KAUST - AMCS 309 - 2015 - Computational Multivariate Statistics by Prof. Marco Scavino

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.

Monday from 10:30 to 12:00 and Wednesday from 9:00 to 10:30
Building 9, Room 2120

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.

KAUST - AMCS 309 - 2015 - Computational Multivariate Statistics by Prof. Marco Scavino

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Stochastic Numerics Research Group (STOCHNUM)