STAT 832: Multivariate Statistical Analysis
- Instructor: Peter Hoff
- TA: Xu Chen
- Lecture: MW 10:05-11:20, Perkins LINK 088
- Office hours: Tue, Thu 10:30-11:30 AM Rm 219 (PH), Sun 5:00-6:00 PM, Fri 10:00-11:00 AM Rm 211A (XC)
- Lecture notes, code and data
- Applied Multivariate Statistical Analysis (Hardle and Simar)
- Modern Multivariate Statistical Techniques (Izenman)
- Sakai link
2018-4-10: Do the final set of exercises: Exercises 3 and 5 from the MLM notes, and exercises 1 and 2 of the copula notes, due 4/18.
2018-4-02: MLM slides
2018-3-28: Do exercises 1,3,4 and 6 in the notes on the GLM, to be turned in Friday 4/6. Also work on your projects.
2018-03-21: Do the ninth set of exercises, to be turned in Wednesday 3/28.
2018-02-26: Do the eighth set of exercises, to be turned in Wednesday 3/21.
2018-02-26: Do the seventh set of exercises, to be turned in Monday 3/5.
2018-02-19: Do the sixth set of exercises, to be turned in Monday 2/26.
2018-02-05: Do the fourth set of exercises, to be turned in Monday 2/12. Also start looking for datasets you might want to use for the course project.
2018-01-29: Do the third set of exercises, to be turned in Monday 2/5.
2018-01-22: Do exercises 6 through 11 in the course notes on eigendcompositions, to be turned in Monday 2018-01-29. Make sure you are getting the exercises from notes dated 1/22 or later.
2018-01-10: Do exercises 1 through 5 in the course notes on eigendcompositions, to be turned in Wednesday 2018-01-17.
Tentative schedule of topics
- Unsupervised analysis
- Matrix decompositions and PCA
- Covariance estimation
- Factor analysis
- Kernel methods and clustering
- Supervised analysis
- General linear model
- Discriminant analysis
- Kernel methods and classification
- Special topics
- $p\approx n$ asymptotics