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Material Type: Exam; Professor: Ross; Class: ADTP:Statistcl Pattrn Recogntn; Subject: Computer Science; University: West Virginia University; Term: Spring 2008;
Typology: Exams
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Date: Posted on May 3, 2008
(a) Bayes Risk. (b) Bayesian Learning. (c) Voronoi Tessellation.
λ(αi|ωj ) =
0 if i = j, i, j = 1, 2 ,... c λr if i = c + 1 λs otherwise,
where λr is the loss incurred for choosing the (c + 1)th^ action (i.e, rejection), and λs is the loss incurred for making any substitution error. Show that the minimum risk decision rule is obtained as follows: If both the following conditions are satisfied:
then assign pattern x to class ωi, else reject pattern x.
(a) Show that
P (zi 1 , zi 2 ,... zin|P (ωi)) =
∏^ n
k=
P (ωi)zik^ (1 − P (ωi))^1 −zik^.
(b) Show that the MLE for P (ωi) is
P^ ˆ (ωi) =^1 n
∑^ n
k=
zik.
Interpret your results in words.
(a) [2 points] Plot the training set of points. (b) [3 points] Based on the training set, what is the maximum likelihood estimate for the mean? (c) [5 points] Based on the training set, what is the maximum likelihood estimate for the covari- ance matrix? (d) [5 points] What is the Euclidean distance between (1,1) and (4,2)? What is the Mahalanobis distance between (1,1) and (4,2)?