The Covariance Matrix : Data Science Basics

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  • čas přidán 28. 08. 2024

Komentáře • 238

  • @ebenvia
    @ebenvia Před 3 lety +88

    This is one of the most clear, straightforward stats video I've seen in awhile! 👍

  • @ahmedalaaeldinmohamed9146

    I can't believe how you make things that easy. Thx for this awesome content.

  • @andreyb7419
    @andreyb7419 Před 3 lety +5

    You describe things in absolutely clear and simple way, thx for doing this!!!

  • @stefanklisarov4053
    @stefanklisarov4053 Před 3 lety +27

    You're an amazing instructor and I really enjoy your videos. Great content.
    Can I make a small suggestion regarding a technicality - the camera seems to be fishing for focus every time you move in closer to it. If you manually focus and fix the focal distance so that the board is in focus, whenever you move closer only you will go out of focus for a brief moment ( not necessarily, if there is sufficient light you can use a small aperture that will allow for a greater focal distance ) and avoid the pitfalls of the slow autofocus.

    • @ritvikmath
      @ritvikmath  Před 3 lety +17

      Thank you so much for the suggestion! I had a couple videos around this time where the focus went in and out and I apologize for that. In my more recent videos, fortunately I did exactly what you suggested so they are easier to watch. Thanks!

  • @exxodas
    @exxodas Před 3 lety +2

    I like how you give us little refreshers about concepts we may have forgot.

  • @johningham1880
    @johningham1880 Před 3 lety +51

    I was following while it was all about apples and bananas, but got lost when you started performing pear-wise operations

    • @ritvikmath
      @ritvikmath  Před 3 lety +8

      wow ... hilarious!

    • @captincanuckjones1664
      @captincanuckjones1664 Před 3 lety

      @@ritvikmath That's not nice!

    • @captincanuckjones1664
      @captincanuckjones1664 Před 3 lety +4

      I am assuming that you got lost when he said that the Expectation of A * Expectation of B cancel out to zero. By that he meant A= 1* 3 * -1= -3, B= 1*0*1=0 So, the Expectation of A = -3, and the Expectation of B=0, now, multiply A(-3) * B(0) = 0;

    • @GinMCS
      @GinMCS Před 3 lety +8

      @@captincanuckjones1664 The joke was the 'pear'-wise operations (cause you know... fruits), but it's nice of you for explaining!

  • @joel09878
    @joel09878 Před 3 lety +2

    Thanks for making an effort to explain things at a slow pace. I love the way you don't use technical terms to explain things immediately, but then you do give us the technical term once it's explained. Much appreciated and subscribed.

  • @hossanatwino
    @hossanatwino Před 3 lety +6

    Really simple and great explanation of the covariance matrix. It would be great if at the end you tell us what the covariance matrix means in terms of whether there was a relationship between eating a banana and apple - in this case, that yes, there is a positive relationship.

  • @djd829
    @djd829 Před 3 lety +13

    After giving Khan Academy a shot at explaining this poorly I came across this. Perfect. Thank you!

    • @jakemaxton1714
      @jakemaxton1714 Před 3 lety

      i dont mean to be so offtopic but does any of you know of a trick to get back into an instagram account..?
      I was dumb forgot my login password. I would love any help you can give me!

    • @brodieharley7040
      @brodieharley7040 Před 3 lety

      @Jake Maxton instablaster =)

  • @NugrohoBudianggoro
    @NugrohoBudianggoro Před 4 lety +9

    huge thanks for the explanation. i was reading a book about this but i couldn't get my head around it. your explanation clear things up. best of success to you, bro..

  • @Captain_Rhodes
    @Captain_Rhodes Před 4 lety +22

    thanks. make more videos. you have a talent for keeping thinks understandable

  • @SarikaKamble-pm2hq
    @SarikaKamble-pm2hq Před rokem +3

    I was struggling with this concept. You made it very simple and easy to understand. Thank you for this amazing content.

  • @laureanodiaz4297
    @laureanodiaz4297 Před 3 lety +1

    To the point, exemplified, condensed and so useful. Thanks for this video!

