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MAP for multivariate gaussian? 
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#1
Jun2010, 03:18 PM

P: 2

The standard multivariate gaussian is given by:
http://upload.wikimedia.org/math/1/c...416333d07f.png taken from: http://en.wikipedia.org/wiki/Multiva...l_distribution The parameters can be estimated using: http://en.wikipedia.org/wiki/Estimat...l_distribution and: http://en.wikipedia.org/wiki/Normal_..._of_parameters But given those parameters how are MAP (maximum posterior) or the "mode" computed? Again from wiki: "The parameter μ is at the same time the mean, the median and the mode of the normal distribution" In a bayes context MAP can somtimes be estimated as: MAP = ML*Prior 


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