Statistics 7560
Schedule
The following is the tentative schedule. It is subject to revision. Announcements will be made in class and on Carmen.
| Week | Date | Topic |
|---|---|---|
| 1 | 1/9 -- | Introduction; random vectors; multivariate Gaussian |
| 2 | 1/16 -- | Conditional multivariate Gaussian; display and summary of multivariate data; no class 1/16 |
| 3 | 1/23 -- | Geometry of multivariate data; Kronecker products; Gaussian inference |
| 4 | 1/30 -- | Gaussian inference |
| 5 | 2/6 -- | Principal components analysis; spectral theory |
| 6 | 2/13 -- | Principal components analysis |
| 7 | 2/20 -- | Cluster analysis and mixture models |
| 8 | 2/27 -- | Hierarchical clustering; Linear discriminant analysis |
| 9 | 3/6 -- | Linear discriminant analysis |
| 10 | 3/13 -- | Spring break; no class 3/13, 3/15, 3/17 |
| 11 | 3/20 -- | Canonical correlation analysis; exam on 3/24 |
| 12 | 3/27 -- | Reproducing kernel methods |
| 13 | 4/3 -- | Sparse covariance and inverse covariance estimation; Gaussian graphical models |
| 14 | 4/10 -- | Sparse PCA/LDA/CCA |
| 15 | 4/17 -- | Presentations |
| 16 | 4/23 | Presentations |