STAT4083Multivariate Methods for Statistical Learning3 ch (3C)

Multivariate normal distribution; variance and correlation matrices. Visualization of multivariate data. Dimension reduction for numerical and categorical data. Simple modelling of covariances by means of exploratory and confirmatory factor analysis. Methodology and techniques of supervised and unsupervised statistical learning.

Prerequisites: STAT 2503 (at least B) or STAT 3093 and one of MATH 1503 or MATH 2213.