What is multivariate gaussian distribution?

Some articles on gaussian, distribution, multivariate gaussian distribution:

Variational Bayesian Methods - A More Complex Example
... Imagine a Bayesian Gaussian mixture model described as follows Note SymDir is the symmetric Dirichlet distribution of dimension, with the hyperparameter for each component ... The Dirichlet distribution is the conjugate prior of the categorical distribution or multinomial distribution ... is the Wishart distribution, which is the conjugate prior of the precision matrix (inverse covariance matrix) for a multivariate Gaussian distribution ...

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