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Q3 MSQ 3 marks select all that apply In the context of Principal Component Analysis (PCA), which of the following statements is/are correct?
PCA projects the original data onto a lower-dimensional subspace thatcaptures the maximum variance. The eigenvectors of the covariance matrix correspond to the directions ofmaximum variance. The principal components form a basis that is not necessarily orthogonal. The principal components obtained through PCA are always uncorrelated.
Comprehension passage - the questions below it refer to this
Based on the above data, answer the given subquestions.
Answer key Q1 (MCQ, 3 marks): AQ2 (MSQ, 3 marks): A, B, CQ3 (MSQ, 3 marks): A, B, DQ4 (MSQ, 3 marks): C, DQ5 (MSQ, 3 marks): A, B, CQ6 (MSQ, 3 marks): A, CQ7 (MSQ, 4 marks): A, BQ8 (SA, 3 marks): 4Q9 (SA, 3 marks): 0.5Q10 (SA, 2 marks): 0.5Q11 (SA, 2 marks): 1Q12 (MSQ, 2 marks): A, CQ13 (MSQ, 3 marks): A, CQ14 (SA, 3 marks): 0.25Concepts this paper tests Auto-generated summary from the source site. Handy as a checklist; the lessons above explain each idea from scratch.
Here’s a structured summary of core topics, concepts, principles, and equations essential for the exam, followed by Mermaid knowledge graphs to visualize relationships.
1. Core Topics & Key Concepts
A. Probability & Statistics
Joint Probability Density Function (PDF)
f U , V ( u , v ) = f X , Y ( x , y ) ⋅ ∣ J ∣ − 1 , where J = ∣ ∂ x ∂ u ∂ x ∂ v ∂ y ∂ u ∂ y ∂ v ∣ f_{U,V}(u,v) = f_{X,Y}(x,y) \cdot |J|^{-1}, \quad \text{where } J = \begin{vmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{vmatrix} f U , V ( u , v ) = f X , Y ( x , y ) ⋅ ∣ J ∣ − 1 , where J = ∂ u ∂ x ∂ u ∂ y ∂ v ∂ x ∂ v ∂ y
Example : For U = X + Y U = X + Y U = X + Y , V = X − Y V = X - Y V = X − Y , solve for X X X and Y Y Y in terms of U U U and V V V , then compute ∣ J ∣ |J| ∣ J ∣ .
Expected Value & Linearity
For independent RVs X 1 , X 2 , X 3 X_1, X_2, X_3 X 1 , X 2 , X 3 :
E [ X 1 + X 2 + X 3 ] = E [ X 1 ] + E [ X 2 ] + E [ X 3 ] E[X_1 + X_2 + X_3] = E[X_1] + E[X_2] + E[X_3] E [ X 1 + X 2 + X 3 ] = E [ X 1 ] + E [ X 2 ] + E [ X 3 ]
Distributions :
Uniform(a , b a,b a , b ): E [ X ] = a + b 2 E[X] = \frac{a+b}{2} E [ X ] = 2 a + b Poisson(λ \lambda λ ): E [ X ] = λ E[X] = \lambda E [ X ] = λ Exponential(λ \lambda λ ): E [ X ] = 1 λ E[X] = \frac{1}{\lambda} E [ X ] = λ 1
Markov’s Inequality
For non-negative RV X X X and a > 0 a > 0 a > 0 :
P ( X ≥ a ) ≤ E [ X ] a P(X \geq a) \leq \frac{E[X]}{a} P ( X ≥ a ) ≤ a E [ X ]
Cumulative Distribution Function (CDF)
F X ( x ) = x − a b − a , a ≤ x ≤ b F_X(x) = \frac{x - a}{b - a}, \quad a \leq x \leq b F X ( x ) = b − a x − a , a ≤ x ≤ b
B. Linear Algebra & Matrix Decompositions
Singular Value Decomposition (SVD)
For matrix A A A (m × n m \times n m × n ):
A = U Σ V T A = U \Sigma V^T A = U Σ V T
Eigenvalues & Eigenvectors
For symmetric matrix A A A , eigenvalues are real, and eigenvectors are orthogonal.
C. Optimization
Convexity
Convex Sets :
Definition: A set S S S is convex if ∀ x , y ∈ S \forall x,y \in S ∀ x , y ∈ S , λ x + ( 1 − λ ) y ∈ S \lambda x + (1-\lambda)y \in S λ x + ( 1 − λ ) y ∈ S for λ ∈ [ 0 , 1 ] \lambda \in [0,1] λ ∈ [ 0 , 1 ] . Examples:
Linear equality/inequality constraints (e.g., ∑ a i x i = b \sum a_i x_i = b ∑ a i x i = b ). Intersection of convex sets is convex. Convex Functions :
Definition: f f f is convex if f ( λ x + ( 1 − λ ) y ) ≤ λ f ( x ) + ( 1 − λ ) f ( y ) f(\lambda x + (1-\lambda)y) \leq \lambda f(x) + (1-\lambda)f(y) f ( λ x + ( 1 − λ ) y ) ≤ λ f ( x ) + ( 1 − λ ) f ( y ) . Examples:
e x e^x e x , x 2 x^2 x 2 , − ln x -\ln x − ln x (for x > 0 x > 0 x > 0 ).Composition of convex functions is not necessarily convex.
