Week 5

Overview

Learning Goals

• Review the “4 Horseman” of inference:
  • Monte-Carlo simulation (assumptions)
  • Bootstrap (resampling with replacement)
  • Permutation (shuffling)
  • Cross-validation (generalization)
• Understand the General Linear Model (GLM)
• Understand the Ordinary-Least-Squares (OLS) estimator

Slides

TipSlides Tues Feb 3

TipSlides Wed Feb 4

Mentioned References

• Linear Regression Visual Walkthrough
• The Essence of Linear Algebra by 3blue1brown. These are bite-sized videos to give you some high level intuitions about linear algebra basics, with particularly lovely visuals. If you never formally took any linear algebra (like Eshin), feel math-phobic, or simply need a refresher - this series offers a fresh and fun perspective on about the mathematics that underlies most of the modeling you’re likely to do. You don’t have watch the full series (unless you want to!), but please check out the following chapters:
  • Chap 1: Vectors, what even are they? ~10m
  • Chap 2: Linear combinations, span, and basis vectors ~10m
  • Chap 3: Linear transformations and matrices ~11m
  • Chap 4: Matrix multiplication as composition ~10m
  • Chap 5: Three-dimensional linear transformations ~5m
  • Chap 7: Inverse matrices, column space, and null space ~12m