jun1-cs 님의 블로그

[The Elements of Statistical Learning] 1. Mixture model: describe the data using mix of multiple simple models (ex: gaussian model)Ex) two-component mixture model Y: combination of two gaussian modelsg(y): density of Y-> sum the log g(y) of N data points -> maximize this log-likelihood Parameters of the model: pi, mu1, s1, mu2, s2 => mixture models -> useful for supervised learning, lead to radi..

[The Elements of Statistical Learning] Bootstrap: Computational way to assess uncertainty.Ex) To fit a cubic spline to the data, we represent seven dimensional linear space (7-spline basis functions)N개의 datapoint, 7개의 함수(다변수라고 생각) -> H[N,7] -> b는 7개의 함수를 더할 때 함수별 가중치를 포함한 행렬 -> b=(H^T H)^(-1) H^T y => bootstrap distribution 이용해서 spline smooth 계산 (95% CI) 1)Parametric bootstrap: gaussian noise + ..