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Tagged with conditional-independence regression
3
questions
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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 ...
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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 ...
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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 ...