Obtain the maximum likelihood estimates of the mean vector and covariance matrix of a multivariate Gaussian density

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Obtain the maximum likelihood estimates of the mean vector and covariance matrix of a multivariate Gaussian density given $N$ observations $\mathbf{x}_{1}, \ldots, \mathbf{x}_{N}$.

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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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Question Posted: May 23, 2024 02:01 AM

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Obtain the maximum likelihood estimates of the mean vector and covariance matrix of a multivariate Gaussian density

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A First Course In Machine Learning

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