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.

Week

Date

Topic

Lecturer

Prepare

Slides

AE

Lab

HW

Exam

Project Deliverables

1

Mon, 12 Feb

Overview, Multivariate data, MDS

Mr M Rodo

๐Ÿ“–

Review Matrix and Vector Algebra

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๐Ÿ’ป

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๐Ÿ—๏ธ

Assignment release

Wed, 14 Feb

Cluster analysis

Mr M Rodo

๐Ÿ–ฅ๏ธ

2

Mon, 19 Feb

Reduced rank regression

Mr M Rodo

๐Ÿ–ฅ๏ธ

Wed, 21 Feb

PCA

Mr M Rodo

๐Ÿ–ฅ๏ธ

3

Mon, 26 Feb

CCA

Dr S Er

๐Ÿ–ฅ๏ธ

โœ๏ธ๐Ÿ“‚

Topic submission

Wed, 28 Feb

Nonlinear dimension reduction

Dr S Er

๐Ÿ–ฅ๏ธ

4

Mon, 4 March

tSNE-ISOMAP-LLE-Autoencoders

Dr S Er

๐Ÿ–ฅ๏ธ

โœ๏ธ๐Ÿ“‚

Proposal Submission

Wed, 6 March

EFA/CFA

Dr S Er

๐Ÿ–ฅ๏ธ

5

Mon, 11 March

Independent component analysis

Dr S Er

๐Ÿ–ฅ๏ธ

Wed, 13 March

SVM

Dr S Er

๐Ÿ–ฅ๏ธ

Draft report

6

Mon, 18 March

SEM

Dr S Er

๐Ÿ–ฅ๏ธ

โœ๏ธ๐Ÿง‘โ€๐ŸŽ“

Peer review

Wed, 20 March

Revision

Dr S Er

โœ…

โœ๏ธ๐Ÿ“‚

Project report

Fri, 22 March

๐Ÿ–ฑ๏ธ๐ŸŽฅ๐Ÿ‘จโ€๐Ÿ’ปGithub repo/presentation video + slides