Advanced Multivariate Statistical Methods.

Catalog description

Semester course; 3 lecture hours. 3 credits. Prerequisites: STAT 625 and STAT 643 . This course emphasizes statistical analysis, methodology and theory in modern statistical learning. A variety of multivariate statistical methods, algorithms and software tools will be introduced, with emphasis on conceptual, theoretical and computational aspects. Topics include regularized regression (linear/nonlinear), classification, clustering, sufficient dimension reduction and high dimensional data analysis. Applications involve the use of a statistical software package.