STAT 832

STAT 832: Multivariate Statistical Analysis

Course information


Course materials


Announcements

2020-10-21: Ideas for the paper project

2020-10-14: Homework 8 assigned, due Wednesday 2020/10/21.

2020-10-02: Homework 7 assigned, due Friday 2020/10/09.

2020-09-25: Homework 6 assigned, due Friday 2020/10/02.

2020-09-18: Homework 5 assigned, due Friday 2020/09/25.

2020-09-11: Homework 4 assigned, due Friday 2020/09/18.

2020-09-04: Homework 3 assigned, due Friday 2020/09/11.

2020-09-03: Finish reading the SVD notes and start reading the notes on random matrices.

2020-08-28: Homework 2 assigned, due Friday 2020/09/04.

2020-08-21: Homework 1 assigned, due Friday 2020/08/28.

2020-08-21: Read the eigendecomposition notes, p.11-22.

2020-08-19: Read the eigendecomposition notes, p.1-10.


Tentative schedule of topics

  1. Unsupervised analysis
    1. eigendecompositions and PCA
    2. SVD and two-way data
    3. Covariance estimation and the multivariate normal model
    4. Factor analysis
  2. Supervised analysis
    1. General linear model
    2. Classification
  3. Special topics
    1. Multilinear models
    2. Distance-based methods
    3. Copulas
    4. ICA
    5. Clustering

    Supplementary materials


    Evaluation