Chunk #38 — 3 Inverse solutions — 3.1 Non parametric optimization methods — 3.1.1 The Bayesian framework — The Gaussian or Normal density function
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In the above, p(y | x) ∝ exp(-X T .X) where X = Kx - y. More generally, p(y | x) ∝ exp(-Tr(X T .σ-1.X)), where σ-1 is the data covariance matrix and 'Tr' denotes the trace of a matrix.