Linear regression can be established and interpreted from a Bayesian perspective. The first parts discuss theory and assumptions pretty much from scratch, and later parts include an R implementation and remarks. Readers can feel free to copy the two blocks of code into an R notebook and play around with it.

Recall that in linear regression, we are given target values **y**, data **X,** and we use the model

Finding extreme points for a real-valued function of n static variables is the place to start. While many Calculus classes talk about taking derivatives to find max/min, I’ll try to organize a few concepts — in what situations to use concepts such as convexity, Second Derivatives Test, and why they fit into these situations. Later on, the Lagrangian method will be discussed.

We formulate an optimization problem as

Columbia University Class of 2021 | Episcopal High School Class of 2017 | Statistics + Applied Math major