Machine Learning and Neural Networks - page 14

 

Lecture 22: Exterior Orientation, Recovering Position & Orientation, Bundle Adjustment, Object Shape



Lecture 22: Exterior Orientation, Recovering Position & Orientation, Bundle Adjustment, Object Shape

The lecture explores the concept of exterior orientation in photogrammetry, where the position and orientation of cameras are determined in a 3D environment. The lecturer discusses various methods for solving problems related to exterior orientation, such as recovering position and orientation of an object using the triangle rule of signs and cosine rule. The video also explores the use of generalised cylinders and meshes to represent 3D objects and align them in computer vision. The lecturer also introduces the extended Gaussian image, a mapping method for convex objects of arbitrary shape to a unit sphere, and explains its limitations in handling non-convex objects. Additionally, the video touches on non-linear optimization and its application in creating accurate 3D models for photogrammetry.

The lecture discusses the parameterization of curves and calculating curvature in both 2D and 3D scenarios. In 2D, a closed convex curve can be represented on a unit circle by the angle eta and a density proportional to the curvature, which is the inverse of the radius of the curve. The lecture demonstrates how to integrate eta and use x-y equations to obtain the convex object for the circular image, and extends the representation to other shapes such as ellipses. In 3D, the concept of Gauss mapping is introduced to connect points on a surface to points on a unit sphere, and the curvature of surfaces is discussed with Gaussian curvature being a convenient single scalar quantity that measures curvature. The lecture ends with a discussion on the ratio of two areas, k and g, and how it relates to the curvature of a sphere.

  • 00:00:00 In this section, the concept of exterior orientation is discussed in photogrammetry. It is demonstrated through a camera-equipped drone flying over a terrain with a detailed model. Exterior orientation involves determining where the drone's camera is and what angle it sees the objects in the 3D environment. This requires six degrees of freedom, including three for rotational movement and three for translation. The model requires three or more points in the image data to provide enough constraints to solve the problem.

  • 00:05:00 In this section, the lecturer explains how to find the length of the legs of the tripod to determine R1, R2, and R3. By constructing rays and calculating angles, the only unknown factors are the lengths of the three sticks. Once these lengths are found, P0 can be discovered by intersecting the three spheres. There is potential for ambiguity in the solution, but this can be resolved using a mirror image or the cyclical order of the images. The lecturer explains that books used to be full of formulas to solve this problem, but now this process can be accomplished through bundle adjustment.

  • 00:10:00 In this section, the lecturer discusses the use of different rules and equations to solve problems related to exterior orientation, namely recovering the position and orientation of an object. The use of these rules was important in navigation and surveying but isn't used as much these days. The triangle rule of signs and cosine rule are the only two rules needed, but other rules may be useful for convenience. The problem discussed involves having an angle and distance in a triangle and solving for r1 and r2 using three non-linear equations. Once the position of the plane is found, vectors can be constructed to determine the orientation of the object relative to the ground coordinate system. Least squares and RANSAC methods can also be used to find solutions and deal with outliers.

  • 00:15:00 In this section, the lecturer discusses the exterior orientation of cameras and how to relate the three vectors in the camera coordinate system to those in the world coordinate system through a rotation matrix. The lecturer explains that we can represent this system of equations as a 3x3 matrix equation to solve for the rotation matrix, which we can represent as an orthonormal matrix. If we have more correspondences, we can use least squares to minimize the error in the image plane to get a more accurate solution. The lecturer also mentions how this method can be used for bundle adjustment, which involves multiple cameras capturing the same object or scene from different positions, and how it provides a solution to the related problem that involves hundreds of cameras.

  • 00:20:00 In this section, the speaker discusses the problem of non-linear optimization in photogrammetry and its solutions through methods like Levenberg Markart. In this optimization, there are unknown parameters of the environment like the points in the environment, location of the cameras, camera properties, and radial distortion. Using lots of constraints and pictures, researchers have been able to create accurate 3D models of various objects, sometimes even using a single drone camera flying over a volcano. The speaker also mentions interesting points in images, describes an online resource by Lowe to identify them, and briefly touches on bundle adjustment, which is a whole industry within photogrammetry.

  • 00:25:00 In this section, the speaker discusses various representations of 3D objects, including polyhedra and meshes. Polyhedra are relatively easy to describe, but for curved surfaces, meshes are a better option. However, aligning meshes is not very meaningful because the vertices do not have any particular label or meaning. The speaker suggests using extended Gaussian images, an online resource that can help recover the position and orientation of 3D objects.

  • 00:30:00 In this section of the video lecture, the speaker explores the concept of finding a good representation for objects in computer vision that satisfies certain invariance conditions, such as translation and rotation. The speaker discusses the limitations regarding certain attempts at finding such a representation and moves on to examine one representation in particular, the generalized cylinder. This representation involves taking a generator shape and moving it along a line to generate more complicated shapes with the property that the cross section is the same anywhere along the length. The speaker discusses how this representation satisfies certain invariance conditions and can help with object recognition and alignment.

  • 00:35:00 In this section, the lecturer discusses the use of generalized cylinders to represent objects and how they can be combined to create a 3D model. However, this method has its limitations, as a unique representation is difficult to achieve when there are infinite ways of describing the same object. Therefore, the lecture returns to polyhedra as a starting point for 3D representation, using a list of vertices with 3D coordinates and a graph structure to describe the connections between vertices and faces.

  • 00:40:00 In this section, the speaker discusses how to represent an object by drawing unit vectors that are perpendicular to the object's faces, and then multiplying those by the areas. This representation can be unique for convex objects or complex polyhedra, as long as the sum of these vectors is zero. The speaker notes that this representation is useful for recognition and alignment of objects, rather than reconstruction. Despite being a non-constructive proof, the representation is not a deterrent, as the speaker explains.

  • 00:45:00 In this section of the lecture, the speaker discusses how to approximate a non-polyhedral object, such as a cylindrical and conical shape with a flat part, by cutting it up into slices and constructing a unit vector with consideration of area. The speaker then constructs a unit sphere and puts down masses at corresponding points on the sphere, which represent the object's surface. The cylindrical surface corresponds to a great circle on the sphere, and the conical surface corresponds to a small circle on the sphere, and the plate at the end corresponds to a big mass at a single point. The speaker explains that this representation can be used in various ways for the task at hand.

  • 00:50:00 In this section, the lecturer discusses the use of representation to align and recognize objects. The representation involves computing a density of orientation for each object, where each point on the object has a corresponding point on a unit sphere. The lecturer explains that the representation is invariant to translation and rotation, making it easy to implement. The density can be used to determine curvature, where high density corresponds to low curvature and low density corresponds to high curvature. The lecturer then introduces the extended Gaussian image, which uses surface normals to determine the corresponding point on the sphere for a given point on the object. The lecturer suggests starting with a 2D version to understand the concept before moving to 3D.

