Skip to content

Commit 85b0632

Browse files
committed
Update notes
1 parent 6cb6404 commit 85b0632

File tree

2 files changed

+2
-6
lines changed

2 files changed

+2
-6
lines changed

notes/main.typ

Lines changed: 2 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -116,14 +116,10 @@ Statistician: That’s a lot of predictors for not many elections, we are going
116116
Student: I also own an almanac.
117117
Statistician: Oh. Sorry, I can’t help you, your problem is impossible.")
118118

119-
10 data points and 7 predictors, there are somthing to do, with a almanac, 1000+ predictors, the problem is impossible since the model is overparameterized and can not give any prediction power for future.
119+
With only 10 data points and 7 predictors, there is still some room for analysis. However, when using an almanac with over 1,000 predictors, the problem becomes unsolvable: the model is overparameterized and loses all predictive power for future observations.
120120

121-
Thus, in tiny sample point, give too much useless predictors may indeed polute the data and make the problem impossible.
121+
Therefore, in scenarios with extremely small sample sizes, an excess of irrelevant predictors can contaminate the data—rather than enriching it—and render meaningful analysis impossible.
122122

123-
#question("Dense and lower high dimensional model")[
124-
In dense high dimensional model, and number of samples $n$ is not so big,
125-
$ EE[ Y | X] = rho ( X^top beta), beta_j ~ O(1/p), j = 1,dots,p, p/n arrow.r (0, infinity) $
126-
If the model is misspecified, it just like the above example, may too many useless predictors and give a useless prediction. "Is there an example of such dense high dimensional model?]
127123

128124
= On the undistinguishable or identification of statistical models
129125

static/notes/notes.pdf

-4.66 KB
Binary file not shown.

0 commit comments

Comments
 (0)