MAP for multivariate gaussian?

  1. The standard multivariate gaussian is given by:

    http://upload.wikimedia.org/math/1/c/d/1cd250fc27ef7b7a9da469416333d07f.png

    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
  2. jcsd
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