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Month: December 2019

A characterization of the canonical link in logistic regression

December 31, 2019 Joseph Leave a comment

$\newcommand{\logit}{\operatorname{logit}}$$\newcommand{\y}{\mathbf y}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\e}{\varepsilon}$$\newcommand{\0}{\mathbf 0}$$\newcommand{\Var}{\operatorname{Var}}$$\newcommand{\E}{\operatorname{E}}$In this post I’ll look at the gradient of the loss in logistic regression and explore a…

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Posted in: Real analysis, Regression

Diagonal vs. off-diagonal entries in PSD matrices

December 11, 2019 Joseph 2 Comments

$\newcommand{\one}{\mathbf 1}$$\newcommand{\0}{\mathbf 0}$$\newcommand{\tr}{\operatorname{tr}}$$\newcommand{\e}{\varepsilon}$In this post I’m going to look at some relationships between the diagonal of a positive semidefinite (PSD)…

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Posted in: Linear algebra

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