CAS MA 881: Topics in High Dimensional Data Analysis

Fall 2007
Instructor: Dr. Surajit Ray
Department of Mathematics and Statistics
MCS 222, 111 Cummington Street, Boston, MA 02215
Phone: (617) 353-5209, Fax: (617) 353-8100
Meeting time: Tue 3:30-6:30 pm [Break 5:00-5:15 pm]
Class Room: MCS B23
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Course Description:
This course will focus on challenges presented by data from "large magnitude", both in the dimension of data vectors and in the number of vector. Both classical and modern statistical techniques and their application in exploration, regression, testing, visualization and clustering, for euclidean and non-euclidean space will be discussed. Computing challenges in high dimensional data will be a focus throughout the course.

Special focus will be put on evaluation and appropriateness of classical statistical methods like Principal Component Analysis, Regression Analysis, Clustering in high-dimensional low sample size setting ( n << p ) .

Term paper and class presentation
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