Added text to regression analysis
This commit is contained in:
@@ -23,6 +23,12 @@ A regression model aims at finding a likelihood function $p(y\vert \hat{x})$, th
|
||||
!bblock
|
||||
Before we proceed let us study a case from linear algebra where we aim at fitting a set of data $\hat{y}=[y_0,y_1,\dots,y_{n-1}]$. We could think of these data as a result of an experiment or a complicated numerical experiment. These data are functions of a series of variables $\hat{x}=[x_0,x_1,\dots,x_{n-1}]$, that is $y_i = y(x_i)$ with $i=0,1,2,\dots,n-1$. The variables $x_i$ could represent physical quantities like time, temperature, position etc. We assume that $y(x)$ is a smooth function.
|
||||
|
||||
Since obtaining these data points may not be trivial, we want to use these data to fit a function which can allow us to make predictions for values of $y$ which are not in the present set. The perhaps simplest approach is to assume we can parametrize
|
||||
Since obtaining these data points may not be trivial, we want to use these data to fit a function which can allow us to make predictions for values of $y$ which are not in the present set. The perhaps simplest approach is to assume we can parametrize our function in terms of a polynomial of degree $n-1$ with $n$ points, that is
|
||||
!bt
|
||||
\[
|
||||
f(x) \rightarrow f(x_i) = sum_{j=0}^{n-1} \beta_i x_i^j.
|
||||
\]
|
||||
!et
|
||||
|
||||
|
||||
!eblock
|
||||
|
||||
Reference in New Issue
Block a user