At the end of this learning unit, the student is able to :
General objectives. Presentation of the modern techniques for the analysis of huge multivariate data sets. Developing the basic tools for " data mining ". Specific objectives. At the end of this course, the students should be able to: - Manipulate and describe the information contained in huge data sets; - Understand why such or such method is appropriate; - Give a correct interpretation of the resulting pictures and of the output of the software; - Solve problems with real data sets.
- Data matrices
- Principal component analysis
- Classification: k-means clustering and hierarchical clustering
- Linear discriminant analysis
- Simple and multiple correspondence analysis
- Principal component regression
- Partial least squares regression
Due to the COVID-19 crisis, the information in this section is particularly likely to change.During the lectures, the teacher presents the various statistical methods, covering the questions and data-sets to which they apply, the underlying mathematical theory, and how to program them in R. Homework assignments are given, the solution of which is discussed in the lectures too.
The tutorials take place in computer rooms and have as primary objective to allow the students to train themselves in applying the method on real data-sets in R.
Due to the COVID-19 crisis, the information in this section is particularly likely to change.Exam (12/20):
- written, closed book, with the help of a formula list and a pocket calculator
- exercises and questions involving (small) calculcations, interpretation of computer output, and understanding of the main results and formulas
- Test 1: Data matrices and principal component analysis
- Test 2: Clustering and linear discriminant analysis
- individually or in pairs
- data application, the data being sought by the students themselves
- written report, to be submitted at a date or at dates specified during the semester
- detailed instructions will be provided in the exercise sessions and on the MoodleUCL course page
- vector and matrix calculus
- Euclidean geometry: points, spaces, orthogonality, distances, angles
- basic notions in statistiques: sample mean, (co)variance, correlation, covariance matrix, conditional probabilities, normal distribution, chi-square distribution
- Escofier, B. et Pagès, J. (2016): Analyses factorielles simples et multiples, 5e édition, Dunod, Paris.
- Lebart, L., Piron, M. et Morineau, A. (2006): Statistique exploratoire multidimensionnelle, 4e édition, Dunod, Paris.
- Saporta, G. (2011): Probabilités, analyse des données et statistique, 3e édition révisée, Editions TECHNIP, Paris.
- matériel sur moodle