Problem I want to compute cross-correlogram. Fast. Can it not be done quick and dirty in the spectral domain?
Solution Cross-correlation is straightforward to compute in spectral domain as ft(sig1)*conj(ft(sig2)). Computing the cross-correlogram requires successive windowed cross-correlation. MATLAB specgram does just that: can we leverage it?
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Problem I’m using k-means (or insert-clustering-gizmo-here) algorithm. How many clusters shall I partition my data into?
Solution Consider the scale of the clustering, which is naively the zoom setting at which the data is plotted. At a wide enough zoom, all data is one cluster, at telephoto, each point is a cluster. Scale is chosen at the outset of the problem determined not by clustering algorithm but by what is to be achieved by the clustering.
Let’s characterize the correct number of clusters at a given scale.
Hastie, Tibshirani & Friedman, Chapter 12.1-12.3, (without the authors’ color illustrations)
An introduction to support vector classifiers developed as formalization of notion of optimal separating hyperplane, leading to support vector machines by basis expansion of data. The kernel trick for easy adoption of arbitrary bases expansion (even when basis functions themselves are not known), and the use of SVM for regression is also presented.
Links for learning R, clone of the statistical processing language S from Bell Labs, roughly along the abscissa of the learning curve.
Hastie, Tibshirani & Friedman, Chapter 9.1-9.7, (without the authors’ color illustrations)
A discussion of methods to handle data with high dimensionality by assuming some structure in the data. The data is broken down into regions and approximated as either piecewise contours (PRIM), or linear splines (MARS), or by linear/logistic functions (mixture of experts). Also discussed are techniques to handle missing predictors, and the running time of these techniques.
Ordered roughly by relevance for getting to know the kool tool:
Problem: I want Computer Modern fonts in my presentation, but these weird text-land fonts show up in my equations. CM are there in dvi and ps (and even pdf) when I use gv for preview, but disappear in Ad0b3 Reader.
(Btw, I needed to use a symbol, and to use it I used the package txfonts (or pxfonts). That couldn’t hurt?)
Resolution: txfonts adjusts Times for mathematics, and pxfonts adjusts Palatino. Thus, these packages effect all the math, and are not “just for a few symbols” packages.
The symbol you’re looking for — if you found it in tx/pxfonts — will definitely be available from some other package (latex pre-defined or amsfonts, etc.); so look harder in symbols-letter.pdf (or symbols-a4.pdf) and DON’T use tx/pxfonts if Times/Palatino math is not your thing.
Hastie, Tibshirani & Friedman, Chapter 7.1-7.9, (without the authors’ color illustrations)
A discussion of methods to evaluate performance of models from a class in order to choose a model that balances explanation, generalization and interpretability. The progress of ideas is as follows: various measures of performance error, bias-variance decomposition for squared error, estimation of in-sample error using optimism estimate and training error, Mallow’s C_p statistic, AIC, BIC, Minimum Description Length, and the Vapnik-Chernovenkis dimension as the measure of complexity of a model.
Hastie, Tibshirani & Friedman, Chapter 4.1-4.3, (without the authors’ color illustrations)
A discussion of linear methods for classification, using discriminant functions derived by two methods: regression on indicator functions, and approximation by Gaussian functions (of equal or different covariance, leading to linear discriminants and quadratic discriminants respectively). A note on how Fisher arrives at the same discriminants from a different viewpoint concludes this lecture.