  • 00:55:00 In this section, a mapping method for convex objects of arbitrary shape to a unit sphere is explained. Gauss proposed this method, which maps a point from the object to the point on the sphere with the same direction of the normal. This method is used because it’s easy to determine the north celestial pole or look at where the sun is and what time of the year it is to measure the angle. This mapping is invertible, so the correspondence between the point with the same orientation from a sphere to an object is possible. However, the limitation of this method is that it has some issues with non-convex objects.

  • 01:00:00 In this section, the speaker discusses parameterizing a unit circle in the plane by the angle eta and the density of a mass proportional to the curvature. The curvature is the turning rate of a convex closed curve, which is the rate of change of direction or the inverse of the radius of the curve. The density is the inverse of the curvature, and this representation on a unit circle is unique to a closed convex curve in 2D. The speaker explains how to divide a curve into little facets that contribute to the density of the curve, leading to the continuous case of the representation of the curve on a unit circle. Although there is no inversion in 3D, the speaker illustrates inversion and integration to explain the ideas further.

  • 01:05:00 In this section, the lecturer discusses the integration of eta and the use of x and y equations to obtain the convex object for the circular image in 2D cases. However, the same process cannot be used in 3D scenarios. The lecturer then introduces the concept of centroid of the mass distribution and notes that it should be at the origin for a closed, convex curve. He also explains the limitation that only certain types of mass distributions are legitimate. To illustrate the theory, the lecturer uses an example of a circle of radius r to determine the curvature.

  • 01:10:00 In this section of the lecture, the professor explains how to calculate the radius of curvature for a circle and any other curved shape, even if it's not circular. The curvature is simply the inverse of the radius of curvature, with the radius being the radius of the best fit circle at a specific position. The professor demonstrates how to use math to represent an ellipse as a squashed circle for simplicity and explains that there are many different ways to represent curves mathematically. However, the professor notes that this method won't work for determining orientation because the symmetry is too ambiguous.

  • 01:15:00 In this section of the lecture, the speaker explains how to represent circles parametrically using the equation (x/a)^2 + (y/b)^2 = 1. They demonstrate how to generate a circle using this equation, which is a more convenient way than attempting all possible x and y values. The speaker then explains how this parametric representation relates to the Earth, which can be viewed as a sphere squashed in the vertical direction. They also cover how to map the circle to the surface of the sphere by computing the normal to the curve using differentiation, flipping x and y, and changing the sign. The final step involves matching the normal direction to the tangent direction.

  • 01:20:00 In this section, the curvature, or one over k, of an ellipse is analyzed with respect to eta, the angle on the unit circle. The extrema, or maximum and minimum values, occur at eta equals zero and pi over two, which correspond to the ends of the semi-axes. The curvature varies continuously and depends on the semi-axes a and b. Once the continuous distribution of extrema is computed for an ellipse that is not lined up with a coordinate system, it can be rotated to match another ellipse for object recognition. If there is a good match, the object is an ellipse; otherwise, it is not.

  • 01:25:00 In this section, the speaker discusses the application of 2D exterior orientation and interesting filtering operations that can be done using convolution on circles. However, the main focus is on the 3D exterior orientation, and the concept of Gauss mapping is introduced to connect points on the surface to points on the unit sphere based on surface normal orientation. This concept is extended to shapes, and the curvature of surfaces is discussed, with Gaussian curvature being a convenient single scalar quantity that measures curvature. For convex surfaces, a positive curvature is considered, while for non-convex surfaces, the curvature is negative.

  • 01:30:00 In this section, the speaker discusses the ratio of two areas, k and g, which are 1 over r squared and r squared, respectively. The ratio is consistent with the curvature of a sphere, where a small sphere has high curvature, and vice versa for a large sphere. The discussion then touches on Gaussian curvature and how it is intimately tied up with the calculations being done. Integral curvature is also mentioned, which applies to surfaces that are not smooth and will be further discussed in the following lecture on how it is used in recognition and alignment.
Lecture 22: Exterior Orientation, Recovering Position & Orientation, Bundle Adjustment, Object Shape
Lecture 22: Exterior Orientation, Recovering Position & Orientation, Bundle Adjustment, Object Shape
  • 2022.06.08
  • www.youtube.com
MIT 6.801 Machine Vision, Fall 2020Instructor: Berthold HornView the complete course: https://ocw.mit.edu/6-801F20YouTube Playlist: https://www.youtube.com/p...
 

MIT 6.801 Machine Vision, Fall 2020. Lecture 23: Gaussian Image, Solids of Revolution, Direction Histograms, Regular Polyhedra



Lecture 23: Gaussian Image, Solids of Revolution, Direction Histograms, Regular Polyhedra

The lecturer in this video discusses the extended Gaussian image (EGI) as a representation for 3D objects that cannot be presented as polyhedra. The speaker explains how integral curvature relates to a patch on a shape's surface, discusses the concept of EGI in abstract and discrete implementations, and explores the Gaussian image of various shapes including ellipsoids, solids of revolution such as cylinders and cones, and non-convex objects such as tori. The EGI can aid in the determination of an object's attitude in space, and can be used for alignment with machine vision data. Methods for finding the curvature and Gaussian curvature of solids of revolution are also discussed, along with challenges in computing the EGI of non-convex objects.

In Lecture 23 of a computer science course, the lecturer explains how to use Gaussian Image for object recognition and alignment, as well as how to create a direction histogram to represent the true shape of an object in a library. They also discuss the challenges of binning histograms, dividing up a sphere, and aligning a solid of revolution, as well as regular patterns and solids. The lecture provides insights on representing objects using mass distribution on a sphere, avoiding hidden surface elements, and understanding the effect of curvature on mass distribution. It also discusses the advantages and disadvantages of using different shapes for binning histograms, and the importance of regular patterns and shapes for good quality.

  • 00:00:00 In this section, the extended Gaussian image is discussed as a representation for 3D objects that cannot be presented as polyhedra. The Gaussian image is a correspondence between the object's surface and points on the unit sphere based on the equality of surface normals. By plotting the inverse of the Gaussian curvature as a function of position on the sphere, it can be used to define how much of the surface has a normal that points in that direction. Integrating the Gaussian curvature over a patch on the object results in the area of the corresponding patch on the sphere, which is called the integral curvature. In contrast, integrating the Gaussian curvature over k on the sphere results in the area on the object that corresponds to that, which is a more important quantity.

