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732G08 Multivariate Methods
Course information
Autumn 2024
This is the course page for the course Multivariate Methods.
The first course occasion will be in P26 on Thursday 2024-08-29 09:15-12 Lecture!
Course Content
The course aims to provide the student with a theoretical basis of multivariate methods that are required for qualified work and research in statistics. More specifically, the course includes:
- Repetition of Linear Algebra, Statistics, and Probablity
- Multivariate normal distribution
- Principal Component Analysis
- Canonical Correlation Analysis
- Factor Analysis
- Discriminatory Analysis
- Cluster Analysis
Course literature
Course textbook: Multivariate Statistical Methods by B. F. J. Manly, Fourth Edition, Chapman & Hall/CRC.
Course textbook: Grundläggande inferens vid multivariat normalfördelning by S. Danielsson
Auxillary book: Applied Multivariate Statistical Analysis by R.A. Johnson and D.W. Wichern, Pearson New International Edition.
Auxillary book: An Introduction to Applied Multivariate Analysis with R by B. Everitt and T. Hothorn, Springer.
Auxillary book: Little Book of R for Multivariate Analysis
Course structure
The course contains 8 lectures, and 1 seminar session and an oral exam.
All classes are planned to be on campus.
The course contains three teaching activities:
- Lecture (Fö) Introduction of concepts.
- Seminar (SE) Presentation of solutions to weekly exercises.
- Oral exam Final exam.
Lectures
The following content will be presented on each lecture:
| Lecture | Time and place | Material | |
|---|---|---|---|
| 1 | 2024-08-29 09:15 P26 | Introduction to course; Repetition linear algebra | |
| 2 | 2024-08-30 P26 10:15 | Repetition statistics, probablity; Multivariate normal distribution | |
| 3 | 2024-09-03 R42 10:15 | Visualization; Confidence intervals | Visualization examples; Czekanowski's diagram example |
| 3 | 2024-09-05 R42 10:15 | Principal Component Analysis | |
| 4 | 2024-09-13 R43 13:15 | Canonical Correlation Analysis | |
| 5 | 2024-09-24 R42 08:15 | Discriminatory Analysis | LDA example; MLDA example; decision tree example; logistic regression example; logistic regression for breast cancer example |
| 6 | 2024-10-01 R35 08:15 | Cluster Analysis | airlines clustering example; breast cancer clustering example |
| Seminar | 2024-10-15 T23 08:15 | Presentation of solutions to hand-in exercises | |
| Oral exam | 2024-10-17 2A:475 10:15 | Oral exam | |
| Oral exam | 2024-10-18 2A:475 09:15 | Oral exm |
Assignments
The course contains 6 assignments that all are mandatory.
All labs and seminar assignments have a deadline. Please observe that in order to pass you have to present your work at the final seminar. This means that your work has to be submitted prior to the seminar.
Attendance at the seminar is obligatory!
Late submissions will result in penalty assignments!
Submission is done through LISAM or via email.
ALL submissions will be CHECKED through URKUND for plagarism!
For all submissions there is an additional deadline of by which corrections to labs should be submitted. If after this further corrections will be required there is a FINAL deadline of 22 December 2024. After this date NO corrections NOR hand-ins will be accepted.
| Assignment no. | Instructions and additional lecture materials | Material presented | Deadline |
|---|---|---|---|
| 1 | ZIP | 2024-08-29 | 2024-09-08 |
| 2 | ZIP | 2024-08-30 | 2024-09-15 |
| 3 | ZIP | 2024-09-03,05 | 2024-09-22 |
| 4 | ZIP | 2024-09-13 | 2024-09-29 |
| 5 | ZIP | 2024-09-24 | 2024-10-06 |
| 6 | ZIP | 2024-10-01 | 2024-10-13 |
Oral exam
The exam consists of six hand-ins, a presentation (15 X 2024) and oral exam on 2024-10-17,18
Staff
- Krzysztof Bartoszek, examiner
- Krzysztof Bartoszek, lecturer
- Woodrow Hao Chi Kiang, lecturer
Page responsible: Krzysztof Bartoszek
Last updated: 2024-07-17
