OverviewMultivariate normal distribution, Inference from multivariate normal samples, principal component analysis, mixture models, factor analysis, clustering methods, discrimination and classification, graphical models, the use of appropriate software.
This module appears in:
Method of assessment
80% examination, 20% coursework
D. F. Morrision (1990). Multivariate Statistical Methods, McGraw-Hill Series in Probability and Statistics
T. Hastie, R. Tibshirani and J. H. Friedman (2009). The Elements of Statistical Learning, Spring-Verlag.
K. P. Murphy (2012). Machine Learning: A Probabilistic Perspective, MIT Press.
The intended subject specific learning outcomes. On successfully completing the level 7 module students will be able to:
1 demonstrate systematic understanding of multivariate statistics and machine learning;
2 demonstrate the capability to solve complex problems using a very good level of skill in calculation and manipulation of the material in the following areas: multivariate statistics, mixture modelling and clustering, discriminant analysis and graphical models;
3 apply a range of concepts and principles in multivariate statistics and machine learning in loosely defined contexts, showing good judgment in the selection and application of tools and techniques;
4 make effective and well-considered use of R.
The intended generic learning outcomes. On successfully completing the level 7 module students will be able to:
1 work competently and independently, be aware of their own strengths and understand when help is needed;
2 demonstrate a high level of capability in developing and evaluating logical arguments;
3 communicate arguments confidently with the effective and accurate conveyance of conclusions;
4 manage their time and use their organisational skills to plan and implement efficient and effective modes of working;
5 solve problems relating to qualitative and quantitative information;
6 make effective use of information technology skills such as online resources (Moodle), internet communication;
7 communicate technical and non-technical material effectively;
8 demonstrate an increased level of skill in numeracy and computation;
9 demonstrate the acquisition of the study skills needed for continuing professional development.