A Posteriori Estimation of Correlated Jointly Gaussian Mean Vectors

DOI10.1109/TPAMI.1984.4767559zbMath0546.62036WikidataQ52694410 ScholiaQ52694410MaRDI QIDQ3336516

Moshé J. Lasry, Richard M. Stern

Publication date: 1984

Published in: IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)

zbMATH Keywords

pattern recognitionBayesian learningmultivariate Gaussian distributionsclosed-form expression of the estimation algorithmcross covariance matrixextension of the maximum a posteriori probability methodposteriori estimation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

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