SUPPORT REGION: A CONVENIENT VISUALIZATION TOOL
- A support region is the surface defined by the intersection
of a Gaussian distribution with a plane.
- The shape of a support region is elliptical and depends
on the covariance matrix of the original data.
- A convenient visualization tool in pattern recognition.
Some examples demonstrating the relationship between
the covariance matrix and the 2D Gaussian distribution are
shown below:
Identity:
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Unequal Variances:
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Nonzero off-diagonal:
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Unconstrained:
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