update week 37

This commit is contained in:
Morten Hjorth-Jensen
2024-09-09 06:10:45 +02:00
parent 0cc7d1ed49
commit b16b859d7d
8 changed files with 194 additions and 194 deletions
+1 -1
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@@ -316,7 +316,7 @@ $$
p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
$$
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
<p>
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+2 -2
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@@ -302,11 +302,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
</p>
<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
</p>
<p>This quantity will be used to
<p>This quantity can be used to
construct a confidence interval for the estimates.
</p>
+3 -3
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@@ -578,7 +578,7 @@ p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol
$$
<p>&nbsp;<br>
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
</section>
<section>
@@ -998,11 +998,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
</p>
<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
</p>
<p>This quantity will be used to
<p>This quantity can be used to
construct a confidence interval for the estimates.
</p>
</section>
+3 -3
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@@ -577,7 +577,7 @@ $$
p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
$$
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
<!-- !split --><br><br><br><br><br><br><br><br><br><br>
<h2 id="ridge-and-bayes">Ridge and Bayes </h2>
@@ -944,11 +944,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
</p>
<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
</p>
<p>This quantity will be used to
<p>This quantity can be used to
construct a confidence interval for the estimates.
</p>
+3 -3
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@@ -654,7 +654,7 @@ $$
p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
$$
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
<!-- !split --><br><br><br><br><br><br><br><br><br><br>
<h2 id="ridge-and-bayes">Ridge and Bayes </h2>
@@ -1021,11 +1021,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
</p>
<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
</p>
<p>This quantity will be used to
<p>This quantity can be used to
construct a confidence interval for the estimates.
</p>
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+3 -3
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@@ -339,7 +339,7 @@ p(\bm{\beta}\vert\bm{D})\propto p(\bm{D}\vert\bm{\beta})p(\bm{\beta}).
\]
!et
We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta}$!
We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta})$!
!split
@@ -710,10 +710,10 @@ unknown parameter such as the parameters $\bm{\beta}$ from linear regression.
With the OLS expressions for the parameters $\bm{\beta}$ we found
$\mathbb{E}(\bm{\beta}) = \bm{\beta}$, which means that the estimator of the regression parameters is unbiased.
We found also that the variance of the estimate of the $j$-th regression coefficient is
In the exercises this week we show that the variance of the estimate of the $j$-th regression coefficient is
$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $.
This quantity will be used to
This quantity can be used to
construct a confidence interval for the estimates.