On-Line Estimation with the Multivariate Gaussian Distribution.

Sanjoy Dasgupta Daniel Hsu On-Line Estimation with the Multivariate Gaussian Distribution. 278-292 2007 conf/colt/2007 COLT http://dx.doi.org/10.1007/978-3-540-72927-3_21 db/conf/colt/colt2007.html#DasguptaH07