Subjects(version: 957)
Multivariate Analysis - NMST539
Title: Mnohorozměrná analýza Department of Probability and Mathematical Statistics (32-KPMS) Faculty of Mathematics and Physics from 2023 to 2023 winter 5 winter s.:2/2, C+Ex [HT] unlimited unlimited no no taught English, Czech full-time full-time
Guarantor: prof. RNDr. Ivan Mizera, CSc.doc. RNDr. Matúš Maciak, Ph.D.doc. RNDr. Zdeněk Hlávka, Ph.D. prof. RNDr. Ivan Mizera, CSc. M Mgr. PMSEM Mgr. PMSE > Povinně volitelné Mathematics > Probability and Statistics {At least one courses in GLM} NMFP535 NMFP535 NMFP535, NSTP018
 Files Comments Added by notes0.pdf Lecture Notes part O prof. RNDr. Ivan Mizera, CSc. notes1.pdf Lecture Notes part I prof. RNDr. Ivan Mizera, CSc. notes2.pdf Lecture Notes part II prof. RNDr. Ivan Mizera, CSc. problems.pdf Homework problems prof. RNDr. Ivan Mizera, CSc.
 Annotation - ---CzechEnglish
An introduction to traditional and modern methods of multivariate statistics.
Last update: Omelka Marek, doc. Ing., Ph.D. (01.06.2023)
 Aim of the course - ---CzechEnglish

Teach students basic methods of multivariate statistical analysis.

Last update: Mizera Ivan, prof. RNDr., CSc. (15.10.2023)
 Course completion requirements - ---CzechEnglish

Requirements for obtaining the credit (zápočet): participation in the exercises (max 3 absences) and continual solving of the assigned problems (acquiring at least 36 credits, where one solved problem typically amount to one credit). The nature of these requirements precludes any possibility of additional attempts to obtain the class credit. Acquired credit is a condition for attending the examination, which will be in the written form, and apart from simple questions similar to those covered in the exercises will contain also questions regarding principles, motivations, algorithms, and applications of the techniques covered in the lectures.

Last update: Mizera Ivan, prof. RNDr., CSc. (15.10.2023)
 Literature - ---CzechEnglish

Bouveyron C., Celeux G., Murphy T.B., Raftery A. E.: Model-based Clustering and Classification for Data Science: with Applications in R. Cambridge University Press, 2019.

Härdle, W. K., Hlávka, Z.: Multivariate Statistics: Exercises and Solutions, 2nd edition, Springer, 2015.

Härdle W. K., Simar L.: Applied Multivariate Statistical Analysis, 4th edition, Springer, 2015.

Mardia K.V., Kent J.T., Bibby J.M.: Multivariate Analysis. Academia Press. London, 1979.

Rao C.R.: Linear Statistical Inference and Its Applications. 2nd edition. Wiley. New York, 1973.

Venables W.N. Ripley B.D.: Modern Applied Statistics with S, 4th edition, Springer, 2002.

Last update: Hlávka Zdeněk, doc. RNDr., Ph.D. (08.12.2020)
 Teaching methods - ---CzechEnglish

Lecture+exercises.

Last update: T_KPMS (16.05.2013)
 Requirements to the exam - ---CzechEnglish

The exam will be in written form.

Last update: Mizera Ivan, prof. RNDr., CSc. (03.10.2023)
 Syllabus - ---CzechEnglish

1. Multivariate normal distribution.

2. Wishart and Hotelling distribution.

3. Multivariate statistical inference.

4. Principal components and factor analysis.

5. Canonical correlations, correspondence analysis.

6. Discriminant and cluster analysis.

7. Projections-based methods, data depth.

8. Statistical software.

Last update: Hlávka Zdeněk, doc. RNDr., Ph.D. (08.12.2020)
 Entry requirements - ---CzechEnglish

basic knowledge of linear algebra, theory of probability, and mathematical statistics

Last update: Hlávka Zdeněk, doc. RNDr., Ph.D. (25.05.2018)

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