The standard multivariate gaussian is given by:(adsbygoogle = window.adsbygoogle || []).push({});

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

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# MAP for multivariate gaussian?

Can you offer guidance or do you also need help?

Draft saved
Draft deleted

**Physics Forums | Science Articles, Homework Help, Discussion**