dm.cs.tu-dortmund.de/mlbits/outlier-statistical/
Statistical Approaches – Lecture Notes
-dimensional Normal distribution
\[N(x,\mu ,\Sigma ) := \tfrac {1}{\sqrt{(2\pi )^d |\Sigma |}} e^{-\frac{1}{2}\, (x-\mu )^T \Sigma ^{-1} (x-\mu )}\]
Possible source for such a model: EM-clustering
But: [...] of tools to model data, but:
many distributions and processes are only tractable in the univariate (1-dimensional) case, but our data is usually multivariate and multimodal
we need to make many assumptions …
