update week 37
This commit is contained in:
@@ -316,7 +316,7 @@ $$
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p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
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$$
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
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<p>
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<!-- navigation buttons at the bottom of the page -->
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@@ -302,11 +302,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
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\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
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</p>
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<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
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<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
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\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
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</p>
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<p>This quantity will be used to
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<p>This quantity can be used to
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construct a confidence interval for the estimates.
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</p>
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@@ -578,7 +578,7 @@ p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol
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$$
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<p> <br>
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
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</section>
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<section>
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@@ -998,11 +998,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
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\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
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</p>
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<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
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<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
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\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
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</p>
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<p>This quantity will be used to
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<p>This quantity can be used to
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construct a confidence interval for the estimates.
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</p>
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</section>
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@@ -577,7 +577,7 @@ $$
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p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
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$$
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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<h2 id="ridge-and-bayes">Ridge and Bayes </h2>
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@@ -944,11 +944,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
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\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
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</p>
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<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
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<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
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\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
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</p>
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<p>This quantity will be used to
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<p>This quantity can be used to
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construct a confidence interval for the estimates.
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</p>
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@@ -654,7 +654,7 @@ $$
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p(\boldsymbol{\beta}\vert\boldsymbol{D})\propto p(\boldsymbol{D}\vert\boldsymbol{\beta})p(\boldsymbol{\beta}).
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$$
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta} \)! </p>
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<p>We have a model for \( p(\boldsymbol{D}\vert\boldsymbol{\beta}) \) but need one for the <b>prior</b> \( p(\boldsymbol{\beta}) \)! </p>
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<!-- !split --><br><br><br><br><br><br><br><br><br><br>
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<h2 id="ridge-and-bayes">Ridge and Bayes </h2>
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@@ -1021,11 +1021,11 @@ unknown parameter such as the parameters \( \boldsymbol{\beta} \) from linear re
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\( \mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta} \), which means that the estimator of the regression parameters is unbiased.
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</p>
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<p>We found also that the variance of the estimate of the \( j \)-th regression coefficient is
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<p>In the exercises this week we show that the variance of the estimate of the \( j \)-th regression coefficient is
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\( \boldsymbol{\sigma}^2 (\boldsymbol{\beta}_j ) = \boldsymbol{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} \).
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</p>
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<p>This quantity will be used to
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<p>This quantity can be used to
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construct a confidence interval for the estimates.
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</p>
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@@ -339,7 +339,7 @@ p(\bm{\beta}\vert\bm{D})\propto p(\bm{D}\vert\bm{\beta})p(\bm{\beta}).
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\]
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!et
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We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta}$!
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We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta})$!
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!split
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@@ -710,10 +710,10 @@ unknown parameter such as the parameters $\bm{\beta}$ from linear regression.
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With the OLS expressions for the parameters $\bm{\beta}$ we found
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$\mathbb{E}(\bm{\beta}) = \bm{\beta}$, which means that the estimator of the regression parameters is unbiased.
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We found also that the variance of the estimate of the $j$-th regression coefficient is
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In the exercises this week we show that the variance of the estimate of the $j$-th regression coefficient is
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$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $.
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This quantity will be used to
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This quantity can be used to
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construct a confidence interval for the estimates.
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