B555 Written Assignment 2 Solved

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  1. Solve problem 3.3 (page 174) in the textbook.
  2. Consider a multivariate random variable (of dimension 2) uniform[1,2]2 and

the random variable y define as .

  • Use the change of variables formulas given in class to calculate the distribution over y.
  • What is the range of values of y for which Pr(y) is not zero.
  • Verify that Pr(y) calculated in part (1) is normalized; that is, verify that Ry Pr(y)dy = 1.
  1. Consider a bi-variate normal variable X distributed N(0,I) and a univariate Y where Y |X is distributed as N(µ = 3x1 + 2x2 + 52 = 25). Calculate an explicit form for p(X|Y = 4) using our template for Bayes theorem for Gaussians. Are x1,x2 still independent after Y is observed?
  2. Consider a real-valued symmetric matrix S with eigen decomposition S = V ΛV T. Now consider the optimization problem:

argmax{x | xTx≤1} xTSx

that is, we seek a vector x of norm at most 1 maximizing the quadratic form xTSx. What is the optimal solution x?

Hint: can you express x in the basis formed by V ?

  1. Solve problem 3.7 (page 175) in the textbook.
  2. Solve problem 3.11 (page 175) in the textbook.

By using Equations (C.22) and (C.26) prove Equation (C.28) in the textbook

  • MLAssignment2_AakashAhuja-1-1ueol6.pdf