Timeline for What are the 2nd derivatives of the log multivariate normal density?
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
|
|
| Apr 22, 2015 at 14:04 | history | edited | StasK |
edited tags
|
|
| Feb 7, 2014 at 12:13 | vote | accept | Joshua Pritikin | ||
| Feb 7, 2014 at 3:26 | history | edited | Joshua Pritikin | CC BY-SA 3.0 |
deleted 630 characters in body
|
| Feb 7, 2014 at 3:26 | answer | added | Joshua Pritikin | timeline score: 1 | |
| Feb 6, 2014 at 15:17 | history | edited | whuber♦ | CC BY-SA 3.0 |
appended answer 85579 as supplemental
|
| Feb 5, 2014 at 1:29 | comment | added | Arrigo Benedetti | A way to derive the formulas is by Matrix Differential Calculus. If you look at Abadir, Magnus, "Matrix Algebra", Cambridge, pag. 388 you will see the expression of the 2nd order differential for the multivariate normal. If you set ${\rm d}\,\mu=0$ and ${\rm d}\,\Omega=0$ and use the identification formula at the beginning of the chapter you should be able to find expressions for the Hessians $H\, l(\mu)$ and $H\, l(\Omega)$. | |
| Feb 5, 2014 at 0:19 | comment | added | Joshua Pritikin | The mean vector and covariance matrix. | |
| Feb 4, 2014 at 21:58 | comment | added | Arrigo Benedetti | What parameters do you want to calculate the 2nd derivative with respect to? | |
| Feb 4, 2014 at 3:58 | history | tweeted | twitter.com/#!/StackStats/status/430550792807141376 | ||
| Feb 4, 2014 at 2:35 | review | First posts | |||
| Feb 4, 2014 at 3:03 | |||||
| Feb 4, 2014 at 2:15 | history | asked | Joshua Pritikin | CC BY-SA 3.0 |