Slides: http://www.cs.ubc.ca/~nando/540-2013/lectures/l2.pdf

Hastie, Tibshirani & Friedman book: http://statweb.stanford.edu/~tibs/ElemStatLearn/download.html

Theano (Python): http://deeplearning.net/software/theano/

Multivariate normal distribution Wikipedia page: http://en.wikipedia.org/wiki/Multivariate_normal_distribution

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