Syllabus for STA 345: Multivariate Analysis

Class:Tu Th 2:50-4:05pm Old Chem 025
Prof:Robert L. Wolpert Old Chem 211c 919-684-3275 OH:Mon 4:15-5:00pm
TA:Anirban Bhattacharya Old Chem 114 919-806-6412 OH:Mon 3:00-4:30pm

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Wk Days Topics Sugg. ReadingHW Due
1Jan 14 Course overview and logistics SJP Chap 1,2
2Jan 19,21 Linear algebra review SJP Chap 2,3
3Jan 26,28 Gaussian Random vectors SJP Chap 3
4Feb 2,4 Large Samples SJP Chap 4 HW1: POSTPONED
5Feb 9,11 Transformations: Wishart, Hotelling T2 distns SJP Chap 5,6
6Feb 16 Estimation and testing SJP Chap 7
Feb 18 No class: SAMSI Workshop (Climate Chg) (RTP)
7Feb 23,25 Linear models review SJP Chap 8 HW2: Feb 25
8Mar 2,4 Principal Components Analysis SJP Chap 9
Mar 6-14 No class: Spring Break
9Mar 16 Factor Analysis SJP Chap 10 HW3: Mar 16
Mar 18 No class: Jim Berger Celebration (San Antonio, TX) Conversation
10Mar 23,25 Canonical Correlations SJP Chap 11
11Mar 30,1 Graphs, Hypergraphs & Conditional Independence SLL Chap 3 HW4: Apr 1
Apr 6,8 No class: SAMSI Workshop (Env Health) (RTP)
12Apr 13,15 Gaussian Models SLL Chap 5 HW5: Apr 15
Apr 30-1 SBIES Workshop (Austin, TX)
Apr 30-2 4th Annual Grad Student Probability Conference
1-6May 3 Cumulative Final Exam (Mon 9am-12n)
Jun 3-8 Valencia 9, ISBA 2010 (Benidorm, ES)

"SJP" is Applied Multivariate Analysis by S. James Press.
"SLL" is Graphical Models by Stephen L. Lauritzen.
"HTF" is The Elements of Statistical Learning (2/e) by Trevor Hastie, Rob Tibshirani, and Jerome Friedman.

This syllabus was last revised , and it's likely to be superseded by later versions.