# back

## Multivariate statistics

Softwares used during the course:

Lesson plan:

- Exam (w/ randomly selected students)
- Theory
- Practice
- Discussion and applications

Requirements and grading:

- Max two absences
- Final grade: (average score of exams + score of project work) / 2

Project work:

- Custom statistical analysis on a given dataset
- Formal requirements: multivariate hypothesis testing, figure, max 2 pages of text, pdf format, send to torok.agoston@sztaki.mta.hu

## 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:

more info on the Student *t* test

Practice on the z-test: 1, 2 3 4

### 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