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 disrciminant 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