summary: Add the class for multivariate Gaussian Distribution.
Key: FLINK-14154
URL: https://issues.apache.org/jira/browse/FLINK-14154
Project: Flink
Issue Type: Sub-task
Components: Library / Machine Learning
Reporter: Xu Yang
Multivariate Gaussian Distribution is a generalization of the one-dimensional
(univariate) normal distribution to higher dimensions. In machine learning,
multivariate Gaussian Distribution finds usages in algorithms link Gaussian
Mixture Model.
* Add MultivariateGaussian that provides basic functionality for a
Multivariate Gaussian (Normal) Distribution.
* Add MultivariateGaussianTest that provides test cases for
MultivariateGaussian.
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