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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the generation of multivariate Gaussian distributions, including the generation of processes like Wiener process and Brownian bridge. It also discusses the generation of stationary Gaussian random fields and the challenges of factorizing covariance matrices. The instructor explores different algorithms for generating Gaussian distributions and emphasizes the importance of understanding the characteristics of Gaussian variables.