Statistical Learning Theory and Applications Lecture 2 Review of Linear Algebra and Probability Theory Instructor:Quan Wen SCSE@UESTC Fall 2021
Statistical Learning Theory and Applications Lecture 2 Review of Linear Algebra and Probability Theory Instructor: Quan Wen SCSE@UESTC Fall 2021
Outline (Level 1) ①Linear Algebra ②Probability Theory 1/130
Outline (Level 1) 1 Linear Algebra 2 Probability Theory 1 / 130
Topics: Basic concepts,properties and calculations of vectors o Basic concepts,properties and calculations of matrices o Basic concepts,properties and calculations of probability Basic concepts,properties and calculations of random variable and it's distributions Common probability distributions Key points and difficulties: o Key points:Main concepts and properties of linear algebra and probability theory,and common probability distributions involved in statistical learning Difficulties:Concept and understanding of random variables 2/130
Topics: Basic concepts, properties and calculations of vectors Basic concepts, properties and calculations of matrices Basic concepts, properties and calculations of probability Basic concepts, properties and calculations of random variable and it’s distributions Common probability distributions Key points and difficulties: Key points: Main concepts and properties of linear algebra and probability theory, and common probability distributions involved in statistical learning. Difficulties: Concept and understanding of random variables 2 / 130
Outline (Level 1) ○Linear Algebra Probability Theory 3/130
Outline (Level 1) 1 Linear Algebra 2 Probability Theory 3 / 130
1.Linear Algebra Linear algebra provides a way of compactly representing and operating on sets of linear equations.For example,consider the following system of equations: 4x1-5x2=-13 -2x1+3x2=9 In matrix notation. Ax=b where 4=()=()6=() 4/130
1. Linear Algebra Linear algebra provides a way of compactly representing and operating on sets of linear equations. For example, consider the following system of equations: 4x1 − 5x2 = −13 −2x1 + 3x2 = 9 In matrix notation, Ax = b where A = 4 −5 −2 3 , x = x1 x2 , b = −13 9 4 / 130