Bayesian Linear Regression and Maximum Likelihood Estimates @Eigensteve
Bayesian Linear Regression and Maximum Likelihood Estimates  @Eigensteve
Uploaded April 2026 | Updated September 2026, 2 weeks ago
In this video we show that the least squares regression fit is the maximum likelihood estimate assuming Gaussian noise on the measurements. This is a powerful fact that will allow us to incorporate prior information in the Bayesian framework.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company
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Steve Brunton |

Bayesian Linear Regression and Maximum Likelihood Estimates

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