There’s not a lot to say at the beginning of this weekend. I still have two drafts of posts on PCA/FA. And I have still only understood the one wavelet calculation; there are three more mysterious calculations for me to figure out. Since the one I understand leads to nice pictures, I will probably post it, even though I have provided no background information on wavelets.
I have continued to check some newsgroups for interesting questions which I can answer. One such question was posted in sci.math Thursday, March 26, about regression with a linear restriction on the coefficients.
Someone else posted the simplest solution for any one problem.
As it happens, I know the general solution — for a slightly fuzzy value of “know”. That is, I know a couple of places where the formula is written (and they agree with each other); I believe I verified the derivation of that formula sometime in the past decade; but I do not have an actual example in my hands.
Hmm. Come to think of it, maybe I do….
Now, let me get about the mathematics and the blogging for this weekend.