Probabilistic Linear RegressionExplores probabilistic linear regression, covering joint and conditional probability, ridge regression, and overfitting mitigation.
Supervised Learning in Financial EconometricsExplores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Back to Linear RegressionCovers linear regression, regularization, inverse problems, X-ray tomography, image reconstruction, data inference, and detector intensity.
Kernel Methods: Machine LearningExplores kernel methods in machine learning, emphasizing their application in regression tasks and the prevention of overfitting.
Geometry of the LassoExplores the geometric explanation of why Lasso solutions are sparse and how coefficients change with the regularization parameter.