Question: Assume x R D is distributed according to a multivariate Gaussian distribution, i.e., p ( x ) = N ( x , ) . Given

AssumexRD is distributed according to a multivariate Gaussian distribution, i.e., p(x)=N(x,). Given a set of samples D={x(1),...,x(N)}, derive the Maximum Likelihood estimate of and under the Naive Bayes assumption (i.e., that p(x)=i=1Dp(xi)). What specific structure does have and why?

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