Applied Multivariate Data Analysis
COURSE 2007/2008
The course is cancelled failing sufficient interest
Aim: learn to visualise, explore and analyse complex
high-dimensional data.
Lecturer:
Prof.dr. A.W. van der Vaart
Assistant: Olga Shcherbakova (email olgashc)
Credit points: 4
Time of lectures: Wednesdays, 11.00-12.45 on
26-11, 5-12, 12-12, Thursdays, 11.00-12.45 on 17-1, 24-1
Place of lectures: N343 (December), S111 (January)
Material: Applied Multivariate Data Analysis, 2nd edition,
2001. By B.S. Everitt and G. Dunn.
Examination: exercises and final project with discussion.
The five exercises need to be handed in at the beginning
of lectures 2, 3, 4, 5, and one week after lecture 5. They are
graded on a scale of 0-2. You can miss at most 2 points in total.
For the final project first find a data set and pose a relevant
question. Send a short description of your data set, problem to
be solved, and the way you plan to do this, to the course assistant.
Upon approval you can finish the project.
Grading will be based on a personal discussion
on the final project.
Deadline for final project: March 15, 2008
This course is designed for students MultiMedia and Culture (MMC),
and will be given only if sufficiently many students are interested.
The mathematical prerequisites are minimal.
Subjects covered include
- visualization of multivariate data
- basic matrix algebra and principal component analysis
- multidimensional scaling
- cluster analysis
- linear regression analysis
- factor analysis and structural equation models
The computer package to be used for the exercises is R
, which can be downloaded here
.
Schedule for the course
1:
slides
, exercises
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2:
slides
, exercises
3:
slides
, exercises
4:
slides
, exercises
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5:
slides
, exercises
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