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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
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