STATS305C: Methods for Applied Statistics#
Lecture: MW 1:30PM-2:50PM, 540-108
References#
Multivariate Analysis Mardia, Kent, Bibby.
Elements of Statistical Learning Hastie, Tibshirani, Friedman. Particularly chapters 13,14,17.
Lectures will be a mix between chalk talk (particularly first half focused on multivariate analysis) and computing examples.
Teaching Team, Office Hours, Discussion Section#
Name |
Role |
Office hours |
Discussion section |
|
|---|---|---|---|---|
Jonathan Taylor |
jtaylo |
Instructor |
MW 3:00-4:00 in Sequoia Hall 137 |
|
Michael Salerno |
mdsalerno |
TA |
TBD |
Website: stats305c.stanford.edu
Computing environment#
We will use R for most calculations. Examples will typically be in the form of jupyter notebooks.
Prerequisites#
Stats 305A and 305B, some matrix analysis.
Course description#
The first half (or slightly more) of the course we will focus on some classical multivariate analysis from Mardia, Kent, Bibby. Where appropriate, connections to more modern versions of the classical ideas will be made.
The second half of the course will consist of more modern multivariate methods, often lumped together as “unsupervised learning”. This part of the course will use material from ESL (Elements of Statistical Learning).
Topics covered may include (with some additional ones):
Multivariate Gaussian and undirected graphical models;
Multivariate inference: Hotelling’s \(T^2\), canonical correlations;
Matrix decomposition: principal components analysis, factor analysis, matrix completion, correspondance analysis;
Discriminant analysis and recent variants;
Clustering: hierarchical, \(k\)-means, bi-clustering.
Multidimensional scaling: spectral methods, t-SNE.
Evaluation#
5 assignments (50%)
project oral presentation + writeup (20%)
final exam (30%)
Final exam#
Following the Stanford calendar: Monday June 9, 2025 @ 3:30PM-6:3PAM
Gradescope: here soon#
Ed forum: see Canvas#
Honor Code#
Violating the Honor Code is a serious offense, even when unintentional.
Prohibited Conduct:
Copying from another’s exam
Unpermitted collaboration
Representing another’s work as one’s own
Full Honor Code available at: Stanford Community Standards