Note: Using Ubuntu 16.04 LTS Xenial

add-apt-repository ppa:x2go/stable
apt update
apt install x2goserver x2goserver-xsession
apt install mate-desktop mate-icon-theme mate-session-manager mate-applets

/etc/profile.d/x2go-mate.sh:

#!/bin/bash

export GSETTINGS_SCHEMA_DIR=/usr/share/mate:/usr/share/mate:/usr/local/share/:/usr/share/:/var/lib/snapd/desktop
export XDG_DATA_DIRS=/usr/share/mate:/usr/share/mate:/usr/local/share/:/usr/share/:/var/lib/snapd/desktop