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The t distribution has long tails and is therefore robust against outliers. If we can fit a multivariate t distribution to a data set of input-output pairs, we can therefore perform outlier-robust linear regression. This post provides code that does ...

This article presents some Python code for computing the log-likelihood of a sample under a multivariate Gaussian distribution, along with the formulas used to justify the method of computation. The One-Dimensional Case The likelihood of a data set u...