  • @alimuqaibel7619
    @alimuqaibel7619 Před 3 lety +4

    Excellent presentation but at 2:21 .... confused correlation with covariance with correlation coefficient. Correlation is not bounded between -1 and +1 that is rather the correlation coefficient Correlation coefficient is the one that is bounded. Also the explanation given ... when one is positive and the other is negative ... (that is the definition of correlation) Covariance has to be defined relative to the mean. Please double check in any Standard Statistics Book including Peebles or Papoulis... The presentation style and clarity is excellent. Keep up the good work.

  • @methorogood
    @methorogood Před 8 měsíci

    This is one best explanations of the concept I have come across. You truly have a gift! Thank you.

  • @rainerwang1712
    @rainerwang1712 Před 3 lety +2

    Best explain on this topic! Concise and human friendly

  • @Milad_showcase
    @Milad_showcase Před 4 lety +1

    Thank you. Very helpful video. Good luck

  • @DistortedV12
    @DistortedV12 Před 3 lety +13

    Can you do a series leading up to Gaussian process? I like your way of explaining things.

  • @DariaEmacs
    @DariaEmacs Před 4 lety +2

    Thank you! This is the best explanation in the world! It really helps me! 👍

  • @MYJESUSCHANNEL2022
    @MYJESUSCHANNEL2022 Před rokem

    I want to express my appreciation for tutor. Thank vey much

  • @theflippedbit
    @theflippedbit Před 4 lety +2

    your channel deserves way more traction and sub count. keep up the good work. Thanks!!

  • @lcaslokonon3979
    @lcaslokonon3979 Před 4 lety +4

    Great real life explanation - extremely helpful. Thank you so much!!

  • @bluejays440
    @bluejays440 Před 2 lety

    Excellent explanation. No confusion. No bullshit. Just 100% fruit

  • @exxodas
    @exxodas Před 3 lety

    Damn where have you been all my life. Thanks dude.

  • @liamhan8145
    @liamhan8145 Před 2 lety +2

    So simple yet so clear. Thank you so much! Subscribed and can't wait to watch your other videos!

  • @paramita14
    @paramita14 Před rokem +1

    You're an excellent teacher! Wish to see more Stat videos from you! Thank you so much!

  • @deadbeef33
    @deadbeef33 Před měsícem

    Amazing explanation! Thank you!

  • @marcozocker1963
    @marcozocker1963 Před 3 lety +7

    I'm from Germany and I understand you more then every german speaking teacher here

  • @juhokim6149
    @juhokim6149 Před 2 lety

    Your lecture is so straight that even non-english speaking student can understand easily. That's me. Thank you for the good lecture

  • @fatimegashi1595
    @fatimegashi1595 Před 3 lety +1

    Really good explanations - clear and concise. Thank you.

  • @debasiskar4662
    @debasiskar4662 Před 3 lety

    You are covering some very important topics which are generally not available. Please continue doing so.

  • @user-pb5so8jx2k
    @user-pb5so8jx2k Před 2 měsíci

    Best video on covariance...thnks man

  • @mdsarker7046
    @mdsarker7046 Před 2 lety

    Your video is really easy to understand even someone doesn't have math degree

  • @necropants7838
    @necropants7838 Před 2 lety

    This video saved my life.

  • @ben6
    @ben6 Před 4 lety +1

    Thank you for that clear explanation. I don't have time to relearn statistics at the moment.

  • @hillcipher7392
    @hillcipher7392 Před 4 měsíci

    Thanks for this amazing explanation!

  • @elsins9790
    @elsins9790 Před 3 lety +1

    Besides StatQuest a really good and growing statistics channel. Subbed.

  • @gautamsuryawanshi2642
    @gautamsuryawanshi2642 Před 3 lety +1

    Hi, Ritvik you are creating awesome content. Please do keep creating such beautiful content.

  • @theonionpirate1076
    @theonionpirate1076 Před 2 lety +1

    There's actually an important difference between covariance and correlation. Yes, for both, in general you want that the larger one variable gets the larrger the other gets, and vice-versa. However, for covariance, if the value of one variable were fixed, you will always get a larger covariance if you make the other variable of greater magnitude, with the same sign as first variable. So for instance, if there were values for apple enjoyment of -3, -2, -1, 0, 1, 2, and 3, and they were fixed, you'd increase the covariance by choosing the values of banana enjoyment to be as negative as possible for the negative apple values and as positive as possible for the positive apple values (the 0 one wouldn't matter).
    On the other hand, (linear) correlation measures the degree to which the variables fall on a line. So, with the same example as above, we'd maximize correlation by choosing values of banana that were, say, equal to each for apple, or any set of values that make a straight line. This clearly means we would NOT want to just choose the largest magnitude, with appropriate sign, banana values that we can.

