課程資訊

MULTIVARIATES STATISTICAL ANALYSIS (I)

97-2

MATH7607

221 U0730

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/972multistat

1. Introduction of Multivariate Analysis
2. Matrix Algebra, Random Vectors, and Multivariate Normal
3. Statistical Inferences for Multivariate Distributions
4. Principal component Analysis
5. Factor Analysis
6. Discriminant Analysis
7. Cluster Analysis
8. Multivariate Analysis of Variance
9. Canonical Correlation Analysis

1. Learn basic techniques for analysis of multi-dimensional data.
2. Study multivariate distributions, especially Gaussian distribution.
3. Understand multivariate statistical inference and applications such as
discriminant analysis and cluster analysis.
4. Discuss various methods for dimension reduction, including principal component
analysis, factor analysis, Canonical Correlation Analysis, etc.

Solid knowledge on calculus, probability and statistics.
Familiarity with linear algebra.

Office Hours

Johnson, R.A. and Wichern, D.W. (2007) Applied Multivariate Statistical
Analysis. Pearson Prentice Hall. (textbook)
Flury, B. (1997) A First Course In Multivariate Statistics. Springer.
Srivastava, M. S. (2002) Methods of Multivariate Statistics. Wiley

(僅供參考)

 No. 項目 百分比 說明 1. Homework 30% 2. Midterm 30% 3. Final 30% 4. Quiz 10%

 課程進度
 週次 日期 單元主題 第1週 02/16 Wednesday: Introduction of Multivariate Analysis; Algorithm aspect of Principal component Analysis Friday: Finish algorithm aspect of PCA and remind students to study Chapter 2 on Matrix Algebra and Random Vector 第2週 02/22 Wednesday: Clasification Friday: Chapter 2 Matrix Algebra and Random Vectors 第3週 03/02 Wednesday: Mixture Distribution Chapter 3 Multivariate Sample Means, Variances, and Correlations Friday: Sample Geometry; Generalized Variance Chapter 4: Multivariate Normal Distribution 第4週 03/09 Wednesday: Chapter 4: Multivariate Normal Distribution Friday: 第5週 03/16 Wednesday: Chapter 5 Inference About a Mean Vector; Hotelling's T & Friday: Chapter 5 Likelihood Ratio Tests, Confidence Regions 第6週 03/23 Comparisons of Several Multivariate Means (profile analysis, growth curve); EM Algorithm 第7週 03/30 Comparisons of Several Multivariate Means: profile analysis, growth curves Friday: 溫書假 第8週 04/06 Wednesday: Comparisons of Several Multivariate Means, PCA Friday: PCA 第9週 04/13 Wednesday: , MANOVA, Profile analysis, growth curves Friday: Discrimination and Classification 第10週 04/20 Wednesday: Midterm Friday: Discrimination and Classification 第11週 04/27 Wednesday & Friday: Discrimination and Classification 第12週 05/04 Wednesday & Friday: Factor Analysis 第13週 05/11 Wednesday: Factor Analysis; Friday: Canonical Correlation Analysis 第14週 05/18 Wednesday: Canonical Correlation Analysis; Friday: clustering 第15週 05/25 Wednesday: Clustering Friday: 端午節 第16週 06/01 Wednesday: Clustering; Friday: Model Selection 第17週 06/08 Wednesday: 陳君厚教授演講; Friday: Review 第18週 06/15 Wednesday: Final