36-777 Multivariate Analysis I

6 units, Carnegie Mellon University

This is the first part of a semester long course on multivariate analysis. The aim of the class is to provide fundamental tools in understanding multivariate including high dimensional data. In this MINI we will study in detail the multivariate Gaussian distribution, the Wishart and Hotelling distributions. Time permitting we will cover principal component analysis PCA as well as discriminant analysis.

Prerequisites: none listed

Courseweave needs JavaScript to show sections, workloads and planning tools.