  • @HawkEyeLondon
    @HawkEyeLondon Před 4 lety +1

    Thank you so much for this very helpful and intuitive video. It really helped me understand specifying mixed models in R!

  • @HasanAlMasri
    @HasanAlMasri Před 11 měsíci

    God Bless YOU! you saved me!

  • @adrianjohn8111
    @adrianjohn8111 Před 3 měsíci

    sir
    you are awesome
    thank you
    second video I stumbled across and it was so clear

  • @compsci91
    @compsci91 Před 3 lety

    I loved this. You are EXCELLENT at explaining mathematics.

  • @user-dp6th8mu6v
    @user-dp6th8mu6v Před rokem

    Thank you so much for such a clear and detailed explanation, it helped enormously!

  • @louishollick8904
    @louishollick8904 Před 3 lety +2

    Great video!

  • @camilamiraglia8077
    @camilamiraglia8077 Před 3 lety +1

    Great video! Thank you

  • @shipper611
    @shipper611 Před 3 lety +1

    Great video, would be awesome to give a little more intuition on why these numbers are so insightful ;)

  • @tyson96
    @tyson96 Před 2 lety

    Very well explained. Thank you

  • @jello2233
    @jello2233 Před 3 lety

    Thanks a lot, when you do your advanced stats class you tend to forget the pure basis elements of stats thank you

  • @aurorasart9458
    @aurorasart9458 Před 2 lety

    Thank you so much. In 10 minutes you explained it so clearly :D keep on with your videos!!!

  • @sudeep15
    @sudeep15 Před 3 lety +1

    Great explanation!!!!

  • @oliverwilliams9507
    @oliverwilliams9507 Před 3 lety +1

    excellent video, thanks very much

  • @nehdiwmbcuow868
    @nehdiwmbcuow868 Před rokem

    Awesome straightforward explanation thank you

  • @uafiewn
    @uafiewn Před 2 lety

    This was an awesome video. Very clear and easy to follow.

  • @jevz7028
    @jevz7028 Před 2 lety

    Really appreciate the good work

  • @barbaricplayer
    @barbaricplayer Před 2 lety

    I’ve never taken a stats class in my life and now I have to construct covariant models for NASA.... thank you so much! Now I just gotta apply this to MatLab, can’t be too hard lol

  • @Ledozuvys
    @Ledozuvys Před 3 lety

    I needed this channel in my life so much.

  • @dante3578
    @dante3578 Před 2 lety

    so clear, thank you sir!

  • @amalsal9559
    @amalsal9559 Před 11 měsíci

    Wow! Now math seems fun and easy!

  • @NurAini-wq3bp
    @NurAini-wq3bp Před 3 lety

    Your explanation was very clear. Thank you very much

  • @shiyi9993
    @shiyi9993 Před 2 lety

    AMAZING! So clear!!!!

  • @elliamaris
    @elliamaris Před rokem

    Thank you so much for this video!

  • @ewanharris5433
    @ewanharris5433 Před 3 lety

    Excellent revision

  • @ananyochatterjee2445
    @ananyochatterjee2445 Před 4 lety +1

    Learning in quarantine..thanks man!

  • @ZombieTurtle00
    @ZombieTurtle00 Před 4 lety +3

    Greatly informative video, thank you! :)

  • @ahmedm.alfadhel272
    @ahmedm.alfadhel272 Před 4 lety +1

    well done

  • @justinscherzer5593
    @justinscherzer5593 Před 2 lety

    Thank you, super clear!

  • @ahhhwhysocute
    @ahhhwhysocute Před 3 lety

    Thank you for making this simple and easy to understand :)

  • @orugantijyoshna7445
    @orugantijyoshna7445 Před 3 lety

    Understanding very well sir

  • @AJ-et3vf
    @AJ-et3vf Před 2 lety

    Thank you very much sir. Very helpful!

  • @ayikkathilkarthik4312
    @ayikkathilkarthik4312 Před 4 lety

    You are doing a great work...
    Really appreciate your work, Thanks for the video.

