Testing Statistical Hypothesis: math6263
Testing Statistical Hypothesis for Phd-students
also contains the Theory of Regression. We have a first draft of
lecture notes
and we will soon add more. For many Machine Learning queetions,
it is highly educational to study in detail the mathematical
theory of high dimensional l2-regression: since this is one of the
few instances where optimal solutions can be calculated explicitly,
and hence one can understand exactly what is happening.
Also, many Machine Learning practitioners forget
optimality theory for statistical hypothesis. When
one knows what the optimal solution is, there is no need
for tousands of papers, trying all kind of wierd methods.
Of course, sometimes the issue is that the model in
the real world does not correspond exactly to the theoretical model.