Gaussian Covariance
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See: Covariance, Covariance Matrix, Multivariate Normal Distribution.
References
2008
- (Friedman et al., 2008) ⇒ Jerome Friedman, Trevor Hastie, and Robert Tibshirani. (2008). “Sparse Inverse Covariance Estimation with the Graphical Lasso.” In: Biostatistics, 9(3). ([[http://dx.doi.org/10.1093/biostatistics