Collection of Compuational Statistcis Codes and Reports

Project 1:

• Randomized Matrix Multiplication
• Eigenvector Computation by Power Method
• Sketching for Least-squares

Project 2:

• Prove, anaylsis, and discussion of Gradient Descent Algorithm and Stochastic Gradient Descent Algorithm

Project 3:

• EM algorithm to cluster the MNIST dataset:
  • EM algorithm for mixture of diagonal Gaussians
  • EM algorithm for mixture of spherical Gaussians