[FLINK-14154] Add the class for multivariate Gaussian Distribution.

• Type: Sub-task
• Status: Closed
• Priority: Major
• Resolution: Won't Do
• Component/s: Library / Machine Learning
• Labels: pull-request-available
• Assignee: Unassigned
• Reporter: Xu Yang
• Created: 20/Sep/19 11:50
• Updated: 16/Oct/22 08:28
• Resolved: 16/Oct/22 08:28

Description

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.

Issue Links

• links to: GitHub Pull Request #9733