statistics

Statistical learning (part 3)

December 8, 2023
statistics

Statistical learning (part 3) # This is my note taking course (lecture 6.10 - 7.4) on https://learning.edx.org/course/course-v1:StanfordOnline+STATSX0001+2T2023/home PCA # Find a direction where data varies the most. What does it mean? Suppose you have a such direction, how do I verify the direction is the wanted direction? I.e. what is our goal? Suppose we have a direction, rotate the axis so that the direction is horizontal. Now our data point is plotted in this new coordinate. ...

Statistical Learning (part 2)

November 18, 2023
statistics

Statistical learning (part 2) # This is my note taking course on https://learning.edx.org/course/course-v1:StanfordOnline+STATSX0001+2T2023/home (lecture 4.8-6.9) Linear regression (part 2) # The model # The Linear Model: The linear regression model is typically written as: \[ Y = X\beta + \epsilon \] where \( Y \) is the response vector, \( X \) is the matrix of predictors (including a column of ones for the intercept), \( \beta \) is the vector of regression coefficients, and \( \epsilon \) represents the error terms. ...