Plans for week 37, September 9-13

Dear all and welcome back to FYS-STK3155/4155. 

We hope you all had a great weekend. The plans for this week focus on

1) The lab sessions

    a) Discussion of expectation values, see also lecture material for this week. The exercises this week focus on this topics and can all be reused in project 1. Take also a look at Wessel van Wieringen's article at https://arxiv.org/abs/1509.09169. This is a good read if you are somewhat rusty on expectation values and more.

    b) Else, we will focus on work on project 1

2)  Lecture on Monday September 9

  a) we will focus on a  statistical interpretation of Ridge and Lasso regression

  b) and we will start discussing resampling techniques,such as the Bootstrap and cross validation and the magic of the bias-variance tradeoff

 3) Suggesting Reads and Videos:

    a) Hastie et al Chapter 7, here we recommend 7.1-7.5 and 7.10 (cross-validation) and 7.11 (bootstrap). Rashcka et al pages 175-192

    b) Video on cross validation from StatQuest https://www.youtube.com/watch?v=fSytzGwwBVw

    c) Video on bias-variance tradeoff from StatQuest https://www.youtube.com/watch?v=EuBBz3bI-aA

Best wishes to you all,

Fahimeh, Ida, Karl Henrik, Mia, Morten, Odin, and Sigurd