Machine Learning
Statistical Science
Why are Confidence Regions Elliptic? Simple Explanation
A 90% confidence region is a domain of minimum area, containing 90% of the mass of a distribution. By distribution, here I mean a bivariate probability distribution, though the concept is not specific to machine learning. The 90% is called the confidence level, and I denote it as γ. Confidence regions are a generalization of […]
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