19. Principal Component Analysis
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Description
In this lecture, Prof. Rigollet reviewed linear algebra and talked about multivariate statistics.
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Published 07/20/17
In this lecture, Prof. Rigollet talked about Hessian, Fisher information, weighted least squares, and iteratively reweighed least squares.
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In this lecture, Prof. Rigollet talked about strict concavity, optimization methods, quadratic approximation, Newton-Raphson method, and Fisher-scoring method.
Published 07/20/17