updating typos

This commit is contained in:
Morten Hjorth-Jensen
2023-09-11 21:07:47 +02:00
parent b1a5156248
commit 8ef5665705
17 changed files with 6112 additions and 2653 deletions
@@ -2,7 +2,7 @@
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@@ -14,7 +14,7 @@
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@@ -27,25 +27,34 @@
},
{
"cell_type": "markdown",
"id": "c02815dd",
"id": "6f34e507",
"metadata": {
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"source": [
"## Overarching aims of the exercises this week\n",
"\n",
"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 [Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer](https://www.springer.com/gp/book/9780387848570)). The exercise is also a part of project 1 and can be reused in the theory part of the project.\n",
"This exercise deals with various mean values and variances in linear\n",
"regression method (here it may be useful to look up chapter 3,\n",
"equation (3.8) of [Trevor Hastie, Robert Tibshirani, Jerome\n",
"H. Friedman, The Elements of Statistical Learning,\n",
"Springer](https://www.springer.com/gp/book/9780387848570)). The\n",
"exercise is also a part of project 1 and can be reused in the theory\n",
"part of the project.\n",
"\n",
"For more discussions on Ridge regression and calculation of expectation values, [Wessel van Wieringen's](https://arxiv.org/abs/1509.09169) article is highly recommended.\n",
"For more discussions on Ridge regression and calculation of\n",
"expectation values, [Wessel van\n",
"Wieringen's](https://arxiv.org/abs/1509.09169) article is highly\n",
"recommended.\n",
"\n",
"The assumption we have made is \n",
"that there exists a continuous function $f(\\boldsymbol{x})$ and a normal distributed error $\\boldsymbol{\\varepsilon}\\sim N(0, \\sigma^2)$\n",
"which describes our data"
"The assumption we have made is that there exists a continuous function\n",
"$f(\\boldsymbol{x})$ and a normal distributed error $\\boldsymbol{\\varepsilon}\\sim N(0,\n",
"\\sigma^2)$ which describes our data"
]
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"metadata": {
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@@ -57,7 +66,7 @@
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@@ -68,7 +77,7 @@
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@@ -80,7 +89,7 @@
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@@ -90,7 +99,7 @@
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"metadata": {
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@@ -102,7 +111,7 @@
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"metadata": {
"editable": true
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@@ -114,7 +123,7 @@
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"metadata": {
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@@ -125,7 +134,7 @@
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@@ -137,7 +146,7 @@
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@@ -150,7 +159,7 @@
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@@ -162,7 +171,7 @@
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@@ -172,7 +181,7 @@
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@@ -184,7 +193,7 @@
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@@ -195,7 +204,7 @@
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@@ -207,20 +216,20 @@
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{
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"source": [
"$$\n",
"\\mathbb{E} \\big[ \\boldsymbol{\\beta}^{\\mathrm{Ridge}} \\big]=(\\mathbf{X}^{T} \\mathbf{X} + \\lambda \\mathbf{I}_{pp})^{-1} (\\mathbf{X}^{\\top} \\mathbf{X})\\\n",
"\\mathbb{E} \\big[ \\hat{\\boldsymbol{\\beta}}^{\\mathrm{Ridge}} \\big]=(\\mathbf{X}^{T} \\mathbf{X} + \\lambda \\mathbf{I}_{pp})^{-1} (\\mathbf{X}^{\\top} \\mathbf{X})\\\n",
"\\boldsymbol{\\beta}^{\\mathrm{OLS}}.\n",
"$$"
]
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@@ -233,19 +242,19 @@
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"source": [
"$$\n",
"\\mbox{Var}[\\boldsymbol{\\beta}^{\\mathrm{Ridge}}]=\\sigma^2[ \\mathbf{X}^{T} \\mathbf{X} + \\lambda \\mathbf{I} ]^{-1} \\mathbf{X}^{T}\\mathbf{X} \\{ [ \\mathbf{X}^{\\top} \\mathbf{X} + \\lambda \\mathbf{I} ]^{-1}\\}^{T},\n",
"\\mbox{Var}[\\hat{\\boldsymbol{\\beta}}^{\\mathrm{Ridge}}]=\\sigma^2[ \\mathbf{X}^{T} \\mathbf{X} + \\lambda \\mathbf{I} ]^{-1} \\mathbf{X}^{T}\\mathbf{X} \\{ [ \\mathbf{X}^{\\top} \\mathbf{X} + \\lambda \\mathbf{I} ]^{-1}\\}^{T},\n",
"$$"
]
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"metadata": {
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