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For questions related to Bayesian statistics in the context of artificial intelligence. Bayesian statistics is a system for describing uncertainty using the mathematical language of probability. Bayesian statistical methods start with existing "prior" beliefs, and update these using data to give "posterior" beliefs.
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What does the notation $\mathcal{N}(z; \mu, \sigma)$ stand for in statistics?
It means that $z$ has a (multivariate) normal distribution with 0 mean and identity covariance matrix. This essentially means each individual element of the vector $z$ has a standard normal distributi …