Statistical Aspects of Machine Learning I: Classical Multivariate Methods

Catalog description

Credits 3. 3 Lecture Hours. Core methods from traditional multivariate analysis and various extensions; probability distributions of random vectors and matrices, multivariate normal distributions, model assessment and selection in multiple regression, multivariate regression, dimension reduction, linear discriminant analysis, logistic discriminant analysis, cluster analysis, multidimensional scaling and distance geometry, and correspondence analysis. Prerequisite: STAT 611 , STAT 630 , STAT 650 , or equivalent.