### MS-E2112 - Multivariate statistical analysis, 07.01.2019-11.04.2019

Credits: 5

Schedule: 07.01.2019 - 11.04.2019

Teaching Period (valid 01.08.2018-31.07.2020):

III-IV Spring (2018-2019, 2019-2020)

Learning Outcomes (valid 01.08.2018-31.07.2020):

After passing the course the students can conduct simple multivariate statistical analyses. They are familiar with common multivariate data analysis techniques. Students are familiar with different multivariate location and scatter functionals and the corresponding estimates and they understand the basic properties of these functionals. Students know how to apply principal component analysis and how to robustify the method. Students can conduct bivariate and multiple correspondence analysis and interpret the findings. Students are familiar with canonical correlation analysis and they can apply the method in practice. Students know several approaches to discriminant analysis and classification including different depth based methods. They are also able to assess the goodness of the classification. Students are familiar with hierarchical clustering methods and moving centers -type clustering methods and they understand the restrictions of these approaches. Moreover, students are not only able to apply multivariate methods in practice, but they also understand the mathematics and the reasoning behind the methods.

Content (valid 01.08.2018-31.07.2020):

The course is an introduction to multivariate statistical analysis. Course topics include multivariate location and scatter, principal component analysis (PCA), robustness and robust PCA, bivariate correspondence analysis, multiple correspondence analysis (MCA), canonical correlation analysis, discriminant analysis, statistical depth functions, classification and clustering. Software R is used in the exercises of this course.

Assessment Methods and Criteria (valid 01.08.2018-31.07.2020):

Homework assignments, exercise points, exam, compulsory project work.

Lectures 24h (2), Exercises 24h (2), Project work 40h, Homework assignments 30 h, reading and studying the lecture materials 20 h

Study Material (valid 01.08.2018-31.07.2020):

Lecture slides and lecture notes. Students are expected to either attend the lectures or ask for lecture notes from their fellow students.

Substitutes for Courses (valid 01.08.2018-31.07.2020):

Mat-2.3112 Statistical Multivariate Methods P

Course Homepage (valid 01.08.2018-31.07.2020):

https://mycourses.aalto.fi/course/search.php?search=MS-E2112

Prerequisites (valid 01.08.2018-31.07.2020):

At least one statistics/probability course (preferably MS-C1620 Statistical Inference or equivalent) and one matrix algebra course.