Statistics 206
Applied Multivariate Analysis
Winter 2002
-
Purpose:
-
Multivariate Data Analysis is the key to everything from
catching terrorists to decoding the meaning of the human genome. It is
used throughout science and engineering and increasingly in business.
The goal of this course is to give students an understanding of the
applications and methodology, the available computational tools, and
the theoretical infrastructure, including fundamental limitations.
-
Prerequisite:
-
Math 52 or equivalent. Knowledge of matrix algebra required.
-
Syllabus:
- Introduction to basic concepts and background: random vectors, normal
probability theory.
- Principal Components Analysis
- Canonical Correlation Analysis (skipped)
- Discriminant Analysis
- Cluster Analysis
- Multidimensional Scaling
- Multivariate Graphics and Visualization
- Functional Data Analysis, Robust Methods
- Factor Analysis
- Projection Pursuit
- Self-Organizing Maps
- Independent Components
- ISOMAP
-
Professor:
-
David Donoho, Sequoia Hall 114, donoho@stat.stanford.edu
-
Lectures:
-
MWF 10--10:50 a.m., TC-SEQ 103
-
Textbooks:
-
1. Mardia, Kent, and Bibby "Multivariate Analysis" Academic Press (required)
-
2. Dillon, Goldstein "Multivariate Analysis" John Wiley & Sons (optional)
-
Handouts:
-
All handouts given in class will be available online.
- Extra copies of the handouts and the GRADED HOMEWORKS can be
picked up in a wooden mailbox on the second floor of Sequoia Hall
(as a courtesy to your fellow students, please leave the material in order!)
-
Professor's Office Hours:
-
Monday 11am -- noon, Sequoia Hall 114
Wednesday noon -- 1pm, Sequoia Hall 114
-
Class web page:
http://www.stanford.edu/class/stat206/
-
-
Teaching Assistants and Office Hours:
-
1. Ery Arias-Castro, Thursday 8:30 -- 10:30am
(Sequoia Hall 141, acery@stat.stanford.edu)
-
2. Saharon Rosset, Tuesday 2:30 -- 4:30pm
(Sequoia Hall 141, saharon@stat.stanford.edu)
-
3. Victoria Stodden, Wednesday 3:05 -- 4:00pm
(Sequoia Hall 227, vcs@stat.stanford.edu)
-
-
Grading:
-
Homeworks:
-
There will be homeworks weekly.
-
Late homeworks will NOT be accepted for grading (medical emergencies
excepted with proof).
-
Midterms:
- Midterm: February 15th, 10:00 to 10:50am instead of
class. Possibility of a second midterm.
-
Final exam:
-
Home | Recreation | Handouts | Slides |
Homework | Announcements