High-Dimensional Probability and Statistics MATH/STAT/ECE 888: Topics in Mathematical Data Science Sebastien Roch (Math+Stat) UW-Madison Fall 2021 Lecture 9 (09/27/21)
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High-DimensionalProbability and Statistics
MATH/STAT/ECE 888: Topics in Mathematical Data ScienceSebastien Roch (Math+Stat)
UW-MadisonFall 2021
Lecture 9 (09/27/21)
Today’s slides based on Williams (but results can befound in any graduate-level probability textbook)
See e.g. https://people.math.wisc.edu/~roch/grad-prob/
Facts About Conditional Expectation
Conditional Expectation: Definition
Conditional Expectation: Definition cont’d
Conditional Expectation: Definition cont’d
Independence
Conditional expectation as least squares
Conditional Expectation Cheat Sheet
Conditional Expectation Cheat Sheet cont’d
A Useful Fact [From Vershynin]
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