Whatever values of the mean or the standard deviation or variance you choose, the integral comes out always to be one and this is the Gaussian probability distribution.

These surrounding pixel values are used to calculate a weighted average for the original pixel’s new value based on the Gaussian distribution in the kernel itself. A 5×5 Gaussian kernel.

We provide an explicit gradient formula for linear chance constraints under a (possibly singular) multivariate Gaussian distribution. This formula allows one to reduce the calculus of gradients to the ...

Using the t -distribution instead or applying extreme value theory (EVT) have been proposed as possible solutions to this problem. We study the effect on the quality of risk estimators if estimation ...