Difference between revisions of "Segment 20. Nonlinear Least Squares Fitting"

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Here are Bill's numerical answers, so that you can see whether you are on the right track (or whether Bill got it wrong!): [[Media:Chisqfitanswers.txt]]
 
Here are Bill's numerical answers, so that you can see whether you are on the right track (or whether Bill got it wrong!): [[Media:Chisqfitanswers.txt]]
 
Jeff's code is [http://nbviewer.ipython.org/5240001 here].
 

Revision as of 16:03, 9 March 2014

Watch this segment

(Don't worry, what you see statically below is not the beginning of the segment. Press the play button to start at the beginning.)

{{#widget:Iframe |url=http://www.youtube.com/v/xtBCGPHRcb0&hd=1 |width=800 |height=625 |border=0 }}

The direct YouTube link is http://youtu.be/xtBCGPHRcb0

Links to the slides: PDF file or PowerPoint file

Problems

To Calculate

1. (See lecture slide 3.) For one-dimensional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} , the model Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(x | \mathbf b)} is called "linear" if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(x | \mathbf b) = \sum_k b_k X_k(x)} , where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X_k(x)} are arbitrary known functions of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} . Show that minimizing Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \chi^2} produces a set of linear equations (called the "normal equations") for the parameters Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b_k} .

2. A simple example of a linear model is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(x | \mathbf b) = b_0 + b_1 x} , which corresponds to fitting a straight line to data. What are the MLE estimates of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b_0} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b_1} in terms of the data: Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i} 's, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_i} 's, and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma_i} 's?

To Think About

1. We often rather casually assume a uniform prior Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P(\mathbf b)= \text{constant}} on the parameters Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf b} . If the prior is not uniform, then is minimizing Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \chi^2} the right thing to do? If not, then what should you do instead? Can you think of a situation where the difference would be important?

2. What if, in lecture slide 2, the measurement errors were Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle e_i \sim \text{Cauchy}(0,\sigma_i)} instead of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle e_i \sim N(0,\sigma_i)} ? How would you find MLE estimates for the parameters Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf b} ?

Class Activity

Here is some data: Media:Chisqfitdata.txt

In class we will work on fitting this to some models as explained here.

Here are Bill's numerical answers, so that you can see whether you are on the right track (or whether Bill got it wrong!): Media:Chisqfitanswers.txt