11 Nov 2016
The Expectation-Maximization (EM)
is a popular method to obtain the Maximum Likelihood Estimate
some of the data may be missing. See [Roche,
] for a nice tutorial on EM. The
following problem is a nice exercise in working out the algorithm
details to reinforce the concepts.
29 Oct 2016
Assume that we are given a matrix .
Each row of the matrix is considered to be an observation
represented by a data vector that measures features of some
phenomenon. We can think of Principal Component Analysis (PCA) as trying
to trying to solve two related problems.
12 Oct 2016
Thanks to Prof. Larry
for this problem!
Consider the following binary classification problem. Every individual
of a population is associated with an independent replicate of the pair
, having known joint distribution and where the
(observed) covariate has a (marginal) distribution
, and the (unobserved) response . Suppose
the costs of misclassifying an individual with and are and , respectively. What’s the Bayes