## 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.

### 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.

### 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)