Advanced Linear Models for Data Science 1: Least Squares

Advanced Linear Models for Data Science 1: Least Squares

Course
en
English
6 h
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Source
  • From www.coursera.org
Conditions
  • Self-paced
  • Free Access
  • Fee-based Certificate
More info
  • 6 Sequences
  • Advanced Level

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Course details

Syllabus

  • Week 1 - Background
    We cover some basic matrix algebra results that we will need throughout the class. This includes some basic vector derivatives. In addition, we cover some some basic uses of matrices to create summary statistics from data. This includes calculating and subtrac...
  • Week 2 - One and two parameter regression
    In this module, we cover the basics of regression through the origin and linear regression. Regression through the origin is an interesting case, as one can build up all of multivariate regression with it.
  • Week 3 - Linear regression
    In this lecture, we focus on linear regression, the most standard technique for investigating unconfounded linear relationships.
  • Week 4 - General least squares
    We now move on to general least squares where an arbitrary full rank design matrix is fit to a vector outcome.
  • Week 5 - Least squares examples
    Here we give some canonical examples of linear models to relate them to techniques that you may already be using.
  • Week 6 - Bases and residuals
    Here we give a very useful kind of linear model, that is decomposing a signal into a basis expansion.

Prerequisite

None.

Instructors

Brian Caffo, PhD
Professor, Biostatistics
Bloomberg School of Public Health

Editor

Johns Hopkins University (JHU) is a private American university located in Baltimore, Maryland. It also has campuses in Washington, D.C. Bologna, Italy, Singapore and Nanjing, China. It owes its name to Johns Hopkins, a wealthy entrepreneur who bequeathed 7 million dollars to the university on his death.

One of the most prestigious universities in the United States (especially for its faculties of medicine and public health, as well as its school of international affairs), the institution defines itself as the country's leading "research university". At the beginning of its history, it was mainly inspired by the University of Heidelberg and the German educational model of Wilhelm von Humboldt. In 2019, 39 Nobel Prize winners have their names associated with the university.

Platform

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