This integral pops up all the time in Bayesian data analysis:

I got tired of rederiving the solution, so I am posting it here for easy reference:

Where d is the dimensionality of , is the matrix determinant and:

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# xcorr: comp neuro

## computational neuroscience, machine learning

### A Gaussian integral identity

This integral pops up all the time in Bayesian data analysis:

I got tired of rederiving the solution, so I am posting it here for easy reference:

Where d is the dimensionality of , is the matrix determinant and:

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