Discussion for Lab 5
Additional Information
Before jumping into the lab, I would get familiar with basic concepts in Bayes Methods
- http://en.wikipedia.org/wiki/Bayesian_inference
- http://en.wikipedia.org/wiki/Eigen_decomposition
- http://en.wikipedia.org/wiki/Principle_components_analysis
Some concepts on what you are actually doing in lab
For data acceleration, consider reading advance software development in the below link
Q&A Section
- Q: Section 2.2 of the lab asks for "a listing of the covariance estimates". Since R is a summation over n, this will be a single value correct? I'm confused as the lab makes it appear that R will be a matrix.
