28178 - MULTIVARIATE ANALYSIS

Scheda insegnamento

Anno Accademico 2018/2019

Conoscenze e abilità da conseguire

By the end of the course the student gains an appreciation of the types of problems and questions arising with multivariate data. In particular the student should be able: - to apply and interpret methods of dimension reduction including principal component analysis, multidimensional scaling, factor analysis, canonical variates - to apply and interpret methods for cluster analysis and discrimination - to interpret the output of R procedures for multivariate statistics

Programma/Contenuti

Multivariate data and derived matrices. Dimension reduction methods: principal component analysis, factor analysis. Cluster analysis. Discriminant analysis

Testi/Bibliografia

Handnotes (http://www2.stat.unibo.it/montanari/course3.htm )

In Italian

-Appunti di analisi statistica multivariata, S.Mignani e A.Montanari, Esculapio

In English

http://en.bookfi.org [http://en.bookfi.org/]

-Applied Multivariate Data Analysis. B.S. Everitt and G.G. Dunn, 2001, Edward

Arnold. Second Edition.

-A First Course in Multivariate Statistics. B. Flury, 1997, Springer Verlag.

-Introduction to Multivariate Analysis. C. Chatfield and A.J. Collins, 1980, Chapman

and Hall.

-Principles of Multivariate Analysis: A User's Perspective. W.J. Krzanowski, 1988,

Oxford University Press.

-Multivariate Analysis. K.V. Mardia, J.T. Kent and J. Bibby, 1979, Academic Press.

-Modern Applied Statistics with S. Venables, W.N. and Ripley, B.D. 2002. 4th

Edition. Springer Verlag, New York. Very useful for Splus and R

-The Elements of Statistical Learning. Trevor Hastie, Robert Tibshirani and Jerome

Friedman. Springer Verlag, New York. Some very advanced material as well as that

covered in this course (but available for free as a .pdf download on http://www.stat.

stanford.edu/~tibs/ElemStatLearn/)

Practicals

http://www2.stat.unibo.it/montanari/course3.htm

https://little-book-of-r-for-multivariate-analysis.readthedocs.org/en/latest/

https://media.readthedocs.org/pdf/little-book-of-r-for-multivariate-analysis/latest/little-book-of-r-for-multivariate-analysis.pdf

Metodi didattici

lectures and practicals

Modalità di verifica dell'apprendimento

written exam 

Orario di ricevimento

Consulta il sito web di Angela Montanari