Statistical Learning-Classication
STAT 841 / 441, CM 763
Assignment 1
Department of Statistics and Actuarial Science
University of Waterloo
Due: Wednesday October 8, at the start of class
Instructor: Ali Ghodsi
M3 4208 x37316
Policy on Lateness: Slightly

Statistical Learning-Classication
STAT 841 / 441, CM 763
Assignment 2
Department of Statistics and Actuarial Science
University of Waterloo
Due: Tuesday October 27, before 4pm in drop box 15 located in the 4th oor of MC
Instructor: Ali Ghodsi
Policy on La

Statistical Learning-Classication
STAT 841 / 441, CM 763
Assignment 4
University of Waterloo
Due: Friday Dec 4 , before 12pm in drop box 15 located in the 4th oor of MC
Instructor: Ali Ghodsi
Policy on Lateness: No late assignment will be accepted.
1. Sup

Note that the PCs decompose the total variance in the data in the
following way :
d
i=1
=
Var (ui T X ) = ui T S ui = i
d
i=1 (i )
= Tr(S)
= Var (X )
Ali Ghodsi
Classication
Var (ui ui ) = ui S ui = i where i is an eigenvalue of the sample
covariance matr

Statistical Learning-Classication
STAT 841 / 441, CM 763
Assignment 3
Fall 2015
Department of Statistics and Actuarial Science
University of Waterloo
Due: Thursday Nov 12 , before 12pm in drop box 15 located in the 4th oor of MC
Instructor: Ali Ghodsi
Pol

Computation
For QDA we need to calculate:
1
k (x) = 1 log (|k |) 2 (x k ) 1 (x k ) + log (k )
k
2
Lets rst consider the case that
k = I , k .
This is the case where each distribution is spherical, around the mean
point.
Ali Ghodsi
Classication
Case 1
When

Classication
Ali Ghodsi
University of Waterloo
September 17, 2015
Ali Ghodsi
Classication
Classication
The problem of prediction a discrete random variable y from another
random variable x is Called classication. Consider iid data
(x1 , y1 ), . . . , (xn

Statistical Learning-Classication
STAT 841 / 441, CM 763
Assignment 4
University of Waterloo
Due: Monday Nov 30 , before 12pm in drop box 15 located in the 4th oor of MC
Instructor: Ali Ghodsi
Policy on Lateness: Slightly late assignments (up to 24 hs aft