Coursebooks

Multivariate statistics

MATH-444

Lecturer(s) :

Morgenthaler Stephan

Language:

English

Summary

Multivariate statistics refers to data in vector form. The leading stochastic model is the multivariate Gaussian. Uncovering the associations between the components of the vectors is the main objective. The course will introduce and discuss the major types of statistical methodology.

Content

Keywords

multivariate normal distribution, multivariate statistical methods

Learning Prerequisites

Required courses

An introductory course covering Probability Theory and Statistics

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Classroom lectures supported by the blackboard, occasional examples shown on the beamer, exercices in class and
independent work.

Expected student activities

The students are expected to work in the exercise sessions and finish the exercise sheets.

Assessment methods

Oral examination

Supervision

Office hours No
Assistants Yes
Forum No

Resources

Virtual desktop infrastructure (VDI)

No

Bibliography

Consult the moodle pages of the course

Websites

In the programs

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
Under construction
 
      Lecture
      Exercise, TP
      Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German