STA5069Z MULTIVARIATE ANALYSIS
STA5069Z Multivariate Analysis module in MSc Advanced Analytics Program follows on from the multivariate statistics honours module. It is aimed at covering the theory and looking at the application of multivariate techniques to modern-day data problems, including big data problems. Techniques introduced at honours level will be reviewed and extended and new techniques will be introduced. This page contains an outline of the topics, content, and assignments for the semester.
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Week |
Date |
Topic |
Lecturer |
Prepare |
Slides |
AE |
Lab |
HW |
Exam |
Project Deliverables |
|
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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1 |
Mon, 17 Feb |
Overview, Multivariate data, MDS |
Mr M Rodo |
๐ Review Matrix and Vector Algebra |
๐ฅ๏ธ |
๐๏ธ |
๐ป |
๐ โ๏ธ |
๐๏ธ Project release |
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|
Wed, 19 Feb |
Cluster analysis |
Mr M Rodo |
๐ฅ๏ธ |
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2 |
Mon, 24 Feb |
Cluster analysis |
Mr M Rodo |
๐ฅ๏ธ |
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Wed, 26 Feb |
PCA, Reduced rank regression, CCA |
Mr M Rodo |
๐ฅ๏ธ |
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3 |
Mon, 3 March |
Dr S Er |
๐ฅ๏ธ |
โ๏ธ๐ Topic submission |
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Wed, 5 March |
Nonlinear Dimensionality Reduction and Manifold Learning |
Dr S Er |
๐ฅ๏ธ |
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4 |
Mon, 10 March |
tSNE-ISOMAP-LLE-Autoencoders |
Dr S Er |
๐ฅ๏ธ |
โ๏ธ๐ Proposal Submission |
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Wed, 12 March |
Latent Variable Models |
Dr S Er |
๐ฅ๏ธ |
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5 |
Mon, 17 March |
Independent component analysis |
Dr S Er |
๐ฅ๏ธ |
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Wed, 19 March |
EFA/CFa |
Dr S Er |
๐ฅ๏ธ |
Draft report |
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6 |
Mon, 24 March |
SEM |
Dr S Er |
๐ฅ๏ธ |
โ๏ธ๐งโ๐ Peer review |
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Wed, 26 March |
Multivariate GLMs |
Dr S Er |
โ |
โ๏ธ๐ Project report |
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Fri, 28 March |
๐ฑ๏ธ๐ฅ๐จโ๐ปGithub repo/presentation video + slides |