Multivariate Gaussian Distribution

$\mathcal{N}(x_n|\mu ,\Sigma )=\frac{1}{(2\pi {)}^{d/2}|\Sigma {|}^{1/2}}\exp \left(-\frac{1}{2}(x-\mu {)}^{{}^{\top }}{\Sigma }^{-1}(x-\mu )\right)$

• ${\mu }_k$ is the mean