ST323-15 Multivariate Statistics

Introductory description

This module runs in Term 1 and is an optional module intended for students in their third or fourth year of study who have previously taken preparatory modules in Statistics.

For Statistics students the pre-requisites are ST115 Introduction to Probability, ST218 Mathematical Statistics A, ST219 Mathematical Statistics B.
For Non-Statistics students the pre-requisites are ST111/112 Probability A&B and ST220 Introduction to Mathematical Statistics.

The coursework uses the statistical software package R, so basic knowledge in R such as covered in ST104 Statistical Laboratory I or ST952 Introduction to Statistical Practice is expected.

Module web page

Module aims

Outline syllabus

This is an indicative module outline only to give an indication of the sort of topics that may be covered. Actual sessions held may differ.

Multivariate data arises whenever several interdependent variables are measured simultaneously. Such high-dimensional data is becoming the rule, rather than the exception in many areas: in medicine, in the social and environmental sciences and in economics. The analysis of such multidimensional data often presents an exciting challenge that requires new statistical techniques which are usually implemented using computer packages. This module aims to give you a good and rigorous understanding of the geometric and algebraic ideas that these techniques are based on, before giving you a chance to try them out on some real data sets.

Learning outcomes

By the end of the module, students should be able to:

• Construct and Interpret graphical representations of multivariate data
• Carry out a principal components to summarise high dimensional data
• Perform clustering analysis to discover and characterize subgroups in the population.
• Use classification and discrimination methods to assign individuals into groups.
• Conduct inference for multivariate means, construct confidence regions, and understand their potential uses, such as for group comparisons.
• Understand any additional topics covered in the lectures. Time permitting, lectures will cover one or two additional topics such as Factor Analysis, Multidimensional Scaling, random forests, bagging, sparse multivariate methods, Gaussian graphical models, multiple testing, functional data analysis, spatial statistics, independent component analysis, compositional data analysis, canonical correlation analysis.

Indicative reading list

Johnson, R. A., & Wichern, D. W. (2007). Applied Multivariate Statistical Analysis.: Pearson Prentice Hall. Upper Saddle River, NJ.
James, G., Witten, D., Hastie, T., & Tibshirani, R. (2013). An introduction to statistical learning (Vol. 112). New York: Springer.
Friedman, J., Hastie, T., & Tibshirani, R. (2009). The elements of statistical learning (second edition). New York: Springer.
Efron, B., & Hastie, T. (2016). Computer age statistical inference (Vol. 5). Cambridge University Press.
Hastie, T., Tibshirani, R., & Wainwright, M. (2015). Statistical learning with sparsity: the lasso and generalizations. CRC press.

View reading list on Talis Aspire

Subject specific skills

TBC

Transferable skills

TBC