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A matrix (plural matrices) is a rectangular array of numbers, symbols, or expressions arranged in rows and columns. The individual items in a matrix are called its elements or entries.
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How to take derivative of multivariate normal density?
Not sure how to take derivative of a matrix.
Wiki says take the derivative element by element inside the matrix. … }{2} \log \left| \Sigma \right| - \frac{1}{2} {(\theta-\hat \theta)}^{T}{\Sigma}^{-1}(\theta-\hat\theta)$$
So, I take derivative w.r.t to $\theta$, first off, there is a transpose, secondly, it is a matrix …