more typos

This commit is contained in:
Morten Hjorth-Jensen
2021-09-06 18:24:42 +02:00
parent f9e7f36c5e
commit 9e7a37fff9
6 changed files with 20 additions and 20 deletions
+4 -4
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@@ -1695,13 +1695,13 @@ and using the orthogonality of the matrix $\bm{U}$ we have
\bm{X}^T\bm{X}=\bm{V}\bm{\Sigma}^T\bm{\Sigma}\bm{V}^T.
\]
!et
We define $\bm{\Sigma}^T\bm{\sigma}=\bm{D}^2, where $\bm{D}$ is a diagonal matrix containing only the singular values squared. It has dimensionality $p \times p$.
We define $\bm{\Sigma}^T\bm{\Sigma}=\tilde{\bm{\Sigma}}^2$ which is a diagonal matrix containing only the singular values squared. It has dimensionality $p \times p$.
This means, using the orthogonality of $\bm{V}$, that we get
!bt
\[
\bm{X}^T\bm{X}=\bm{D}^2.
\bm{X}^T\bm{X}=\tilde{\bm{\Sigma}}^2.
\]
!et
@@ -1716,7 +1716,7 @@ and using our SVD decomposition of $\bm{X}$ we have
!bt
\[
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\bm{D}^{-2}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\tilde{\bm{\Sigma}}^{-2}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
\]
!et
which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,
@@ -1733,7 +1733,7 @@ Note here that when we perform the multiplication of the various matrices, the
\bm{U}=[\bm{u}_0,\bm{u}_1,\dots,\bm{u}_{n-1}],
\]
!et
that belong to $i>p-1$, give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).
that belong to $i>p-1$, result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).
It means that the ordinary least square model (with the optimal parameters) $\bm{\tilde{y}}$, corresponds to an orthogonal transformation of the output (or target) vector $\bm{y}$ by the vectors of the matrix $\bm{U}$.