3 ms·
Which way does the blob point
by salty_biscuits 8y ago
Which way does the blob point
- salty_biscuits 8y agoSlightly less tersely, if you fit a multivariate gaussian to some points you could think of this as an something like an ellipse (at a contour of constant probability). The semi major/minor axes of the ellipse are the principal component directions. The size of the principal components is like the radii of the ellipse.