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Copy file name to clipboardExpand all lines: lectures/linear_models.md
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@@ -556,7 +556,7 @@ information, to be defined below.
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However, you should be aware that these "unconditional" moments do depend on
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the initial distribution $N(\mu_0, \Sigma_0)$.
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#### Moments of the Observations
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#### Moments of the Observables
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Using linearity of expectations again we have
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However, there are some situations where these moments alone tell us all we
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need to know.
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These are situations in which the mean vector and covariance matrix are **sufficient statistics**for the population distribution.
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These are situations in which the mean vector and covariance matrix are all of the **parameters**that pin down the population distribution.
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(Sufficient statistics form a list of objects that characterize a population distribution)
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One such situation is when the vector in question is Gaussian (i.e., normally
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distributed).
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The histogram and population distribution are close, as expected.
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By looking at the figures and experimenting with parameters, you will gain a
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feel for how the population distribution depends on the model primitives {ref}`listed above <lss_pgs>`, as intermediated by
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the distribution's sufficient statistics.
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feel for how the population distribution depends on the model primitives {ref}`listed above <lss_pgs>`, as intermediated by the distribution's parameters.
Copy file name to clipboardExpand all lines: lectures/multivariate_normal.md
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as a function of the number of test scores that we have recorded and
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conditioned on.
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The blue area shows the span that comes from adding or deducing
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The blue area shows the span that comes from adding or subtracting
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$1.96 \hat{\sigma}_{\theta}$ from $\hat{\mu}_{\theta}$.
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Therefore, $95\%$ of the probability mass of the conditional
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* the second equation tells dynamics that work **backward** in time
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* while many of the terms are similar, one equation seems to apply matrix transformations to some matrices that play similar roles in the other equation
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The family resemblences of these two equations reflects a transcendent **duality** between control theory and filtering theory.
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The family resemblences of these two equations reflects a transcendent **duality**that prevails between control theory and filtering theory.
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