# MAP for multivariate gaussian?

1. ### mort.motes

2
The standard multivariate gaussian is given by:

taken from:

http://en.wikipedia.org/wiki/Multivariate_normal_distribution

The parameters can be estimated using:

http://en.wikipedia.org/wiki/Estima...tion_for_the_multivariate_normal_distribution

and:

http://en.wikipedia.org/wiki/Normal_distribution#Estimation_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

Last edited: Jun 20, 2010
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