Probability Distributions and Conditional Distribution
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Questions and Answers

What is the main purpose of statistical modeling?

  • To simulate natural processes exactly as they occur
  • To represent the nature of reality through various lenses (correct)
  • To create artificial constructions without any abstraction
  • To ignore extraneous details in the model

In statistical modeling, what do probability distributions help with?

  • Assigning probabilities to all possible outcomes
  • Modeling natural processes exactly
  • Estimating parameters from the data (correct)
  • Visualizing the data flow

What do mean (μ) and parameter σ control in probability distributions?

  • Both μ and σ control the centering of the distribution
  • Both μ and σ control the shape of the distribution
  • μ controls where the distribution is centered, and σ controls how spread out it is (correct)
  • σ controls where the distribution is centered, and μ controls its spread

What is one key factor to consider when analyzing a model for overlooked details?

<p>Reviewing all abstracted details that were removed during model creation (C)</p> Signup and view all the answers

Why are probability distributions considered as building blocks of statistical models?

<p>Because they approximate shapes of natural processes with few parameters (D)</p> Signup and view all the answers

What helps draw a picture of the underlying process in statistical modeling?

<p>A mathematical diagram of data flow (B)</p> Signup and view all the answers

What does the conditional distribution p(x|y) represent?

<p>The density function of x given a particular value of y (C)</p> Signup and view all the answers

In the context of modeling, what does fitting a model involve?

<p>Estimating the parameters of the model using observed data (A)</p> Signup and view all the answers

What is meant by overfitting a model?

<p>The model captures noise in the data as if it were a pattern (D)</p> Signup and view all the answers

When fitting a model, what are the estimators obtained from the data?

<p>Functions of data used to estimate the model parameters (C)</p> Signup and view all the answers

Which optimization methods are commonly used in fitting models?

<p>Gradient Descent and Newton's Method (D)</p> Signup and view all the answers

In a multivariate setting, what does the joint distribution represent?

<p>The distribution involving all variables simultaneously (A)</p> Signup and view all the answers

What is the process to find the best r-dimensional approximation to a dataset D?

<p>Computing the eigenvalues of Σ, sorting them, and selecting the r largest eigenvalues with their corresponding eigenvectors (C)</p> Signup and view all the answers

How is the r-dimensional subspace chosen in principal component analysis?

<p>By selecting the dimensions that capture at least a specified variance threshold α (C)</p> Signup and view all the answers

What does the value α represent when choosing the dimensionality in principal component analysis?

<p>A desired variance threshold (D)</p> Signup and view all the answers

In practice, what is a common value used for the variance threshold α?

<p>0.9 or higher (A)</p> Signup and view all the answers

Which step helps in selecting the fewest number of dimensions that captures at least α fraction of the total variance?

<p>Adding additional principal components until the desired variance threshold is reached (D)</p> Signup and view all the answers

In multivariate functions, what role do eigenvalues and eigenvectors play?

<p>Determining the best r-dimensional approximation (A)</p> Signup and view all the answers

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