Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

MAP for multivariate gaussian?

  1. Jun 20, 2010 #1
    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
    Last edited: Jun 20, 2010
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you help with the solution or looking for help too?
Draft saved Draft deleted

Similar Discussions: MAP for multivariate gaussian?
  1. Gaussian function (Replies: 1)

  2. Gaussian function (Replies: 1)