AMCS 309    Computational Multivariate Statistics by Prof. Marco Scavino

Fall Term - 2015

An introduction to multivariate statistical models: the theoretical framework, computational algorithms and their applications to real data. Classical multivariate techniques, also viewed as special cases of the multivariate reduced rank regression model, and their recent generalizations to analyze high-dimension low sample size data. Regression analysis, data reduction and dimensionality reduction, inferential problems, classification and prediction problems.​