  • @anuroopnag2718
    @anuroopnag2718 Před 4 lety

    Really awesome explanation

  • @salvadormarin2276
    @salvadormarin2276 Před 3 lety

    Helped me so much in econometrics! Thanks!

  • @acrlnv
    @acrlnv Před 4 lety

    i wish i had professors like this in the uni. maybe i wouldnt have hated statistics so much.

  • @saraaltamirano
    @saraaltamirano Před 4 lety +1

    Wow! So happy to have found this channel, you are a great teacher! Thanks!

  • @opencast1819
    @opencast1819 Před 2 lety

    simple and intuitive! great!

  • @uvernessomarriba5397
    @uvernessomarriba5397 Před 3 lety

    Great style of teaching!

  • @indigo1417
    @indigo1417 Před 6 měsíci

    Thanks, helped a lot. Liked and subscribed

  • @rajroy2426
    @rajroy2426 Před 3 lety +1

    Loved the video :D all the best for your channel

  • @CFATrainer
    @CFATrainer Před 4 měsíci

    excellent stuff bro

  • @almonddonut1818
    @almonddonut1818 Před 2 lety

    Thank you so much for this!

  • @greenbamboo8979
    @greenbamboo8979 Před 3 lety

    Thanks so much for your clear explanation.

  • @tb.adindalaksmana3634
    @tb.adindalaksmana3634 Před 3 lety

    Nice explanations .. thank you

  • @SuperReddevil23
    @SuperReddevil23 Před 4 lety

    Great explanation Ritvik as always. Please can you make a series of Videos on Financial Calculus....?

  • @sharris7343
    @sharris7343 Před 2 lety

    This was so helpful. Thank you!

  • @yasirahmad5014
    @yasirahmad5014 Před 4 lety

    Excellent teaching..

  • @haiderkamal1106
    @haiderkamal1106 Před 3 lety

    Thank You sooo MUCH!!!!!! This was a brilliant way to teach!

  • @leaboss3223
    @leaboss3223 Před 4 lety +3

    Hi! Shouldn't one devide by N-1 instead of N ? Because we compute the means from the samples. Should Cov(A,B) then not be 2/(3-1) instead of 2/3? Thanks

    • @OsamaShehzad1995
      @OsamaShehzad1995 Před 4 lety

      He is taking the covariance of entire population i.e. all 3 people therefore, he divides by N. Had he taken a sample out of this population, he would have divided by N-1.

  • @sahirbansal7027
    @sahirbansal7027 Před 4 lety +2

    hey, can we subtract mean from each term to make each column zero mean before calculating covariance matrix. also some texts divide by n-1 instead of n. why is that? Thanks

  • @rohanpande5074
    @rohanpande5074 Před 4 lety

    Thank you for making videos

  • @devendrasharma4033
    @devendrasharma4033 Před 5 lety +1

    Thank you! for the video, as always awesome tutorial video.

  • @remeajayi4997
    @remeajayi4997 Před 3 lety

    Great playlist and explanations!! Your camera blurs out at intervals, perhaps you could check that. Thank you for your lessons, they help a bunch!

    • @ritvikmath
      @ritvikmath  Před 3 lety

      Thank you! I ended up fixing this issue for my newer videos thanks to comments like this.

  • @emilioalfaro4365
    @emilioalfaro4365 Před rokem

    Super understandable, thank u sm!

  • @schaukeltiger596
    @schaukeltiger596 Před 2 lety

    Very cool video, thanks for that :)

  • @tuberliteable
    @tuberliteable Před 4 lety

    Solid video. You're good at this

  • @sithius
    @sithius Před 3 lety

    Thank you for making this, very useful!

  • @scarlettl2791
    @scarlettl2791 Před 3 lety

    This is really helpful! Thanks a lot sir!

  • @myxmax27
    @myxmax27 Před 2 lety

    Fascinating thanks

  • @syleshgupta5957
    @syleshgupta5957 Před 3 lety

    I understood the concept very well. One question I have (i.e. what type of insights we can achieve by calculating covariance between two elements helps in real life ?)

  • @sepehrjafari793
    @sepehrjafari793 Před rokem

    Great video! I wish I would have some free time to enjoy teaching math and stats on CZcams!