Regression diagnostics | Statistical tests
In econometrics, the information matrix test is used to determine whether a regression model is misspecified. The test was developed by Halbert White, who observed that in a correctly specified model and under standard regularity assumptions, the Fisher information matrix can be expressed in either of two ways: as the outer product of the gradient, or as a function of the Hessian matrix of the log-likelihood function. Consider a linear model , where the errors are assumed to be distributed . If the parameters and are stacked in the vector , the resulting log-likelihood function is The information matrix can then be expressed as that is the expected value of the outer product of the gradient or score. Second, it can be written as the negative of the Hessian matrix of the log-likelihood function If the model is correctly specified, both expressions should be equal. Combining the equivalent forms yields where is an random matrix, where is the number of parameters. White showed that the elements of , where is the MLE, are asymptotically normally distributed with zero means when the model is correctly specified. In small samples, however, the test generally performs poorly. (Wikipedia).
Definition of a matrix | Lecture 1 | Matrix Algebra for Engineers
What is a matrix? Join me on Coursera: https://www.coursera.org/learn/matrix-algebra-engineers Lecture notes at http://www.math.ust.hk/~machas/matrix-algebra-for-engineers.pdf Subscribe to my channel: http://www.youtube.com/user/jchasnov?sub_confirmation=1
From playlist Matrix Algebra for Engineers
The Math You Need for Deep Learning: Matrix Multiplication
This is a single lecture from a course. If you you like the material and want more context (e.g., the lectures that came before), check out the whole course: https://go.umd.edu/jbg-inst-808 (Including homeworks and reading.) Music: https://soundcloud.com/alvin-grissom-ii/review-and-rest
From playlist Deep Learning for Information Scientists
Understanding Matrices and Matrix Notation
In order to do linear algebra, we will have to know how to use matrices. So what's a matrix? It's just an array of numbers listed in a grid of particular dimensions that can represent the coefficients and constants from a system of linear equations. They're fun, I promise! Let's just start
From playlist Mathematics (All Of It)
How do we add matrices. A matrix is an abstract object that exists in its own right, and in this sense, it is similar to a natural number, or a complex number, or even a polynomial. Each element in a matrix has an address by way of the row in which it is and the column in which it is. Y
From playlist Introducing linear algebra
So ... What Actually is a Matrix ? : Data Science Basics
What's the best way to think about a matrix for data science? --- Like, Subscribe, and Hit that Bell to get all the latest videos from ritvikmath ~ --- Check out my Medium: https://medium.com/@ritvikmathematics
From playlist Data Science Basics
Linear Algebra for Computer Scientists. 12. Introducing the Matrix
This computer science video is one of a series of lessons about linear algebra for computer scientists. This video introduces the concept of a matrix. A matrix is a rectangular or square, two dimensional array of numbers, symbols, or expressions. A matrix is also classed a second order
From playlist Linear Algebra for Computer Scientists
Matrix Addition, Subtraction, and Scalar Multiplication
This video shows how to add, subtract and perform scalar multiplication with matrices. http://mathispower4u.yolasite.com/ http://mathispower4u.wordpress.com/
From playlist Introduction to Matrices and Matrix Operations
This video is brought to you by the Quantitative Analysis Institute at Wellesley College. The material is best viewed as part of the online resources that organize the content and include questions for checking understanding: https://www.wellesley.edu/qai/onlineresources
From playlist Tutorials for R Statistical Software
Tao Zou - Network Influence Analysis
Dr Tao Zou (ANU) presents "Network Influence Analysis”, 20 August 2020. Seminar organised by the Australian National University.
From playlist Statistics Across Campuses
What is a matrix? Free ebook http://tinyurl.com/EngMathYT
From playlist Intro to Matrices
9. Parametric Hypothesis Testing (cont.)
MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet talked about Wald's test, likelihood ratio test, and testing implicit hypotheses. License: Creative Commons BY-NC-SA More
From playlist MIT 18.650 Statistics for Applications, Fall 2016
Logistic Regression | Logistic Regression in Python | Machine Learning Algorithms | Simplilearn
🔥 Advanced Certificate Program In Data Science: https://www.simplilearn.com/pgp-data-science-certification-bootcamp-program?utm_campaign=MachineLearning-XnOAdxOWXWg&utm_medium=Descriptionff&utm_source=youtube 🔥 Data Science Bootcamp (US Only): https://www.simplilearn.com/data-science-bootc
From playlist Machine Learning with Python | Complete Machine Learning Tutorial | Simplilearn [2022 Updated]
Nexus Trimester - Sidharth Jaggi (The Chinese University of Hong Kong)
Group-testing: Together we are one Sidharth Jaggi (The Chinese University of Hong Kong) March 16, 2016 Group testing is perhaps the “simplest” class of non-linear inference problems. Broadly speaking, group-testing measurements exhibit a “threshold” behaviour, with positive test outcomes
From playlist 2016-T1 - Nexus of Information and Computation Theory - CEB Trimester
Intro to graph neural networks (ML Tech Talks)
In this session of Machine Learning Tech Talks, Senior Research Scientist at DeepMind, Petar Veličković, will give an introductory presentation and Colab exercise on graph neural networks (GNNs). Chapters: 0:00 - Introduction 0:34 - Fantastic GNNs and where to find them 7:48 - Graph data
From playlist ML & Deep Learning
SPSS Tutorial for data analysis | SPSS for Beginners | Part 2
SPSS Statistics is a software package used for interactive, or batched, statistical analysis. Long produced by SPSS Inc., it was acquired by IBM in 2009. The current versions are named IBM SPSS Statistics. In this course you will how to use SPSS for data analysis. This #SPSS course is begi
From playlist SPSS data Analysis
JASP 0.10 Tutorial: Correlations (Episode 9)
In this JASP tutorial, I go through a Correlation Matrix example, discussing and explaining each option you can use to fully explore the test. The data presented here is mine and is unpublished. I am using it for demonstration purposes only. Proper credit should be given if used elsewhere
From playlist JASP Tutorials
Andras Gilyen - Quantum Algorithms for Quantum Information Processing Tasks - IPAM at UCLA
Recorded 24 January 2022. Andras Gilyen of the Renyi Institute of Mathematics presents "Quantum Algorithms for Quantum Information Processing Tasks" at IPAM's Quantum Numerical Linear Algebra Workshop. Abstract: Quantum linear algebra methods, in particular block-encoding and quantum singu
From playlist Quantum Numerical Linear Algebra - Jan. 24 - 27, 2022
Kaggle Live Coding: Intro to Machine Learning with R (Part 2) | Kaggle
Join Kaggle Data Scientist Rachael as she works on data science projects! This week we're going to be walking through a sample machine learning pipeline in R. SUBSCRIBE : http://www.youtube.com/user/kaggledot... About Kaggle: Kaggle is the world's largest community of data scientists. Jo
From playlist Kaggle Live Coding | Kaggle