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Expectation of Normal Distribution in CMA-ES
olibasciano
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Jun 21, 2022
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Expectation of Normal Distribution in CMA-ES
math
olibasciano
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Jun 21, 2022
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Norm is inside the expectation. Expectation of norm of normal random variable is >0
jamesavery
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Jun 21, 2022
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It’s the expectation of the norm of a multi variate normal distribution which becomes a multi variate chi dist. You can see that it checks out in the source code line 42 and 77.
huckbikes
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Jun 21, 2022
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