Least Squares vs Maximum Likelihood

Опубликовано: 10 Июль 2024
на канале: DataMListic

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In this video, we explore why the least squares method is closely related to the Gaussian distribution. Simply put, this happens because it assumes that the errors or residuals in the data follow a normal distribution with a mean on the regression line.

References
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Multivariate Normal (Gaussian) Distribution Explained:    • Multivariate Normal (Gaussian) Distri...

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Contents
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00:00 - Intro
00:38 - Linear Regression with Least Squares
01:20 - Gaussian Distribution
02:10 - Maximum Likelihood Demonstration
03:23 - Final Thoughts
04:33 - Outro

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