Mathias Winther Madsentodayilearned.hashnode.devยทDec 30, 2022Parameter Estimation for the Multivariate t DistributionThe 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 ...149 readsprobabilityAdd a thoughtful commentNo comments yetBe the first to start the conversation.