  • 00:05:00 In this section, the speaker discusses the concept of integral curvature and how it relates to a patch on a shape's surface. They explain that by taking the integral of curvature over some area, the total change in orientation in that patch can be captured, and this is what the integral is computing. The speaker then applies this concept to a cube and explains that the integral curvature of the corner of a cube is pi over two. They also discuss the distribution on the sphere (referred to as "g") that depends on the orientation and how it can have some constraints, similar to those seen in polyhedra.

  • 00:10:00 In this section of the lecture, the speaker discusses the apparent area of a convex object when viewed from a specific direction, based on the cosine of the angle. The speaker explains that only the facets with a positive dot product are visible from that angle, and notes that the sum of all facets is zero. This leads to the conclusion that the centroid is at the origin and that the egis are distributions on the unit sphere with center of mass at the center.

  • 00:15:00 In this section, the concept of EGI (Extended Gaussian Image) is further discussed in abstract and discrete implementations. The centroid of EGI corresponds to the object's surface being closed and the origin of the sphere. The EGI can also be computed exactly for geometrically defined objects such as the example of a sphere where the EGI is simply R squared due to the symmetrical nature. More complex objects such as an ellipsoid can be represented through the implicit equation of the surface, which is not practical for generating visualizations or integrating over the surface, but alternate ways of describing the same surface can be utilized.

  • 00:20:00 In this section, the lecturer discusses a method for obtaining a parametric description of a surface by using theta and phi as parameters. By differentiating the equation with respect to these parameters, he obtains tangents, which he can then use to compute the surface normal. He also shows how to define curvature. The lecturer then goes on to explain a way of parameterizing the unit sphere using latitude and longitude coordinates. This involves finding the magnitude of the vector that is normal to the unit sphere, as well as defining another vector. The lecture provides a detailed explanation of the derivation process.

  • 00:25:00 In this section, the concept of the extended Gaussian image of an ellipsoid is explored. The curvature in terms of the normal involves finding the semi-axes' intersection points on the object's surface. Though the answer is not what the theta-phi coordinates refer to, it is used for recognition and orientation. There are maxima and minima within the model, and they are distributed on the sphere. There are three orthogonal directions that are symmetric to the other side. With experimental data, the Gaussian image can aid in the determination of an object's attitude in space.

  • 00:30:00 In this section of the lecture, the focus is on solids of revolution, which are objects that are easier to compute than more complicated shapes like ellipsoids. Solids of revolution, such as cylinders, cones, spheres, hyperboloids of one or two sheets, have a generator that is spun around an axis to produce the object, which can then be mapped onto a sphere to compute the egi. The object's surface normal and angle with the equator are considered, and the band of the object is used to obtain the corresponding band on the sphere, which reduces the object's 3D shape to 2D. The area of the object band is 2 pi multiplied by the radius of the object multiplied by the width of the band, while the radius of the sphere depends on the latitude where the higher the latitude, the smaller the radius.

  • 00:35:00 In this section, the lecturer discusses finding the curvature of a solid of revolution using the formula k=cos(eta)/r*kg, where kg is the curvature of the generator. The lecturer explains that the curvature is the rate of change of the direction of the surface normal as it moves along the arc, which is the 2D curvature of the generator. The lecturer also shows that the formula has different versions depending on whether the curve is given in an implicit form or as a function of s or height z. Finally, the lecture provides a convenient formula for finding the curvature of a solid of revolution when given r as a function of s.

  • 00:40:00 In this section, the speaker describes two ways of getting the Gaussian curvature of a solid of revolution. The first method involves defining the curve generator as r as a function of arc length, with one of the 12 most common ways of specifying a curve. The second method looks at the other specified variable, z, and uses trigonometric terms to get the curvature. The speaker shows the step-by-step process of differentiating with respect to z and how that relates to tangent and secant terms. The final formula for the Gaussian curvature is provided, which ends up being slightly messier than the first method but is still useful for cases where the generator curve is given as r as a function of z.

  • 00:45:00 In this section, the speaker discusses how to generate extended Gaussian images of solids of revolution and works through an example using a torus or a donut shape. They explain that in the case of non-convex objects like the torus, there may be more than one point on the object with the same surface orientation, making the mapping non-invertible. The torus has two such points, one convex and the other a saddle point, which presents its own set of challenges.

  • 00:50:00 In this section, the speaker discusses computing the extended Gaussian image of a non-convex object using formulas for the radius and second derivative. They observe that the surface curvature changes from positive to negative at certain points, dividing the object into two parts with different curvatures. The speaker proposes two options for dealing with this, either computing the Gaussian curvature at all points with the same surface orientation and adding them up, or using a formula for the sum of the Gauss curvatures which cancels out some terms.

  • 00:55:00 In this section, the speaker discusses the Extended Gaussian Image (EGI) and how it can be used for alignment. The speaker explains that the EGI for a torus varies smoothly and has a singularity at the pole, which can be visualized by embedding the unit sphere in a unit cylinder. This variation can be used to align the model of the object with machine vision data, by bringing together the two spheres with a distribution that varies smoothly, but has rapid growth towards the poles. However, this doesn't give the complete attitude, as the object can still be spun around the axis without changing anything, which is appropriate for a solid of revolution. The speaker also mentions how people have tried to iteratively reconstruct the EGI for the discrete polyhedral case.

  • 01:00:00 In this section, the speaker explains that reconstructing an object from its Gaussian image is a complicated problem that would require a big search or optimization process, with the distances of all planes from the origin as the parameters. However, this approach is not necessary for recognition and alignment using Gaussian images, since the method involves comparing distributions on the sphere and rotating one sphere relative to the other until a good match is obtained. The speaker also introduces a new way of understanding the bands on the sphere, which allows the calculation of the curvature and a description of the squashing effect near the poles.

  • 01:05:00 In this section, the lecturer discusses the area of a torus and how it relates to the Gaussian Image. He explains that two donuts of different shapes but the same area have the same EGI, which is a downside of allowing non-convex objects. This loss of uniqueness may or may not matter in an application, but it shows that when we extend this to non-convex objects things are not quite as nice. Additionally, there are issues with hidden surface elements in non-convex objects, and small errors may be introduced when constructing the EGI using numerical data.

  • 01:10:00 In this section, the lecturer discusses how to numerically deal with imperfect real objects and put them in a library based on their true shape. They explain how to calculate the surface normal and area of a triangular patch on an object's surface using photometric stereo data or mesh models. They then describe how to create a mass distribution on a sphere based on the surface normal, which represents a direction histogram. This method provides a way to understand the effect of curvature on the mass distribution and why adding mass contributions instead of subtracting them is beneficial. Overall, this technique allows for the creation of direction histograms and the representation of objects in a library based on their true shape.

