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April 26th, 2017, 06:17 AM   #1
Joined: Nov 2016
From: South Africa

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Function Approximation as Multivariate Gaussian

Is there any existing method to approximate a (multivariate) function at an arbitrary point as a multivariate gaussian to get a gaussian that fits the function best close to that point, by only evaluating the function (and possibly calculating the Hessian) at the point of interest?
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approximation, function, gaussian, multivariate

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