Mathematics of Multivariate Data

This course introduces the mathematics of multivariate data analysis. The course builds on the concepts and skills developed in multivariate data analysis and methodology using R. Topics include a review of some important concepts (likelihood, quadratic forms, random vectors and matrices, multiple regression and variable selection), an overview of classical multivariate statistics, multivariate regression, dimensionality reduction, discriminant analysis and classification. Additional topics will be selected from modern statistical learning methodology. This course also includes a scientific computation component.