@TECHREPORT{Murphy98fittinga, author = {Kevin P. Murphy}, title = {Fitting a Conditional Gaussian Distribution}, institution = {}, year = {1998} }

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Abstract

Introduction We consider the problem of nding the Maximum Likelihood (ML) estimates of the parameters of a conditional Gaussian node Y with continuous parent X and discrete parent Q, i.e., p(yjx; Q = i) = cj i j 1 2 exp 1 2 (y B i x) 0 1 i (y B i x) where c = (2) d=2 is a constant and jyj = d. The j'th row of B i is the regression vector for the j component of y given that Q = i. To allo