A Data Science Central Community

This simple introduction to matrix theory offers a refreshing perspective on the subject. Using a basic concept that leads to a simple formula for the power of a matrix, we see how it can solve time series, Markov chains, linear regression, data reduction, principal components analysis (PCA) and other machine learning problems. These problems are usually solved with more advanced matrix calculus, including eigenvalues, diagonalization, generalized inverse matrices, and other types of matrix normalization. Our approach is more intuitive and thus appealing to professionals who do not have a strong mathematical background, or who have forgotten what they learned in math textbooks. It will also appeal to physicists and engineers. Finally, it leads to simple algorithms, for instance for matrix inversion. The classical statistician or data scientist will find our approach somewhat intriguing.

**Content**

1. Power of a matrix

2. Examples, Generalization, and Matrix Inversion

- Example with a non-invertible matrix
- Fast computations

3. Application to Machine Learning Problems

- Markov chains
- Time series
- Linear regression

© 2020 TechTarget, Inc. Powered by

Badges | Report an Issue | Privacy Policy | Terms of Service

**Most Popular Content on DSC**

To not miss this type of content in the future, subscribe to our newsletter.

- Book: Applied Stochastic Processes
- Long-range Correlations in Time Series: Modeling, Testing, Case Study
- How to Automatically Determine the Number of Clusters in your Data
- New Machine Learning Cheat Sheet | Old one
- Confidence Intervals Without Pain - With Resampling
- Advanced Machine Learning with Basic Excel
- New Perspectives on Statistical Distributions and Deep Learning
- Fascinating New Results in the Theory of Randomness
- Fast Combinatorial Feature Selection

**Other popular resources**

- Comprehensive Repository of Data Science and ML Resources
- Statistical Concepts Explained in Simple English
- Machine Learning Concepts Explained in One Picture
- 100 Data Science Interview Questions and Answers
- Cheat Sheets | Curated Articles | Search | Jobs | Courses
- Post a Blog | Forum Questions | Books | Salaries | News

**Archives:** 2008-2014 |
2015-2016 |
2017-2019 |
Book 1 |
Book 2 |
More

**Most popular articles**

- Free Book and Resources for DSC Members
- New Perspectives on Statistical Distributions and Deep Learning
- Time series, Growth Modeling and Data Science Wizardy
- Statistical Concepts Explained in Simple English
- Machine Learning Concepts Explained in One Picture
- Comprehensive Repository of Data Science and ML Resources
- Advanced Machine Learning with Basic Excel
- Difference between ML, Data Science, AI, Deep Learning, and Statistics
- Selected Business Analytics, Data Science and ML articles
- How to Automatically Determine the Number of Clusters in your Data
- Fascinating New Results in the Theory of Randomness
- Hire a Data Scientist | Search DSC | Find a Job
- Post a Blog | Forum Questions

## You need to be a member of AnalyticBridge to add comments!

Join AnalyticBridge