  • 01:15:00 In this section, the speaker discusses the concept of direction histograms, which involve dividing the sphere into boxes and counting the occurrences within each cell. The method is used to indicate a strong concentration in a particular direction in things such as parallel muscle fibers and flow directions of water in the brain. It is also applied in areas such as imaging tumors, where a uniform distribution in orientation histograms indicates an irregular tissue. The disadvantages of using squares to divide the plane are explained with more rounded shapes like a hexagon being more advantageous than triangles.

  • 01:20:00 In this section, the lecturer discusses the challenges in picking cells for binning histograms, and how to take random noise into account when comparing histograms. The concept of having a second histogram that is shifted is introduced, but this solution becomes more expensive as the dimensionality increases. Another solution is to convolve the distribution with a spread function, and this may be cheaper to do than the previous solution. The lecture then tackles the problem of dividing up a sphere, and the desired properties of a tessellation, such as having equal area, equal shapes, rounded shapes, a regular pattern, and ease of binning. It is noted that these desired properties are easy to achieve in planar cases, but become more complicated on a curved surface like a sphere.

  • 01:25:00 In this section, the lecturer discusses the problem of aligning a solid of revolution with itself after rotation, and the advantage of alignment on rotation. He explains how a sphere can be divided into twelve sections by projecting a dodecahedron onto its surface, and each of these sections can be represented by a number. If the sphere is rotated, the numbers representing the sections will simply be permuted, and there will be no loss of quality. However, if the sections overlapped after rotation, it would be necessary to redistribute the weight in each section, leading to a loss of quality. The lecturer then briefly mentions regular patterns and regular solids as starting points for orientation histograms but notes that this will be discussed in more detail in the next lecture.
Lecture 23: Gaussian Image, Solids of Revolution, Direction Histograms, Regular Polyhedra
Lecture 23: Gaussian Image, Solids of Revolution, Direction Histograms, Regular Polyhedra
  • 2022.06.08
  • www.youtube.com
MIT 6.801 Machine Vision, Fall 2020Instructor: Berthold HornView the complete course: https://ocw.mit.edu/6-801F20YouTube Playlist: https://www.youtube.com/p...
 

MIT 6.0002 Intro to Computational Thinking and Data Science, Fall 2016. Lecture 1. Introduction, Optimization Problems



1. Introduction, Optimization Problems (MIT 6.0002 Intro to Computational Thinking and Data Science)

This video introduces the course, "1. Introduction, Optimization Problems (MIT 6.0002 Intro to Computational Thinking and Data Science)," and discusses the prerequisites and course objectives. The main focus of the course is on the use of computational models to understand the world and predict future events. The video discusses optimization models, which are a simple way to solve problems involving objectives and constraints. The video also discusses a specific optimization problem called the knapsack problem, which is a problem in which a person has to choose which objects to take from a finite amount of objects. The video discusses how to optimize a menu, using a greedy algorithm. The video also discusses an efficient algorithm for allocating resources, called "greedy by value."

  • 00:00:00 This video introduces the course, "1. Introduction, Optimization Problems (MIT 6.0002 Intro to Computational Thinking and Data Science)," and discusses the prerequisites and course objectives. The main focus of the course is on the use of computational models to understand the world and predict future events.

  • 00:05:00 The video discusses optimization models, which are a simple way to solve problems involving objectives and constraints. The video also discusses a specific optimization problem called the knapsack problem, which is a problem in which a person has to choose which objects to take from a finite amount of objects.

  • 00:10:00 In this video, the continuous or so called fractional knapsack problem is explained, and a greedy algorithm is described. The problem of taking the best thing first is more complicated, and a formalization of the problem is shown.

  • 00:15:00 The greedy algorithm solves an optimization problem by putting the best available item into the knapsack as it becomes full. This algorithm is efficient, but it is not guaranteed to find a solution that is the best possible.

  • 00:20:00 The video discusses how to optimize a menu, using a greedy algorithm. The algorithm is implemented in a class called Food, which has a get value, get cost density, and string representation functions. The function build menu takes a list of names and a list of values of equal length, and uses the key function to determine what is meant by "best."

  • 00:25:00 This video discusses an efficient algorithm for allocating resources, called "greedy by value." The algorithm takes into account a resource's weight and demands, and is able to allocate resources efficiently for large numbers.

  • 00:30:00 The video discusses the use of lambda expressions to create an anonymous function. It explains that lambda expressions can be used to create a function that evaluates an expression on a sequence of parameters. It also shows how to call a lambda expression's function.

  • 00:35:00 The video discusses how greedy algorithms can lead to different results depending on the sort order, and how this can be an issue with hill climbing. It also shows how to modify a greedy algorithm to always get the best result.

  • 00:40:00 The video discusses how the greedy algorithm can sometimes lead to better solutions than the more optimal, but more time-consuming, algorithm.
1. Introduction, Optimization Problems (MIT 6.0002 Intro to Computational Thinking and Data Science)
1. Introduction, Optimization Problems (MIT 6.0002 Intro to Computational Thinking and Data Science)
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 2. Optimization Problems



2. Optimization Problems

This video discusses how to solve optimization problems using a technique called dynamic programming. The example used is the knapsack problem, in which different choices at each node result in the same problem being solved. The memo implementation of the maxVal function is discussed, and it is shown that the number of calls grows slowly for the dynamic programming solution.

  • 00:00:00 The video discusses the pros and cons of greedy algorithms, and provides an example of how a search tree can be used to solve a problem.

  • 00:05:00 The video discusses the traversal of a tree, explaining that the leftmost node has the most possible items and the rightmost node has the least possible items. The algorithm is straightforward and asymptotic in complexity.

  • 00:10:00 This video explains how the recursive algorithm for solving optimization problems works. The algorithm starts by examining the left branch of the tree if the current item can't be taken, and then moves on to the right branch if it can. If neither branch can be taken, the algorithm returns the maximum value of the toConsider list.

  • 00:15:00 In this video, the author shows how to improve the performance of a search algorithm by using a truly optimal algorithm.

  • 00:20:00 In this video, we learn about optimization problems and how they can be solved using a technique called dynamic programming. Dynamic programming is a way of solving optimization problems that is based on a mathematician's understanding of how data accumulates over time.

  • 00:25:00 Dynamic programming is a method for avoiding repeating the same calculations multiple times. It is used in the Fibonacci problem, in which the answer to a Fibonacci number is computed by taking the previous two Fibonacci numbers and adding them together.

