401-0102-00L Applied Multivariate Statistics
| Semester | Frühjahrssemester 2023 |
| Dozierende | F. Sigrist |
| Periodizität | jährlich wiederkehrende Veranstaltung |
| Lehrsprache | Englisch |
Lehrveranstaltungen
| Nummer | Titel | Umfang | Dozierende | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 401-0102-00 V | Applied Multivariate Statistics | 2 Std. |
| F. Sigrist | ||||||
| 401-0102-00 U | Applied Multivariate Statistics | 1 Std. |
| F. Sigrist |
Katalogdaten
| Kurzbeschreibung | Multivariate statistics analyzes data on several random variables simultaneously. This course introduces the basic concepts and provides an overview of classical and modern methods of multivariate statistics including visualization, dimension reduction, supervised and unsupervised learning for multivariate data. An emphasis is on applications and solving problems with the statistical software R. |
| Lernziel | After the course, you are able to: - describe the various methods and the concepts behind them - identify adequate methods for a given statistical problem - use the statistical software R to efficiently apply these methods - interpret the output of these methods |
| Inhalt | Visualization, multivariate outliers, the multivariate normal distribution, dimension reduction, principal component analysis, multidimensional scaling, factor analysis, cluster analysis, classification, multivariate tests and multiple testing |
| Skript | None |
| Literatur | 1) "An Introduction to Applied Multivariate Analysis with R" (2011) by Everitt and Hothorn 2) "An Introduction to Statistical Learning: With Applications in R" (2013) by Gareth, Witten, Hastie and Tibshirani Electronic versions (pdf) of both books can be downloaded for free from the ETH library. |
| Voraussetzungen / Besonderes | This course is targeted at students with a non-math background. Requirements: ========== 1) Introductory course in statistics (min: t-test, regression; ideal: conditional probability, multiple regression) 2) Good understanding of R (if you don't know R, it is recommended that you study chapters 1,2,3,4, and 5 of "Introductory Statistics with R" from Peter Dalgaard, which is freely available online from the ETH library) An alternative course with more emphasis on theory is 401-6102-00L "Multivariate Statistics" (only every second year). 401-0102-00L and 401-6102-00L are mutually exclusive. You can register for only one of these two courses. |
Leistungskontrolle
| Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird) | |
Leistungskontrolle als Semesterkurs | |
| ECTS Kreditpunkte | 5 KP |
| Prüfende | F. Sigrist |
| Form | Sessionsprüfung |
| Prüfungssprache | Englisch |
| Repetition | Die Leistungskontrolle wird nur in der Session nach der Lerneinheit angeboten. Die Repetition ist nur nach erneuter Belegung möglich. |
| Prüfungsmodus | schriftlich 120 Minuten |
| Hilfsmittel schriftlich | Closed book; simple pocket calculator with no communication capability |
| Diese Angaben können noch zu Semesterbeginn aktualisiert werden; verbindlich sind die Angaben auf dem Prüfungsplan. | |
Lernmaterialien
| Keine öffentlichen Lernmaterialien verfügbar. | |
| Es werden nur die öffentlichen Lernmaterialien aufgeführt. |
Gruppen
| Keine Informationen zu Gruppen vorhanden. |
Einschränkungen
| Keine zusätzlichen Belegungseinschränkungen vorhanden. |
