Carlos Améndola (Technische Universität München)

2019/10/09, 09:30 **(sharp!)**

Before the talk by Daniele Agostini at the "Opening conference of the thematic semester in algebraic geometry" .

Before the talk by Daniele Agostini at the "Opening conference of the thematic semester in algebraic geometry" .

FU Berlin, at room HS A (ground floor), Arnimallee 22

The multivariate Gaussian distribution is fundamental in statistics. In this talk I will introduce two methods for estimating parameters: maximum likelihood and method of moments. Then I will present examples of how these apply to Gaussian covariance models and Gaussian mixture models.