  • 00:30:00 In this video, the author discusses the benefits of using memoization - a technique that stores results in a table rather than recursively computing them. They show how this can be used to improve performance in a Fibonacci function by solving smaller subproblems first and then combining the results.

  • 00:35:00 The video discusses optimization problems and how, in some cases, solutions can be found by solving the same problem multiple times. It also discusses the knapsack problem, which is shown to have optimal substructure - that is, two nodes that are solving the same problem. However, the video also points out that in some cases, solutions to problems can be found by solving different problems - in this case, two nodes that are solving the same problem by taking different beers from a menu.

  • 00:40:00 The video discusses how optimization problems can be tackled using a dynamic programming solution. The tree in the example shows how different choices at each node (what to take and not to take) result in the same problem being solved, even though the individual solutions may look different. The memo implementation of the maxVal function is discussed, and it is shown that the number of calls grows slowly for the dynamic programming solution.

  • 00:45:00 This video discusses how optimization problems can be difficult to solve, but dynamic programming can often provide an adequate though not optimal solution.
2. Optimization Problems
2. Optimization Problems
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 3. Graph-theoretic Models



3. Graph-theoretic Models

This video explains how graph theory can be used to understand and solve problems related to networks. The video introduces the concept of a graph, and explains how to use graph theory to find the shortest path between two points. The video also demonstrates how to use graph theory to optimize a network, and explains how the model can be applied to real-world problems.

  • 00:00:00 This video lectures on graph theory, which is a branch of mathematics that studies the structures and dynamics of networks. Graph theory allows for optimization models to be designed and studied more easily, as well as for understanding how data flows through networks. Graph theory is broken down into two categories: graphs and graphs with edges. Graphs typically have two elements, nodes and edges. Nodes represent data points and edges represent the connections between them. Graphs with edges are more common and are used to model a relationship between two entities. We will see two ways to create graphs with edges: undirected and directed. We will also explore how to add information to edges, such as weights. Lastly, we will be introduced to a method of navigation through graphs, known as minimization of cost or shortest path.

  • 00:05:00 Graphs are composed of edges or arcs, and they can be used to model relationships between entities. They can be used in transportation networks, financial networks, and social networks, among other things.

  • 00:10:00 This video introduces graph theory, which is a mathematical field used to understand networks of relationships. Graphs can be used to represent real-world situations, and they can be used to infer information such as the shortest path and the sequence of interactions between elements in a network. This video shows how to use graph theory to solve problems such as commuting and navigation.

  • 00:15:00 Graph theory is a field of mathematics that deals with the structures and interactions of networks. This video follows a simple explanation of how graph theory is used to solve shortest path problems.

  • 00:20:00 The author introduces a graph-theoretic model, which is a directed graph with nodes and edges, and a way to store nodes and edges in a dictionary. The model allows for easy representation of a graph, but is not the most efficient way to do so. The author introduces an adjacency list, which is a more efficient way to represent a graph, and uses it to show how to add an edge and get all the children of a node.

  • 00:25:00 This video explains how to create, search, and print graphs using the Python programming language. Graphs can be created as subclass of the digraph class, which allows for directed and undirected graphs. The video shows an example of how to add an edge between two nodes in a graph.

  • 00:30:00 The video presents three graph-theoretic models: shortest path problems, route navigation, and communication networks. The first model, shortest path problems, is a navigation problem where the goal is to find a route between two cities. The second model, route navigation, is a problem where the goal is to find a path between two points in a graph. The third model, communication networks, is a problem where the goal is to find a shortest path between two nodes in a network. The video introduces two algorithms for solving shortest path problems: depth first search and divide and conquer.

  • 00:35:00 In depth first search, the algorithm starts with the source node and follows the first edge out, checking to see if it is at the correct location. If not, the algorithm follows the first edge out of the node and continues following edges in that order until it either finds the goal node or run out of options. In the example given, the algorithm starts at the source node and follows the first path down the search tree, printing out information along the way. If the node is not in the path, the algorithm follows the first path out of the node and recursively explores the children of the node until it finds a path to the goal node.

  • 00:40:00 This video introduces the graph-theoretic model, which is a way of understanding how solutions to problems can be found. The model is based on the idea that a path is a list of nodes, and that depth first search can be used to find a solution. The model is illustrated with two examples. The first example shows how to find a path from Boston to Chicago, and the second example shows how to find a path from Phoenix to New York. After introducing the model, the video demonstrates how to use depth first search to find a solution to a problem.

  • 00:45:00 This video demonstrates how graph-theoretic models can be used to solve problems in optimization. The video first shows how a depth-first search algorithm can be modified to minimize the sum of weights on edges, and then demonstrates how breadth-first search can be used to find a shortest weighted path.

  • 00:50:00 This video introduces graph-theoretic models, which are used to study relationships between variables.
3. Graph-theoretic Models
3. Graph-theoretic Models
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: Eric GrimsonPr...
 

Lecture 4. Stochastic Thinking



4. Stochastic Thinking

Prof. Guttag introduces stochastic processes and basic probability theory.

In this video, the speaker discusses the difference in probability calculations between the problem of two people sharing a birthday and the problem of three people sharing a birthday. He explains that the complementary problem for two people is simple, as it only involves the question of whether all birthdays are different. However, for three people, the complementary problem involves a complicated disjunct with many possibilities, making the math much more complex. The speaker shows how simulations can be used to easily answer these probabilistic questions instead of relying on pencil and paper calculations. He also discusses the assumption that all birthdays are equally likely, and how the distribution of birthdays in the US is not uniform, with certain dates being more common or uncommon than others. Finally, the speaker shows the audience a heat map of MIT students' birthdays and concludes that adjusting the simulation model is easier than adjusting the analytic model to account for a non-uniform distribution of birthdates.

4. Stochastic Thinking
4. Stochastic Thinking
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 5. Random Walks



5. Random Walks

This video on random walks embraces the importance of studying them and understanding how simulation can help with programming concepts in scientific and social disciplines. The speaker begins by illustrating how the number of steps a drunk takes affects their distance from the origin. The video then introduces the biased random walk and the masochistic drunk, showing how the simulation and iteration process works using simple plotting commands. The speaker emphasizes the importance of building simulations incrementally and conducting sanity checks to ensure their accuracy, and concludes by discussing the art of creating different types of plots to represent data. The video also introduces WormField as a way to provide more variation and complexity in the simulation.

