ESL Overview

原创 2016年08月30日 16:23:28

Overview

Notation

  • We will use n to represent the number of distinct data points, or observations.

  • Let p denote the number of variables that are available for use in making predictions.

  • We will let xij represent the value of the jth variable for the ith observation, where i=1, 2, , n, j=1, 2, , p.

  • We let X denote a n×p matrix whose (i,j)th element is xij.That is,

    X=x11x21xn1x12x22xn2x1px2pxnp

  • We denote xi as the ith row of X. xi is a vector of length p,, containing the p variable measurements for the ith observation. That is,

    xi=xi1xi2xip

  • If we are interested in the columns of X, which we will write as x1, x2, , xp. That is,

xj=x1jx2jxnj

  • If we use these notations, we can write X as
    X=(x1x2xp)

X=xT1xT2xTn

  • The T notation denotes the transpose of a matrix or vector. For example,

    XT=x11x12x1px21x22x2pxn1xn2vdotsxnp

    while
    xTi=(xi1xi2xip)

  • We use yi to denote the ith observation of the variable on which we wish to predict. Hence, we write the set of all n observations in vector form as

    y=y1y2yn

  • We always denote a vector of length n in lower case bold e.g.

    a=a1a2an

  • If a vector not of length n will be denoted in lower case normal font, e.g. a.

  • Matrix will be denoted using bold capitals, such as A.

  • Random variables will be denoted using capital normal font, e.g. A, regardless of their dimensions.

  • To indicate that an object is a scalar, we will use the notation aR. To indicate that it is a vector of length k, we will use aRk. We will indicate that an object is a r×s matrix using ARr×s.

  • Suppose that ARr×d and BRd×s. Then the product of A and B is denoted AB. That is, (AB)ij=dk=1aikbkj. As an example, consider

    A=(1324) and B=(5768)

    Then
    AB=(1324)(5768)=(1×5+2×73×5+4×71×6+2×83×6+4×8)=(19432250)

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