Skip to main content

All Questions

1 vote
0 answers
66 views

Conditional independence statements for probabilistic motivation for linear regression

So the motivation for using the squared loss in linear regression can be written as the following (I think): Assume $\{(\mathbf{x}_i, y_i) \mid i = 1, \dots n\}$ are repeated independent samples from ...
Dylan Dijk's user avatar
1 vote
0 answers
60 views

Creating multivariate regression model out of multiple univariate models

A bunch of ML regression models are defined only for predicting the value of a single variable. Or have standard implementation that are only for the univariate case. For example support vector ...
Frames Catherine White's user avatar
7 votes
0 answers
4k views

Testing for conditional independence: What's the correct way?

My goal is to check if two variables $X$ and $Y$ are conditionally independent given $Z$. For simplicity, let's assume the joint distribution is multivariate normal. In this case, we can compute ...
Vimal's user avatar
  • 1,117