Lectures related to Singular Value Decomposition

Orthogonality and Eigenvalues Log in to Mediaspace to watch this video

Explores orthogonality, eigenvalues, and diagonalization in linear algebra, focusing on finding orthogonal bases and diagonalizing matrices.

Factor Models: Latent Variables and Asset Pricing Log in to Mediaspace to watch this video

Covers Factor Models, including PCA, asset pricing, factor investing, GMM, and Fama-McBeth estimation.

Matrix Determinants: Properties and Calculations Log in to Mediaspace to watch this video

Covers the properties and calculations of matrix determinants, including special cases and examples.

Dimensionality Reduction Log in to Mediaspace to watch this video

Explores Singular Value Decomposition and Principal Component Analysis for dimensionality reduction, with applications in visualization and efficiency.

Linear Systems: Factorization and Cholesky Log in to Mediaspace to watch this video

Explores linear systems, Cholesky factorization, LU factorization, and matrix precision.

Orthogonal Projection in Linear Algebra Log in to Mediaspace to watch this video

Explains orthogonal projection in linear algebra, focusing on transforming non-orthogonal bases into orthogonal ones.