Announcement:
Our course closely follows the book by MBK. So, I will not be uploading any specific notes. We have about SIX weeks from April 20 till May 30. An outline for the remaining course is given below.
You should closely follow the NPTEL lectures by Prof. Amit Mitra (https://nptel.ac.in/courses/111104024/), and relate to the appropriate section in MBK (stated in brackets).
Week 1. PCA (Sections 8.1-8.2); Lectures 23-25.
Week 2. Factor Analysis (Sections 9.1-9.3); Lectures 37-39.
Week 3. CCA (Sections 10.1-10.2); Lectures 40-43.
Week 4. MANOVA (Sections 12.1-12.4); Lectures 18-20.
Week 5. Multiple Correlation Coefficient (Section 6.5); Lectures 21-22.
Weeks 6 and 7. Discriminant Analysis (Chapter 11); Lectures 30-36.
Week 8. Cluster Analysis (Chapter 13); Lectures 26-29.
I have created a discussion forum on Piazza to discuss questions related to the topics mentioned above.
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Class schedule : M Th F@4pm in TB111
Tutorial: W@2pm in TB111
Exam Schedule: Check DOAA
Q1 - February 7 (Friday) 4-5pm at L5
MidSem - February 22 (Saturday) 1-3pm at L5 OROS
Q2 -
Numerical Assignment - April 20, 11:59 am (morning) Discussion link (discontinued)
EndSem -
Text Book:
Multivariate Analysis by K. V. Mardia, J. T. Kent and J. M. Bibby
References:
An Introduction to Multivariate Statistical Analysis by T. W. Anderson
Applied Multivariate Statistical Analysis by Richard A. Johnson and Dean W. Wichern
You can read here : 1 , 2 ,
Corrections - 1 , 2 ,
Some topics:
Grading and Exam policy:
Mark for each exam is stated in brackets.
Quiz 1 : [10]
Mid-semester : [25]
Quiz 2 : [10]
Numerical/Homework Assignment : [15]
End-semester : [40]
Final Score = Mid-semester + Two quizzes + Graded Assignment + End-semester
Grading:
A - E : based on score quantiles
F : if score is less than or equal to 30 out of 100