$\vec{w}h\alpha\mathfrak{t}\;\; i\mathbb{S}\ldots$

estimation for Gaussian models?

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" .
FU Berlin, at room HS A (ground floor), Arnimallee 22
About what?

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.