Please ask questions here about Assignment 1 in CSE 291, "Statistical Learning."

Looking for study partner(s) for CSE291 -- ddwang@gmail.com

In problem 1, what does "P" mean in "(x,y) ~ P." ? Is "P" a distribution or does the notation simply mean that x and y are probabilities in [0,1]?

In question 4, bullet 2, is there a typo? I think it's not the case that x_i ~ N(d, s^2), but instead r_i ~ N(d, s^2).

Regarding Problem 1.3, what sort of times should we be shooting for? The way I see it, you need to have one loop to vary the window size, and one to step through t. Is this correct? I've been thinking about how to remove stepping through t, but I can't see how. The timing I'm getting doesn't seem to be too fast, which leads me to believe I'm missing something.

These are the only loops I'm using and all other calculations are done through matrix multiplications and array multiplication as well as matlab commands like mean and std.

/m3 answer: P is a probability distribution; it is a bivariate probability density function to be precise. x and y are real-valued random variables.

/m4 answer: No, there is no typo. It is simpler to assume that x_i has a Gaussian distribution, rather than r_i. The reason is that the sum of Gaussian random variables is itself Gaussian. This fact makes the problem solvable.

Edited by author 01-06-2005 12:00 AM
/m5 answer: The obvious implementation of each algorithm has two nested "for" loops: one to iterate over days, and one to iterate over stocks. It is possible to eliminate both these loops, and to get a one-line implementation of each algorithm.

You don't need standard deviations (the Matlb "std" function) here. The algorithms are very simple!

The point of the paper is algorithms that use window sizes, but UBAH and CBAL do not. Part of the point of this exercise is to develop the ability to get what you need rapidly from a paper, while temporarily ignoring what you don't need--this is an important ability for a researcher.

/m8 Thanks for the response. I confused the question because I misread Table 1 as Figure 1 in the homework sheet, so I thought we needed to implement Anticor in order to replicate the Figure. Just implementing UBAH and CBAL is easy.

I have made a couple of small corrections to the notes about Question 4--nothing major.

Edited by author 01-06-2005 07:59 PM
For the simulation in problem 2, you told me that assuming Gaussian would be sufficient. I have a few more questions on this.

1. The problem says that the standard deviation of the husbands' and wives' ages are four and three, respectively. Even if I assume a Gaussian distribution with the stdev, the stdev of n sampled data might not be exactly 4.0 and 3.0. Would it be okay? I guess so, but it looks like not okay by the statement itself in the problem. "In a sample of n married couples, the standard deviation of the husbands' ages is four years, and the standard deviation of the wives' ages is three years."

2. The ages are integers usually. Do you want us to use integer value of ages, or just a real value?

Thanks,

Hyun