Lecture 8 Maximum Likelihood Estimation

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Lecture PDF: https://www.dropbox.com/s/q6whvic1b91... • The likelihood function, frequentist vs. Bayesian approaches; Maximum Likelihood estimator (MLE), MLE for the univariate Gaussian; Biased and unbiased estimators, MLE estimates for the mean and variance of a Gaussian; MLE for the Poisson distribution, MLE for the Multinomial distribution; MLE and Least Squares; MLE for the Multivariate Gaussian; Sequential MLE Estimation for the Univariate Gaussian distribution and the Robbins-Monro Algorithm, Sequential MLE for the Multivariate Gaussian.

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