1. The Math of Dependence: Covariance Explained.

Intro to multivariate random variables and measuring dependence. Definition of covariance and the covariance matrix. Properties: Symmetry and positive semi-definiteness. Visualizing variance (diagonals) vs. covariance (off-diagonals) in a matrix. Adapted from Lecture 10 of Probabilistic Machine Learning Lecture Series:    • Machine Learning Lecture 10 | Multivariate...   Playlist section:    • Probabilistic Machine Learning Lectures