Exam Study Session Questions (2014)

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PCA - how much total variance is explained by principal components?
reduction - use SVD or just idea that we project onto v1?

Segment 19: Chi-Square Statistic
-- transformation law of probabilities
-- characteristic function of chi-square distribution
-- generalization of chi-square to non-independent data

how to get confidence intervals from chi-square values - do you rotate and scale first, or can you just use the Chisquare function to get the region?

hierarchical Bayesian models