Singular Value Decomposition Part 1: Perspectives on Linear Algebra

Math ∩ Programming

The singular value decomposition (SVD) of a matrix is a fundamental tool in computer science, data analysis, and statistics. It’s used for all kinds of applications from regression to prediction, to finding approximate solutions to optimization problems. In this series of two posts we’ll motivate, define, compute, and use the singular value decomposition to analyze some data.

I want to spend the first post entirely on motivation and background. As part of this, I think we need a little reminder about how linear algebra equivocates linear subspaces and matrices. I say “I think” because what I’m going to say seems rarely spelled out in detail. Indeed, I was confused myself when I first started to read about linear algebra applied to algorithms, machine learning, and data science, despite having a solid understanding of linear algebra from a mathematical perspective. The concern is the connection between matrices as transformations and matrices as a “convenient” way to organize data.

Data…

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Guest Post: ROB TIBSHIRANI

Normal Deviate

GUEST POST: ROB TIBSHIRANI

Today we have a guest post by my good friend Rob Tibshirani. Rob has a list of nine great statistics papers. (He is too modest to include his own papers.) Have a look and let us know what papers you would add to the list. And what machine learning papers would you add? Enjoy.

9 Great Statistics papers published after 1970
Rob Tibshirani

I was thinking about influential and awe-inspiring papers in Statistics and thought it would be fun to make a list. This list will show my bias in favor of practical work, and by its omissions, my ignorance of many important subfields of Statistics. I hope that others will express their own opinions.

  1. Regression models and life tables (with discussion) (Cox 1972). A beautiful and elegant solution to an extremely important practical problem. Has had an enormous impact in medical science. David Cox…

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