  • 00:00:00 In this section, Guttag explains why random walks are important and introduces the concept of a drunkard's walk as an example. He poses the question of whether there is an interesting relationship between the number of steps a drunkard takes and how far they are from the origin. To illustrate this, he provides a small example and asks the audience to take a poll on whether the more steps the drunkard takes, the further away they are likely to be, or if it doesn't matter how many steps they take. Guttag also mentions that studying random walks is useful for modeling processes in various scientific and social disciplines, and for demonstrating how simulation can help in understanding the world around us while teaching important topics related to programming.

  • 00:05:00 In this section of the video on random walks, the speaker starts by analyzing the average distance a drunk person would be from their starting point after taking one or two steps. Using the Pythagorean theorem, they determine that on average, the drunk person would be further away from their starting point after taking two steps. They then move on to analyze what happens after 100,000 steps and resort to a simulation to calculate the average distance from the origin of n walks. To prepare for the simulation, the speaker defines some useful abstractions such as location, field, and the drunk person. The Drunk class serves as a base class that is used to define two subclasses, including the usual drunk subclass.

  • 00:10:00 In this section, we learn about the biased random walk, where a drunk can take a step either increasing y, decreasing y, increasing x or decreasing x, and returning only one at random. The masochistic drunk is a subclass of the usual drunk and prefers moving northward but goes 1.1 steps compared to one step forward and only 9/10 of a step when moving southward. Although this suggests a biased random walk, immutability exists as drunks and locations remain unchanged. However, fields are mutable because they map drunk to their location in the field through a dictionary. To check if the drunk is there or to get the field's location, we use value error messages. When calling moveDrunk, the distances in x and y are got from the takeStep function, and self.drunk is assigned to this new distance.

  • 00:15:00 In this section, the presenter explains how to simulate random walks and how to use them to answer questions about how different types of drunks move around. The simulation involves creating a field and adding drunks to it, where the drunks take different numbers of random steps in the field. The presenter shows how to simulate a single walk and then shows how to simulate multiple walks to answer questions about the behavior of the drunks. By averaging the distances, looking at the mean, minimum, or maximum, we can see how far the different types of drunks end up from the origin. The presenter then discusses the results of the simulation and asks if they look plausible.

  • 00:20:00 In this section, Professor John Guttag emphasizes the importance of a sanity check whenever building a simulation. He runs a simple case sanity check using the example of a drunken man taking steps, which reveals a programming error in the simulation code that was not immediately apparent. After fixing the error, Guttag runs the simulation again to double-check the results and reassures viewers that passing a sanity check does not guarantee a simulation is correct, but it is a good indication that it is in good shape.

  • 00:25:00 In this section, the speaker describes an experiment comparing the regular drunk to a masochistic drunk, where the former takes steps at random, and the masochistic version takes steps in the opposite direction of the previous direction more often. The experiment illustrates that the masochistic drunk makes considerably more progress than the regular drunk, meaning that their motion is biased in a direction. To understand why, the speaker uses Pylab to plot the trend-line for each type of drunk to visualize distance over time, with PyLab combining libraries NumPy, SciPy, and MatPlotLib to give MATLAB-like plotting capabilities. The speaker also explains the basic syntax of the plot function and its arguments for Python.

  • 00:30:00 In this section, the speaker demonstrates how to produce plots using PyLab, with the help of different arguments that can be used with the plot and legend functions. He also expresses his opinion that mastering the art of making plots is a valuable skill. Further, the speaker investigates and shows plots of the trends in distance between a usual drunk and a masochistic drunk. The speaker discovers that the usual drunk moves roughly at the square root of the number of steps, while the masochistic drunk trend in distance moves at a rate of numSteps times 0.05. The speaker concludes by demonstrating a new kind of plot, where data points are disconnected by lines.

  • 00:35:00 In this section, the speaker discusses how visualization can provide insight into data. By plotting the locations at the end of random walks, he demonstrates how different types of drunks behave and the differences between them. He emphasizes the importance of using plots to understand data rather than just presenting spreadsheets of endpoints. The speaker also introduces OddField, a subclass of Field with wormholes that teleport the location of a drunk to a different spot. He creates a dictionary of wormholes with random locations where the drunk can be teleported to, allowing for more variability in the simulation.

  • 00:40:00 In this section of the video, the instructor explains how the random walks are used to simulate the movement of a drunkard and how wormholes produce profound effects on where the drunks end up. He also emphasizes the importance of incrementally building the simulation, starting with defining the classes, building functions corresponding to one and multiple trials, and reporting the results. He further demonstrates how he uses simple plotting commands to produce various types of plots that help to gain insight into the simulation.

  • 00:45:00 In this section, the speaker talks about a common paradigm where he sets up a style iterator once and for all, defining n styles, so when he wants to plot a new kind of drunk, he simply calls the style iterator to get the next style. The styles include the marker, line, color, and size, among other things, which he likes to change from their default settings to make the plot easier to read. The speaker emphasizes the flexibility of this approach, encouraging experimentation to achieve different plot styles. In the next lecture, he will delve into simulating other phenomena and discussing the believability of a simulation.
5. Random Walks
5. Random Walks
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 6. Monte Carlo Simulation



6. Monte Carlo Simulation

The video explains how Monte Carlo simulation works and how it can be used to estimate values of an unknown quantity. The video discusses how the method works and how it is affected by different sample sizes.

  • 00:00:00 In this lecture, John Guttag explains how Monte Carlo simulation works and how it is useful for estimating values of an unknown quantity. He also notes that the key to the method's success is that the sample drawn from the population will tend to reflect the properties of the population from which it is drawn.

  • 00:05:00 The video discusses Monte Carlo simulation, in which a sample is drawn from a population and analyzed to determine what the average behavior is. In the example, a coin is flipped 100 times and heads or tails is determined. If heads is determined, the probability of the next flip is calculated. If tails is determined, the probability of the next flip is calculated based on the available evidence. If heads is determined again, the probability of the next flip is calculated based on the available evidence and the assumption that the coin is fair. If heads is determined a third time, the probability of the next flip is based on the assumption that the coin is fair and the available evidence. Because there is no reason to believe the coin is fair, the probability of the next flip is low.

  • 00:10:00 In Monte Carlo simulations, the unpredictable results of random events are captured by the variance of the outcomes. As the variance increases, the confidence in the accuracy of the simulation decreases. Roulette is a game with a high variance, meaning that predictions of the outcome are difficult.

  • 00:15:00 In this video, a Monte Carlo simulation is performed to show that the expected return for a spin of a roulette wheel is 0 if the probability of the outcome is the same each time. The law of large numbers states that as the number of trials goes to infinity, the chance that the return will be different from 0 converges to 0.

