Probability and Statistics

Probability and Statistics


概要 この記事では、分散共分散行列が対角行列となるように変数変換を行う方法、もしくは分散の方向が独立となるような軸の見つけ方について解説し、その導出を行う。 これは、主成分分析(Principal Component Analysis; P...
Machine Learning and AI


Machine Learning and AI

Caluculating 95% confidence interval of ROC-AUC.

Calculating the 95% confidence interval for the AUC of the ROC curve allows one to infer the range of values that the AUC would take from the results of data obtained 'by chance'. Confidence intervals are therefore always presented in scientific papers. This article describes how to find the 95% confidence interval of the ROC-AUC and shows how the calculation can be implemented by the Python language.

What is an error ellipse? How to calculate and plot using Python.

The error ellipse (probability ellipse) is an ellipse illustrating the variance of a two-dimensional normal distribution. From the variance-covariance matrix of the normal distribution, the formula for the ellipse can be calculated to cover any range. This article explains how to calculate the ellipse using Python drawing in Matplotlib as an example.