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Multivariate statistics

Softwares used during the course:

Lesson plan:

Requirements and grading:

Project work:

Topics

Topic 1. Introduction to probability theory

Handout: topic_01

Handout 2 by Borbála Tölgyesi: handout

Further reading and material: Lindley’s seminal paper on combinations

Topic 2. Standards of statistics

Handout: topic_2

Further reading and material: The APA handbook on publication guidelines and this link

Topic 3. The t distribution

Handout: topic_3

Further reading and material: the Bayesian way more info on the Student t test

Topic 4. Analysis of variance

Handout: topic_4

Further reading and material: Differences between type 1,2, and 3 ANOVAs Introduction to regularization I. Introduction to L1 regularization Further reading on regularization, read the regularization part

Topic 5. Linear regression: the frequentist way

Handout: topic_5

Further reading and material: Andrew Ng’s talk on the topic

Topic 6. Linear regression: the Bayesian way

Handout: topic_6

Further reading and material: A useful explanation of the Bayesian linear regression

Topic 7. Dimension reduction techniques

Handout: TBA

Further reading and material: TBA