  • 00:20:00 The "gambler's fallacy" is the belief that if one's expectations are not met in a given situation, this will be remedied in the future. Regression to the mean is a term coined by Francis Galton in 1885 that describes how following an extreme event (such as parents being unusually tall) the next random event is likely to be less extreme. This concept is applicable to roulette, where if someone spins a fair roulette wheel 10 times and gets 10 reds, this is an extreme event. The gambler's fallacy would say that the next 10 spins should result in more blacks being drawn, as opposed to the 1.1024 probability that would be expected if the spins were independent. Professor Grimson not the only one who can make bad jokes.

  • 00:25:00 In this video, John Guttag explains how regression to the mean works and why it is important in gambling. He then shows how European roulette is a subclass of fair roulette in which he adds an extra pocket, 0, to the game. This extra pocket affects the odds of getting a number and makes it closer to 0 than American roulette, which is a subclass of European roulette in which the odds are always the same.

  • 00:30:00 The Monte Carlo simulation method is used to estimate probabilities and probabilities ratios. The video demonstrates how different sample sizes can affect the accuracy of the estimated probabilities. The math behind variance and standard deviation is also explained.

  • 00:35:00 Monte Carlo simulation is a method for estimating values that are not known. Monte Carlo simulation can be used to estimate the expected return on betting a roulette wheel, the expected grade on an exam, and the expected vote count of a political candidate. The empirical rule states that 68% of the data will be within one standard deviation in front of or behind the mean.

  • 00:40:00 The empirical rule says that we should have a high degree of confidence in the mean computed in a simulation if the distribution of errors is normal.

  • 00:45:00 This video explains the probability density function (PDF) and how it is used to calculate the probability of a random variable taking on specific values. The probability density function is symmetric around the mean and has a peak at the mean, which is why it is often used to describe the probability of a random variable taking on a specific value. The fraction of the area under the curve between minus 1 and 1 is roughly 68%.
6. Monte Carlo Simulation
6. Monte Carlo Simulation
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 7. Confidence Intervals



7. Confidence Intervals

This video covers various topics related to statistics, including normal distributions, the central limit theorem, and estimating the value of pi using simulations. The lecturer uses Python to demonstrate how to plot histograms and probability density functions for normal distributions, as well as how to use the quadrature technique to approximate integrals. Additionally, the speaker emphasizes the importance of understanding the assumptions underlying statistical methods and the need for accuracy checks to ensure the validity of simulations. While confidence intervals can provide statistically valid statements, they may not necessarily reflect reality, and it's essential to have reason to believe the results of a simulation are close to the actual value.

  • 00:00:00 In this section, the lecturer talks about the assumptions underlying the empirical rule and how normal distributions are generated in Python using the random library. They demonstrate how to produce a discrete approximation of a normal distribution and how to plot a histogram with weighted bins. The purpose of weighting the bins is to give each item a different weight so that the y-axis can be adjusted accordingly.

  • 00:05:00 In this section, the instructor explains how to use Python to plot histograms and probability density functions (PDFs) for normal distributions. He shows the code for creating a histogram using the pylab library, where the y-axis displays the fraction of values that fall within a particular range. He then defines PDFs and shows how to plot them using Python. The PDF curve represents the probability of a random variable falling between two values, where the area under the curve gives the likelihood of this occurring. The instructor uses an example of a standard normal distribution with a zero mean and a standard deviation of one.

  • 00:10:00 In this section, the speaker explains how to plot a probability density function (PDF) and interprets the Y values on the graph. The Y values are actually densities or derivatives of the cumulative distribution function, and they aren't actual probabilities as they can exceed 1 or be negative. The speaker emphasizes that the shape of the curve is more important than the Y values themselves, as the integration of the area under the curve allows us to determine the probabilities of values falling within a certain range. The speaker then briefly introduces the "integrate quad" algorithm in the "scipy" library for integration.

  • 00:15:00 In this section of the video, the speaker discusses how to use a numerical technique called quadrature to approximate integrals. He shows an example of this technique with the function Gaussian, which takes three arguments, and demonstrates how to pass them to the quadrature function along with a tuple supplying all values for the arguments. The speaker then tests the empirical rule for the Gaussian function using random values for mu and sigma, and shows that the results are within the expected range, demonstrating the validity of the rule. Finally, he explains the importance of normal distributions and their prevalence in many areas.

  • 00:20:00 In this section, the speaker discusses the normal distribution and how it applies to various scenarios, such as the heights of men and women or changes in oil prices. However, not everything follows a normal distribution, such as the spins of a roulette wheel. When dealing with a set of spins, the speaker shows how the central limit theorem applies, which states that if a sufficiently large sample is taken from a population, the means of the samples will be normally distributed and have a mean close to that of the population.

  • 00:25:00 In this section, the speaker explains how the variance of the sample means is related to the variance of the population divided by the sample size. The speaker uses a simulation of rolling a die multiple times with different numbers of dice and shows the standard deviation decreasing as the number of dice increases. Additionally, the speaker shows how the distribution of the means forms a normal distribution. This demonstrates the usefulness of the central limit theorem. The speaker also applies this concept to the game of roulette and shows how the distribution of the mean earnings from roulette spins takes on a similar shape to a normal distribution.

  • 00:30:00 In this section, the speaker discusses how, regardless of the shape of the distribution of original values, the Central Limit Theorem (CLT) can be used to estimate the mean using samples that are sufficiently large. The speaker explains that even if the empirical rule is not perfectly accurate, it is close enough to be useful in most cases. Additionally, randomness and Monte Carlo simulations can be useful in computing something that is inherently not random, such as the value of pi. This is demonstrated through a historical explanation of how people have estimated the value of pi throughout history.

  • 00:35:00 In this section, the speaker discusses different methods used to estimate the value of pi throughout history. The methods include constructing a 96-sided polygon and a Monte Carlo simulation, which involves dropping needles randomly to estimate pi's value. The simulation used a mathematical formula to estimate pi by finding the ratio of needles in a circle to needles in a square. The speaker also mentions attempting to simulate the Monte Carlo method using an archer, and the use of Python to build a Monte Carlo simulation.

  • 00:40:00 In this section, the speaker explains how to estimate pi using a simulation and how to determine its accuracy using confidence intervals. The simulation involves throwing needles onto a floor and counting how many cross a line, with more needles leading to better estimates of pi. To determine accuracy, the standard deviation is computed by taking the mean of estimates and dividing by the length of estimates. A loop is then used to keep increasing the number of needles until the estimate of pi is within a certain precision range, allowing for greater confidence in the estimate. While estimates of pi are not monotonically better as the number of needles increases, the standard deviations do decrease monotonically, providing increased confidence in the estimate. The speaker emphasizes that it's not enough to produce a good answer, but rather to have reason to believe the answer is close to the actual value.

