typos
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@@ -1481,7 +1481,7 @@ p(\bm{\beta})=\prod_{j=0}^{p-1}\exp{\left(-\frac{\beta_j^2}{2\tau^2}\right)}.
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Our posterior probability becomes then (omitting the normalization factor which is just a constant)
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!bt
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\[
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p(\bm{\beta}=\prod_{i=0}^{n-1}\frac{1}{\sqrt{2\pi\sigma^2}}\exp{\left[-\frac{(y_i-\bm{X}_{i,*}\bm{\beta})^2}{2\sigma^2}\right]}\prod_{j=0}^{p-1}\exp{\left(-\frac{\beta_j^2}{2\tau^2}\right)}.
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p(\bm{\beta\vert\bm{D})}=\prod_{i=0}^{n-1}\frac{1}{\sqrt{2\pi\sigma^2}}\exp{\left[-\frac{(y_i-\bm{X}_{i,*}\bm{\beta})^2}{2\sigma^2}\right]}\prod_{j=0}^{p-1}\exp{\left(-\frac{\beta_j^2}{2\tau^2}\right)}.
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\]
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!et
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@@ -1494,14 +1494,14 @@ constants terms that do not depend on $\beta$, we have
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!bt
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\[
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C(\bm{\beta}=\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{2\tau^2}\vert\vert\bm{\beta}\vert\vert_2^2,
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C(\bm{\beta})=\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{2\tau^2}\vert\vert\bm{\beta}\vert\vert_2^2,
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\]
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!et
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and replacing $1/2\tau^2$ with $\lambda$ we have
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!bt
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\[
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C(\bm{\beta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\bm{\beta}\vert\vert_2^2,
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C(\bm{\beta})=\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\bm{\beta}\vert\vert_2^2,
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\]
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!et
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which is our Ridge cost function! Nice, isn't it?
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@@ -1520,7 +1520,7 @@ p(\bm{\beta})=\prod_{j=0}^{p-1}\exp{\left(-\frac{\vert\beta_j\vert}{\tau}\right)
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Our posterior probability becomes then (omitting the normalization factor which is just a constant)
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!bt
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\[
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p(\bm{\beta}=\prod_{i=0}^{n-1}\frac{1}{\sqrt{2\pi\sigma^2}}\exp{\left[-\frac{(y_i-\bm{X}_{i,*}\bm{\beta})^2}{2\sigma^2}\right]}\prod_{j=0}^{p-1}\exp{\left(-\frac{\vert\beta_j\vert}{\tau}\right)}.
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p(\bm{\beta}\vert\bm{D})=\prod_{i=0}^{n-1}\frac{1}{\sqrt{2\pi\sigma^2}}\exp{\left[-\frac{(y_i-\bm{X}_{i,*}\bm{\beta})^2}{2\sigma^2}\right]}\prod_{j=0}^{p-1}\exp{\left(-\frac{\vert\beta_j\vert}{\tau}\right)}.
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\]
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!et
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@@ -1539,7 +1539,7 @@ and replacing $1/\tau$ with $\lambda$ we have
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!bt
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\[
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C(\bm{\beta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\bm{\beta}\vert\vert_1,
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C(\bm{\beta}=\frac{\vert\vert (\bm{y}-\bm{X}\bm{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\bm{\beta}\vert\vert_1,
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\]
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!et
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which is our Lasso cost function!
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