MAP for multivariate gaussian?

by mort.motes
Tags: gaussian, multivariate
mort.motes is offline
Jun20-10, 03:18 PM
P: 2
The standard multivariate gaussian is given by:

taken from:

The parameters can be estimated using:


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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