Homework 5
36-464/36-664: Applied Multivariate Methods
Thursday January 30 2014
Due on Wednesday Feb 5 at 11:59 pm
1. (20 pts) Show how to solve the generalized eigenvalue problem max aT Ba
subject to
Homework 3
36-464/36-664: Applied Multivariate Methods
Thursday January 30 2014
Due on Wednesday Feb 5 at 11:59 pm
Please download the rst patient data (data from subject P1) from http:/
www.cs.cmu.ed
Lecture 5 Notes
36-464/664: Applied Multivariate Methods
Kairavi Chahal and Julian Zhou
1
Recap: Principal Component Analysis
Suppose there are n observations with p features X1 , ., Xp . We seek a lo
Scribe Notes for Lecture 4, 36-464/664
Jaclyn Wolf (jnwolf) and Judy Shi (congs)
January 29, 2014
A few notes:
Homework 2 is due next Wednesday at midnight. Part of it will be proofs and part of it wi
Homework 4
36-464/36-664: Applied Multivariate Methods
Thursday February 6 2014
Due on Wednesday February 12 at 11:59 pm
Please use the same data from homework 3. That is, download the rst
patient dat
SCRIBE NOTES FOR 36464 APPLIED MULTIVARIATE METHODS 1/21/2014
JOSH JELIN AND STEFAN KHOO
1. OVERVIEW
The goal of todays lecture is to understand the basic properties of the multivariate normal distrib
SCRIBE NOTES MULTIVARIATE METHODS 1/16/14
ZACH BRANSON, SHANNON GALLAGHER
1. M ORE M ULTIVARIATE M ETHODS
In this lecture, we go over more matrix properties, the Spectral Decomposition Theorem, and qu
Homework 5
36-464/36-664: Applied Multivariate Methods
Thursday Feb 13 2014
Due on Wednesday Feb 19 at 11:59 pm
Answer all questions fully, backing up your statements. Attach all plots and
code. Your
SCRIBE NOTES FOR LECTURE 1, 36-464/664
MIKE PANE AND LIZ LORENZI
1. C OURSE O UTLINE AND E XPECTATIONS
Applied Multivariate Methods is a joint masters and undergraduate course
focused on topics includ
Homework 4
36-464/36-664: Applied Multivariate Methods
Thursday February 6 2014
Due on Wednesday February 12 at 11:59 pm
Please use the same data from homework 3. That is, download the rst
patient dat
HW 1 solutions, 36-464/36-664: Applied Multivariate Methods
1. (25 pts) The total variance of X is the MSE of the mean:
E|X E(X)|2 = tr(Var(X).
Prove this. You can nd the trace of a matrix dene in the
Homework 1
36-464/36-664: Applied Multivariate Methods
Wednesday January 15 2014
Due on Wednesday Jan 22 at 11:59 pm
1. The total variance of X is the MSE of the mean:
E|X E(X)|2 = tr(Var(X).
Prove th
Homework 2
36-464/36-664: Applied Multivariate Methods
Thursday January 23 2014
Due on Wednesday Jan 29 at 11:59 pm
A very simple model of poverty rates would be as follows: for state i in year
t, the
Homework 2
36-464/36-664: Applied Multivariate Methods
Thursday January 23 2014
Due on Wednesday Jan 29 at 11:59 pm
A very simple model of poverty rates would be as follows: for state i in year
t, the
Homework 3
36-464/36-664: Applied Multivariate Methods
Thursday January 30 2014
Due on Wednesday Feb 5 at 11:59 pm
Please download the rst patient data (data from subject P1) from http:/
www.cs.cmu.ed