Multivariate Gaussian Distribution

#Math

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

• $\displaystyle \mu_{k}$ is the mean