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Course Professor Term Meetings

STAT 6348.501 Applied Multivariate Analysis Robert Serfling Fall 2011 TR 7:00-8:15 pm, ECSS 2.311

Professors Contact Information


Office Phone Office Location Email Address Website Office Hours

972-883-2361 FO 2.602C serfling@utdallas.edu www.utdallas.edu/~serfling To be arranged check the above website. I check my email much more regularly than my telephone. Also, I will use your UTD email address in sending important and timely information throughout this course. Please keep that mailbox open and check it daily.

Other Information

General Course Information STAT 5352 or STAT 6331 or the equivalent is required. This is firm. Prerequisite Tentative Topics to be Covered: Matrices and Quadratic Forms. Descriptive Statistics. Equivariance. Curse of Dimensionality. Multivariate Normal, Chi-square, and F Distributions. Inference for Means and Covariance Matrices. Hotellings T2 Statistic. The Wishart Distribution. Visualization Techniques. The General Multivariate Linear Model. Dimension Reduction.: Principal Course Components Analysis, Exploratory Projection Pursuit, Sliced Description Inverse Regression. Canonical Correlation Analysis. Multidmensional Scaling. Factor Analysis. Cluster Analysis. The Classification Problem: Discriminant Analysis, Support Vector Machines, Classification and Regression Trees. Factor Analysis. Multivariate Depth, Quantile, Sign, and Rank Functions. A working knowledge of multivariate statistical methods, taking Desired Learning account of the interrelations among jointly distributed variates and exploiting geometrical aspects. Computational implementation of Outcomes the methods with actual data and using the software R will be emphasized, although some theory will be included as needed. No text will be specified as required. Lectures will be drawn from the professors notes accompanied by handouts distributed by email Required Text and from library eBooks. Also, other sources will be assigned or recommended.

R 8/25 T 8/30 R 9/1 T 9/6 R 9/8 T 9/13 R 9/15 T 9/20 R 9/22 T 9/27 R 9/29 T 10/4 R 10/6 T 10/11 R 10/13 T 10/18 R 10/20 T 10/25 R 10/27 T 11/1 R 11/3 T 11/8 R 11/10 T 11/15 R 11/17 T 11/22 R 11/24 T 11/29 R 12/1 T 12/6

Syllabus (subject to revision) Overview of Course and Resources. Preliminaries on R. Vectors, Matrices, Linear Algebra (review). Univariate Setting to Multivariate Setting: descriptive measures; equivariance; Normal, Chi-square, F distns; central limit theorem; Hotellings T2statistic; confidence ellipsoids; Wishart distribution; graphics and visualization (univariate and bivariate); graphics and visualization (trivariate and higher); multivariate depth and outlyingness functions; multivariate quantiles, signs, and ranks. The General Multivariate Linear Model. Dimension Reduction: principle components analysis; Principal components analysis, continued. Canonical Correlations Analysis. Multidimensional Scaling. Multidimensional Scaling, continued. Exploratory Factor Analysis. Cluster Analysis. Cluster Analysis, continued. Confirmatory Factor Analysis and Structural Equations. Analysis of Repeated Measurements Data. Correspondence Analysis. Dimension Reduction: exploratory projection pursuit. Dimension Reduction: sliced inverse regression (SIR). Classification: discriminant analysis; support vector machines. Support vector machines, continued. Classification and Regression Trees (CART). Thanksgiving Holiday Final Project Presentations (poster session). Final Project Presentations (poster session). Final Project Presentations (poster session).

Course Policies
The course grade will be based on homework (35%), a closed-book midterm test (30%), and presentations (35%). The homework will consist of assigned data analyses to be carried out computationally with the printed output and interpretations to kept in a notebook to be reviewed periodically by the instructor. The midterm test will be devoted to concepts. The presentations will be based on individually assigned data analysis projects and will be presented in poster session style, as a ``minisymposium. In the case of a missed midterm test, a makeup exam (either written or oral) will be conducted if the absence is excused. Late homework is not accepted unless the lateness is excused for suitable reasons. The University of Texas System and The University of Texas at Dallas have rules and regulations for the orderly and efficient conduct of university business. General information on student conduct and discipline is contained in the UTD publication, A to Z Guide, provided to all registered students each academic year. The faculty expects from students a high level of responsibility and academic honesty. Students guilty of academic dishonesty are subject to disciplinary proceedings. The University of Texas at Dallas encourages faculty to consider email from students official only if it originates from a UTD student account. This allows the university to maintain a high degree of confidence in the identity of all individuals corresponding and in the security of the transmitted information. UTD furnishes each student with a free email account, and the Department of Information Resources at UTD provides a method for students to forward their UTD email to other accounts. Deadlines for withdrawal from courses are published in each semester's course catalog. A faculty member cannot drop or withdraw a student. Rather, it is the student's responsibility to handle withdrawal procedures from any class. As per university policy, incomplete grades are granted only in the case of work unavoidably missed (and excused) by the semesters and not already covered by the professors policy on missed work or activities, and only if 70% of the course work has been completed. An incomplete grade must be resolved within eight weeks from the first day of the subsequent long semester. Otherwise the incomplete grade becomes changed automatically to the grade of F. Disability Services seeks to provide students with disabilities educational opportunities equivalent to those of their non-disabled peers. The University of Texas at Dallas excuses students from class or other required activities to travel to and observe a religious holy day for a religion whose places of worship are exempt from property tax under Section 11.20, Tax Code, Texas Code Annotated. In such a case, the student is encouraged to notify the instructor as soon as possible, preferably in advance.

Grading Criteria

Missed Exam or Late Homework Student Conduct and Discipline Academic Integrity

Email

Withdrawal

Incomplete Grades

Disability Services

Religious Holy Days

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