We show that the MLE (maximum likelihood estimation) in the class of Gaussian densities can be understood as the search for the best coordinate system which “optimally” underlines the internal structure of the data. This allows in particular to the search for the optimal coordinate system when the origin is fixed in a given point.
CITATION STYLE
Spurek, P., & Tabor, J. (2017). Maximum likelihood estimation and optimal coordinates. In Advances in Intelligent Systems and Computing (Vol. 539, pp. 3–13). Springer Verlag. https://doi.org/10.1007/978-3-319-48944-5_1
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