Gradient Descent
x k + 1 = x k − η ∇ f ( x k ) x_{k+1} = x_k - \eta \nabla f(x_k) x k + 1 = x k − η ∇ f ( x k )
Example : For f ( x , y ) = x 2 + 3 y 2 − 4 x + 6 y f(x,y) = x^2 + 3y^2 -4x +6y f ( x , y ) = x 2 + 3 y 2 − 4 x + 6 y , compute:
∇ f = ( 2 x − 4 , 6 y + 6 ) \nabla f = (2x -4, 6y +6) ∇ f = ( 2 x − 4 , 6 y + 6 )
Karush-Kuhn-Tucker (KKT) Conditions
For optimization with constraints:
min f ( x ) s.t. h ( x ) = 0 , g ( x ) ≤ 0 \min f(x) \quad \text{s.t.} \quad h(x) = 0, \quad g(x) \leq 0 min f ( x ) s.t. h ( x ) = 0 , g ( x ) ≤ 0
KKT Conditions :
Stationarity: ∇ f ( x ) + ∑ α i ∇ h i ( x ) + ∑ β j ∇ g j ( x ) = 0 \nabla f(x) + \sum \alpha_i \nabla h_i(x) + \sum \beta_j \nabla g_j(x) = 0 ∇ f ( x ) + ∑ α i ∇ h i ( x ) + ∑ β j ∇ g j ( x ) = 0 . Primal feasibility: h ( x ) = 0 h(x) = 0 h ( x ) = 0 , g ( x ) ≤ 0 g(x) \leq 0 g ( x ) ≤ 0 . Dual feasibility: β j ≥ 0 \beta_j \geq 0 β j ≥ 0 . Complementary slackness: β j g j ( x ) = 0 \beta_j g_j(x) = 0 β j g j ( x ) = 0 .
D. Principal Component Analysis (PCA)
Key Ideas :
Projects data onto directions of maximum variance (eigenvectors of covariance matrix). Principal components are uncorrelated and form an orthogonal basis . Steps:
Compute covariance matrix Σ \Sigma Σ . Find eigenvalues λ i \lambda_i λ i and eigenvectors v i v_i v i . Sort eigenvectors by descending λ i \lambda_i λ i .
E. Function Analysis
Polynomial Functions
Critical Points & Extrema
Find critical points by setting f ′ ( x ) = 0 f'(x) = 0 f ′ ( x ) = 0 . Second derivative test for convexity/concavity.
2. Key Equations Summary
Topic Equation Joint PDF Transformation f U , V ( u , v ) = f X , Y ( x , y ) ⋅ ∣ J ∣ − 1 f_{U,V}(u,v) = f_{X,Y}(x,y) \cdot |J|^{-1} f U , V ( u , v ) = f X , Y ( x , y ) ⋅ ∣ J ∣ − 1 Expected Value E [ a X + b Y ] = a E [ X ] + b E [ Y ] E[aX + bY] = aE[X] + bE[Y] E [ a X + bY ] = a E [ X ] + b E [ Y ] Markov’s Inequality P ( X ≥ a ) ≤ E [ X ] a P(X \geq a) \leq \frac{E[X]}{a} P ( X ≥ a ) ≤ a E [ X ] SVD A = U Σ V T A = U \Sigma V^T A = U Σ V T , σ i = λ i ( A T A ) \sigma_i = \sqrt{\lambda_i(A^T A)} σ i = λ i ( A T A ) Gradient Descent x k + 1 = x k − η ∇ f ( x k ) x_{k+1} = x_k - \eta \nabla f(x_k) x k + 1 = x k − η ∇ f ( x k ) KKT Conditions ∇ L = 0 \nabla L = 0 ∇ L = 0 , β j g j ( x ) = 0 \beta_j g_j(x) = 0 β j g j ( x ) = 0 , β j ≥ 0 \beta_j \geq 0 β j ≥ 0 PCA Σ v i = λ i v i \Sigma v_i = \lambda_i v_i Σ v i = λ i v i (eigenvalue problem)Convex Function f ( λ x + ( 1 − λ ) y ) ≤ λ f ( x ) + ( 1 − λ ) f ( y ) f(\lambda x + (1-\lambda)y) \leq \lambda f(x) + (1-\lambda)f(y) f ( λ x + ( 1 − λ ) y ) ≤ λ f ( x ) + ( 1 − λ ) f ( y )
Graph 2: Linear Algebra & Optimization
Graph 3: Machine Learning (PCA)
Graph 4: Function Analysis
4. Exam Tips
Probability :
Practice transforming joint PDFs using Jacobians. Memorize expected values for common distributions.
Linear Algebra :
Understand SVD’s relationship with eigenvalues/eigenvectors. Know how to compute singular values from A T A A^T A A T A .
Optimization :
For KKT, focus on stationarity, primal/dual feasibility, and complementary slackness. Verify convexity before applying gradient descent.
PCA :
Remember that principal components are uncorrelated and orthogonal .
Function Analysis :
Check symmetry (even/odd), convexity (second derivative), and roots (discriminant).