Dear Students,
a couple of notes for FDS this week:
- Don't forget to upload your solution to the single problem from Homework 6 by tomorrow morning, 10am, on Moodle, as usual.
- Tomorrow, in lecture, we will start with the beautiful Hilbert space view of signal representations. The core of this is the Projection Theorem. We briefly touch upon the time-frequency perspective.
- Then, we will cover a special projection called PCA (principal components analysis): The preliminaries (Sections 3.4 and 3.5), followed by Section 10.2.1.
- As a twist on PCA, we will begin our study of random projections in the shape of the JL lemma, Section 10.2.2. This will be finished next week.
- In the final half hour of tomorrow's lecture, we encounter Canonical Correlation Analysis (CCA), another important extension of PCA. This is Problem 1 on Homework 7, which will be posted shortly.
- As an aside, Homework 7 will only be due in two weeks, on Tuesday, December 16.
Best regards, Michael Gastpar.
