How to set the priors for Bayesian estimation of Multivariate Normal Distribution when the correlation matrix has small values?
30303
bayesian updating for multivariate normal priors
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
36144
Deriving the conditional distributions of a multivariate normal distribution
118351
Confidence regions on bivariate normal distributions using $\hat{\Sigma}_{MLE}$ or $\mathbf{S}$
29123
Multivariate distributions
141025
Estimate normal distribution from small sample with rankings
130941
Coding for an ordered covariate
11175
Conjugate prior for a Gamma distribution
88211
Generate normally distributed random numbers with non positive-definite covariance matrix
57344
When does asymptotic normality of the Bayesian posterior (Bernstein-von Mises) fail?
41681
Conditional multivariate Gaussian distribution
58627
Entropy of the multivariate Gaussian
7442
completing the square for Gaussian multivariate estimation
141614
Linear Combination of Random Normal Variables
101681
Conditional distributions of the multivariate normal
38201
How does a uniform prior lead to the same estimates from maximum likelihood and mode of posterior?
106766
Bayesian linear regression question