  • 00:45:00 In this section, the speaker discusses the difference between statistically valid statements and true statements. While a simulation may give us statistically valid confidence intervals, it may not accurately reflect reality. The speaker introduces a bug in their simulation by replacing 4 with 2, and while the confidence intervals are valid, the estimate of pi is completely wrong. To ensure the accuracy of the simulation, a sanity check must be performed. The generally useful technique of random point sampling is introduced for estimating the area of any region and used as an example of how randomness can be used to compute something that is not inherently random, such as integration.
7. Confidence Intervals
7. Confidence Intervals
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...
 

Lecture 8. Sampling and Standard Error



8. Sampling and Standard Error

This video on "Sampling and Standard Error" covers various concepts in inferential statistics, with a focus on sampling techniques for estimating population parameters. The video explores probability sampling and simple random sampling, as well as stratified sampling, and discusses the central limit theorem, which relates to the consistency of means and standard deviations across random samples from a population. The video also delves into topics such as error bars, confidence intervals, standard deviation and standard error, choosing appropriate sample size, and distribution types. The speaker emphasizes the significance of understanding standard error, as it helps to estimate the population standard deviation without examining the entire population, and how it is a widely discussed concept in different departments.

  • 00:00:00 In this section, the instructor discusses the topic of sampling in relation to inferential statistics. The key idea is to examine one or more random samples drawn from a population to make references about that population. The instructor discusses probability sampling, in which each member of the population has a nonzero probability of being included in a sample. Simple random sampling is explored in depth, which requires that each member of the population has an equal probability of being chosen in the sample. However, the instructor notes that stratified sampling may be necessary in certain situations, such as when a population is not evenly distributed, and subgroups need to be partitioned and represented proportionally in the sample.

  • 00:05:00 In this section, the concept of stratified sampling is introduced as a method for sampling small subgroups that need to be represented proportionally to their size in the population. The example of using stratified sampling to ensure architecture students are represented is given. However, stratified sampling can be difficult to do correctly, so this course will stick to simple random samples. The course provides an example dataset of daily high and low temperatures for 21 US cities from 1961-2015. The data is visualized using histograms, which show that the data is not normally distributed. The mean daily high temperature is 16.3 degrees Celsius with a standard deviation of approximately 9.4 degrees.

  • 00:10:00 In this section, the video discusses the idea of sampling and its relationship to the population as a whole. By taking random samples of size 100 from a population and comparing the means and standard deviations, the video shows that while individual samples may differ from the population, overall, the means and standard deviations will be consistent with the population due to the central limit theorem. By running a simulation of a thousand samples, the video demonstrates how the mean of the sample means is 16.3 and the standard deviation is 0.94, providing a 95% confidence interval of 14.5 to 18.1. While the confidence interval is wide, it includes the population mean.

  • 00:15:00 In this section, the video discusses ways to obtain a tighter bound on the estimate of the actual population mean. Drawing more samples and taking larger samples are both considered. Running an experiment with the sample size increased from 100 to 200 resulted in a fairly dramatic drop in the standard deviation from 0.94 to 0.66, indicating that larger sample sizes can help obtain a more accurate estimate. The use of error bars to visualize the variability of data is also introduced. Confidence intervals can be used to determine if the means are statistically significantly different or not. If the confidence intervals do not overlap, it is possible to conclude that the means are significantly different. When they do overlap, further investigation is needed.

  • 00:20:00 In this section, the speaker discusses how to plot error bars using the PyLab package in Python. By using the standard deviation multiplied by 1.96, one can create error bars that show the mean and the level of confidence of the estimate. As the sample size increases, the error bars become smaller, providing greater confidence but not necessarily better accuracy. However, by using the central limit theorem, using a single sample can still provide valuable insights, even though looking at multiple samples with large sample sizes may be redundant.

  • 00:25:00 In this section, the video discusses the third piece of the Central Limit Theorem, which states that the variance of the sample means will be close to the variance of the population divided by the sample size. This leads to the computation of the standard error of the mean, which is equal to the population standard deviation divided by the square root of the sample size. The video uses a code to test whether the standard error of the mean works, and shows that the standard deviation tracks the standard error very well, thus making it useful to estimate the standard deviation by computing the standard error. The difference between the standard deviation and standard error is that to compute the former, one needs to look at many samples, and for the latter, only one sample is required.

  • 00:30:00 In this section, the speaker discusses the concept of standard error, which is a way to approximate the standard deviation of a population without taking multiple samples. The formula for standard error includes the standard deviation of the population, but this is typically not known since it would require examining the whole population. Instead, the sample standard deviation is often used as an estimation. The speaker demonstrates that for larger sample sizes, the sample standard deviation is a relatively accurate approximation of the population standard deviation. However, it is noted that this may not always be true for different types of distributions and larger populations.

  • 00:35:00 In this section, the video discusses different distributions, including uniform, normal or Gaussian, and exponential, and shows the discrete approximations to these distributions. The difference between the standard deviation and the sample standard deviation is not the same for all these distributions, with the exponential being the worst case. Skew, a measure of the asymmetry of a probability distribution, is an important factor when deciding how many samples are needed to estimate the population. Additionally, the video reveals a counterintuitive finding that the size of the population does not matter when determining the number of samples needed.

  • 00:40:00 In this section, the speaker discusses the importance of choosing an appropriate sample size to estimate the mean of a population given a single sample. He emphasizes that choosing the right sample size is essential to getting an accurate answer and avoiding the use of a sample size that is too small. Once a sample size is chosen, a random sample is taken from the population to compute the mean and standard deviation of the sample. Using the estimated standard error generated from the sample, confidence intervals around the sample mean are generated. The speaker cautions that this method works only if independent random samples are chosen and shows how choosing dependent samples can lead to the wrong results. Lastly, he demonstrates an example experiment to calculate fraction outside the 95% confidence intervals and stresses that five percent is the optimal outcome.

  • 00:45:00 In this section, the speaker discusses the importance of understanding the concept of standard error in statistical analysis. He emphasizes that if the answer is too good or too bad, the probability calculation is incorrect. To demonstrate how the standard error works, he runs a simulation and shows that the fraction outside the 95% confidence interval is very close to the expected value of 5%. The speaker concludes by emphasizing the significance of standard error and how it is a widely discussed concept among different departments.
8. Sampling and Standard Error
8. Sampling and Standard Error
  • 2017.05.19
  • www.youtube.com
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016View the complete course: http://ocw.mit.edu/6-0002F16Instructor: John GuttagPro...