CS 555 - Multivariate Data Analysis

Prerequisite, MATH 361, or consent of instructor. This course will provide a graduate level introduction to theory and applications of classical and modern methods for Multivariate Data analysis. Main concepts such as multivariate distributions, matrix algebra, inference, convergence, and estimation will be studied from a more mathematically solid viewpoint. Examples and real-life datasets will be provided to clarify the concepts and underline connections with related topics and current research. Data analyses will be performed using the R statistical software package. Letter grade. (Offered spring semester.) 3 credits