Bayesian estimation | Statistical principles

Orthogonality principle

In statistics and signal processing, the orthogonality principle is a necessary and sufficient condition for the optimality of a Bayesian estimator. Loosely stated, the orthogonality principle says that the error vector of the optimal estimator (in a mean square error sense) is orthogonal to any possible estimator. The orthogonality principle is most commonly stated for linear estimators, but more general formulations are possible. Since the principle is a necessary and sufficient condition for optimality, it can be used to find the minimum mean square error estimator. (Wikipedia).

Orthogonality principle
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Orthogonal Projections

In this video, I define the concept of orthogonal projection of a vector on a line (and on more general subspaces), derive a very nice formula for it, and show why orthogonal projections are so useful. You might even see the hugging formula again. Enjoy! This is the second part of the ort

From playlist Orthogonality

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Orthogonal sets

This is the first video of a linear algebra-series on orthogonality. In this video, I define the notion of orthogonal sets, then show that an orthogonal set without the 0 vector is linearly independent, and finally I show that it's easy to calculate the coordinates of a vector in terms of

From playlist Orthogonality

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Fourier series

In this last part of the orthogonality extravaganza, I show how to use our orthogonality-formula to find the full Fourier series of a function. I also show to what function the Fourier series converges too. In a future video, I'll show you how to find the Fourier sine/cosine series of a fu

From playlist Orthogonality

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73 - Orthogonality

Algebra 1M - international Course no. 104016 Dr. Aviv Censor Technion - International school of engineering

From playlist Algebra 1M

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Orthogonality and Orthonormality

We know that the word orthogonal is kind of like the word perpendicular. It implies that two vectors have an angle of ninety degrees or half pi radians between them. But this term means much more than this, as we can have orthogonal matrices, or entire subspaces that are orthogonal to one

From playlist Mathematics (All Of It)

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(4.1.3) Orthogonality of Eigenfunctions Theorem and Proof

This video explains and proves a theorem on the orthogonality of eigenfunctions. https://mathispower4u.com

From playlist Differential Equations: Complete Set of Course Videos

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Linear Algebra 3.3 Orthogonality

My notes are available at http://asherbroberts.com/ (so you can write along with me). Elementary Linear Algebra: Applications Version 12th Edition by Howard Anton, Chris Rorres, and Anton Kaul

From playlist Linear Algebra

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Linear regression

How to find the line that best fits points, including when you want to weigh some points less than others. Regression line. Least-squares regression. Note: There's a typo at the end of the video: You also have to premultiply b by your matrix with 1/2 Check out my Orthogonality playlist:

From playlist Orthogonality

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Lecture 22: The Spectral Theorem for a Compact Self-Adjoint Operator

MIT 18.102 Introduction to Functional Analysis, Spring 2021 Instructor: Dr. Casey Rodriguez View the complete course: https://ocw.mit.edu/courses/18-102-introduction-to-functional-analysis-spring-2021/ YouTube Playlist: https://www.youtube.com/watch?v=-sfaHVFWBU8&list=PLUl4u3cNGP63micsJp_

From playlist MIT 18.102 Introduction to Functional Analysis, Spring 2021

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Linear Algebra 7.1 Orthogonal Matrices

My notes are available at http://asherbroberts.com/ (so you can write along with me). Elementary Linear Algebra: Applications Version 12th Edition by Howard Anton, Chris Rorres, and Anton Kaul A. Roberts is supported in part by the grants NSF CAREER 1653602 and NSF DMS 2153803.

From playlist Linear Algebra

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Ch 10: What's the commutator and the uncertainty principle? | Maths of Quantum Mechanics

Hello! This is the tenth chapter in my series "Maths of Quantum Mechanics." In this episode, we'll define the commutator, and we'll derive how commuting observables share a simultaneous eigenbasis. We'll then dive into how non-commutation necessarily leads to uncertainty relations in quan

From playlist Maths of Quantum Mechanics

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Ext-analogues of Branching laws – Dipendra Prasad – ICM2018

Lie Theory and Generalizations Invited Lecture 7.5 Ext-analogues of Branching laws Dipendra Prasad Abstract: We consider the Ext-analogues of branching laws for representations of a group to its subgroups in the context of p-adic groups. ICM 2018 – International Congress of Mathematic

From playlist Lie Theory and Generalizations

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Introduction to the Principal Unit Normal Vector

Introduction to the Principal Unit Normal Vector

From playlist Calculus 3

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Linear Algebra for Computer Scientists. 5. Dot Product of Two Vectors

This computer science video is the fifth in a series about linear algebra for computer scientists. In this video you will learn how to calculate the dot product of two vectors, and why you might want to do it. You will see that the dot product of two vectors (also known as the inner prod

From playlist Linear Algebra for Computer Scientists

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Lecture 15: Curvature of Surfaces (Discrete Differential Geometry)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz0hIrNCMQW1YmZysAiIYSSS For more information see http://geometry.cs.cmu.edu/ddg

From playlist Discrete Differential Geometry - CMU 15-458/858

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DDPS | Trustworthy learning of mechanical systems & Stiefel optimization with applications

In this DDPS talk from June 23, 2022, Georgia Institute of Technology assistant professor Molei Tao discusses data-driven learning and prediction of mechanical dynamics and momentum-accelerated gradient descent algorithms on Riemannian manifolds. Description: The interaction of machine le

From playlist Data-driven Physical Simulations (DDPS) Seminar Series

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Mod-01 Lec-01 Introduction and Overview

Advanced Numerical Analysis by Prof. Sachin C. Patwardhan,Department of Chemical Engineering,IIT Bombay.For more details on NPTEL visit http://nptel.ac.in

From playlist IIT Bombay: Advanced Numerical Analysis | CosmoLearning.org

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Heisenberg's Uncertainty Principle EXPLAINED (for beginners)

Uncertain about what Heisenberg's Uncertainty Principle means? Worry no more - this video is here to help you :) Let's start out this description with timestamps, because this video is super looong. 00:00 - Intro 00:42 - What is Heisenberg's Uncertainty Principle? 02:33 - Classical vs Qu

From playlist Quantum Physics by Parth G

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11H Orthogonal Projection of a Vector

The orthogonal projection of one vector along another.

From playlist Linear Algebra

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