correcting typos
This commit is contained in:
@@ -417,11 +417,9 @@ Give a
|
||||
critical discussion of the three methods and a judgement of which
|
||||
model fits the data best.
|
||||
</p>
|
||||
|
||||
<p>v</p>
|
||||
<h3 id="part-d-paper-and-pencil-part">Part d): Paper and pencil part </h3>
|
||||
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_blank">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>).</p>
|
||||
<p>This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_blank">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>). The exercise is also part of the weekly exercises for week 37.</p>
|
||||
|
||||
<p>The assumption we have made is
|
||||
that there exists a continuous function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim N(0, \sigma^2) \)
|
||||
@@ -466,7 +464,7 @@ $$
|
||||
\mbox{Var}(\boldsymbol{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
|
||||
$$
|
||||
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \). .
|
||||
<p>We can use the last expression when we define a so-called confidence interval for the parameters \( \beta \).
|
||||
A given parameter \( \beta_j \) is given by the diagonal matrix element of the above matrix.
|
||||
</p>
|
||||
<h3 id="part-e-bias-variance-trade-off-and-resampling-techniques">Part e): Bias-variance trade-off and resampling techniques </h3>
|
||||
@@ -540,7 +538,7 @@ $$
|
||||
\mathrm{var}[\tilde{f}]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\boldsymbol{\tilde{y}}\right])^2.
|
||||
$$
|
||||
|
||||
<p>The answer to this exercise should be included in the theory part of the report.
|
||||
<p>The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 37.
|
||||
Explain what the terms mean and discuss their interpretations.
|
||||
</p>
|
||||
|
||||
|
||||
Reference in New Issue
Block a user