Learning outcomes

Basic statistical notions are required. At the end of the course, students will be able to develop theoretically and apply many methods that are typical in multivariate data analysis. Students will be able to work with 2 distinct statistical softwares and will be able to choose the most appropriate methods to tackle statistical problems. 

Goals

The objective of the course is to give mathematical tools to analyze multivariate data. At the end of the course, the student should be able to (i) display the necessary rigor tto understand the many theoretical results from the course,and (ii) choose the adequate statistical tools according to the data analyzed. Moreover, he should be able to explain and use these tools via statistical software.

 

Content

The course is an introduction to data analysis. Slides containing definitions, results and teir proofs will be available. Various methods of multivariate statistical analysis are presented, in a theoretical and practical way (exercices on computer).

Exercices

Use of methods seen during the lecture by way of two different statistical or mathematical softwares : R and Matlab

Assessment method

Personal work counts for half of the points of the examination. An oral examination, individual, counts for the second half of the points. The final grade is the average of both notes if both are larger than 10 and the minimum otherwise.

Sources, references and any support material

All resources will be made available on Webcampus

Language of instruction

Anglais