small update

This commit is contained in:
Morten Hjorth-Jensen
2023-09-05 05:57:31 +02:00
parent e2160b5347
commit 195eced7a4
130 changed files with 22074 additions and 106 deletions
@@ -2,19 +2,19 @@
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"<!-- HTML file automatically generated from DocOnce source (https://github.com/doconce/doconce/)\n",
"doconce format html exercisesweek36.do.txt -->\n",
"doconce format html exercisesweek36.do.txt --no_mako -->\n",
"<!-- dom:TITLE: Exercises week 36 -->"
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"### b) The singular value decomposition\n",
"\n",
"Use the singular value decomposition of an $n\\times p$ matrix $\\boldsymbol{X}$ (our design matrix)"
"Here we will use the singular value decomposition of an $n\\times p$ matrix $\\boldsymbol{X}$ (our design matrix)"
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"where $\\boldsymbol{U}$ and $\\boldsymbol{V}$ are orthogonal matrices of dimensions\n",
"to study properties of Ridge regression and ordinary least squares regression.\n",
"Here $\\boldsymbol{U}$ and $\\boldsymbol{V}$ are orthogonal matrices of dimensions\n",
"$n\\times n$ and $p\\times p$, respectively, and $\\boldsymbol{\\Sigma}$ is an\n",
"$n\\times p$ matrix which contains the singular values only. This material was discussed during the lectures of week 35.\n",
"\n",
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