Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Exercise 6.2 part c #12

Open
AlbertoGuastalla opened this issue Mar 24, 2021 · 0 comments
Open

Exercise 6.2 part c #12

AlbertoGuastalla opened this issue Mar 24, 2021 · 0 comments

Comments

@AlbertoGuastalla
Copy link

AlbertoGuastalla commented Mar 24, 2021

In my opinion there is one too many conditions regarding the search for the local maximum of the bivariate Guassian p(x, y). In fact it would not be enough to impose the Hessian determinant of p (x, y) to be > 0, and, using Sylvester's criterion, to impose the top left entry (of the Hessian) to be < 0 too to have the guarantee that both eigenvalues ​​of 'Hessian are negative (ie local maximum condition).
Therefore the condition for which the second derivative of p with respect to y is < 0 is too many.

For more info:
https://math.stackexchange.com/questions/1985889/why-how-does-the-determinant-of-the-hessian-matrix-combined-with-the-2nd-deriva

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant