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Sat Comp0142

This document contains a problem set for a computer science course at University College London. It includes 6 problems covering topics such as vectors and matrices, functions, probability distributions, and maximum likelihood estimation. Students are asked to calculate things like eigenvalues and eigenvectors, partial derivatives, modes of distributions, and apply techniques like Taylor expansion and MLE to infer parameters from sample data.

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Musa Asad
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164 views4 pages

Sat Comp0142

This document contains a problem set for a computer science course at University College London. It includes 6 problems covering topics such as vectors and matrices, functions, probability distributions, and maximum likelihood estimation. Students are asked to calculate things like eigenvalues and eigenvectors, partial derivatives, modes of distributions, and apply techniques like Taylor expansion and MLE to infer parameters from sample data.

Uploaded by

Musa Asad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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UNIVERSITY COLLEGE LONDON

Faculty of Engineering Sciences


Department of Computer Science

COMP0142: Problem Set 0

Dr. Dariush Hosseini ([email protected])

1
1. Consider the following vectors and matrices:
 
        0 1  
3 2 3 −4 −1 −4 5 3 1
v= w= A= B= C = −3 4 D=
4 1 −2 −1 −2 2 3 6 2
2 2

(a) Calculate the eigenvectors and eigenvalues of A.

State whether these expressions make sense and evaluate them if they do:

(b) v · w

(c) A−1

(d) AT

(e) BC

(f) CB

(g) AC

(h) A + B

(i) D + A

(j) detA

(k) vT Aw

(l) D−1

Page 2
2. Consider the following function:
2x + ln y
f (x, y) =
2x2 − 3y + 1
∂f
(a) What is ∂x ?

∂f
(b) What is ∂y ?

∂2f
(c) What is ∂x∂y ?

3. Consider the following function:


n
X
g(x) = (x − yi )2
i=1

where {yi ∈ R}ni=1 are all distinct.

Which value of x achieves the minimal value of g(x)?

4. Demonstrate, using Taylor’s expansion:

(1 − x) < e−x

Page 3
5. Consider the following probability density function (pdf):

(x − µ)2
 
1
p(x) = √ exp −
2πσ 2 2σ 2

Where µ ∈ R and σ ∈ R+ .

(a) What is the name usually given to this pdf?

(b) State the mode of p(x).

(c) Demonstrate that the stationary point of p(x) is equal to the mode.

6. Suppose that X is a discrete random variable, with outcomes 0 and 1, with a distribution
characterised such that Pr(X = 1) = θ.

(a) What is the mean of X?

(b) What is the variance of X?

(c) Assuming that a sequence of n samples are drawn iid from this distribution. State the
log-likelihood function for this sequence.

(d) Now assume that we observe one such sequence of outcomes: {1, 1, 0, 0, 1}. Use the
technique of maximum likelihood estimation to infer a value for θ.

Page 4

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