401-6102-00L Multivariate Statistics

Abstract	Multivariate Statistics deals with joint distributions of several random variables. This course introduces the basic concepts and provides an overview over classical and modern methods of multivariate statistics. We will consider the theory behind the methods as well as their applications.
Learning objective	After the course, you should be able to: - describe the various methods and the concepts and theory behind them - identify adequate methods for a given statistical problem - use the statistical software "R" to efficiently apply these methods - interpret the output of these methods
Content	Visualization / Principal component analysis / Multidimensional scaling / The multivariate Normal distribution / Factor analysis / Supervised learning / Cluster analysis
Lecture notes	None
Literature	The course will be based on class notes and books that are available electronically via the ETH library.
Prerequisites / Notice	Target audience: This course is the more theoretical version of "Applied Multivariate Statistics" (401-0102-00L) and is targeted at students with a math background. Prerequisite: A basic course in probability and statistics. Note: The courses 401-0102-00L and 401-6102-00L are mutually exclusive. You may register for at most one of these two course units.