Archive for the ‘Write up’ Category

Information Criterion

This post will be my summary about the Akaike Information Criterion(AIC)  and the Takeuchi Information Criterion(TIC).  In particular, a derivation of AIC and TIC is shown. And if I can understand more about the Generalized Information Criterion, I will cover it too.

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Formulating the PCA

Today I have thought about how one can formulate the Principal Component Analysis (PCA) method. In particular I want to reformulate PCA as a solution for a regression problem. The idea of reformulation PCA as a solution for some regression problem is useful in Sparse PCA , in which a L_1 regularization term is inserted into a ridge regression formula to enforce spareness of the coefficients (i.e. elastic net). There are at least two equivalent ways to motivate PCA. In this post I will first give a formulation of PCA based on orthogonal projection, and then discuss a regression-type reformulation of PCA.

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Nonparametric Bayesian Seminar 1 : Notes

(mục đích chính là viết ra để khỏi quên nên sẽ  lộn xộn. Không có hình vẽ)

Paper: Introduction to Nonparametric Bayesian Models (Naonori Ueda, Takeshi Yamada)

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(These are some thoughts I got while reading the inspiring book by James D.Watson “Avoid boring people and other lessons from a life in science.” Maybe I will give a full summary on the lessons from the book later.)

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Mathematics and the Unexpected

(Just some thoughts while I read Mathematics and the Unexpected and Innumeracy: Mathematical Illiteracy and its consequence. Maybe some more detailed post later.)

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