Multivariate Analysis

The study of learning from data is commercially and scientifically important. This one month short course is designed to give first year Ph.D. students a thorough grounding in the methodologies, technologies, mathematics and algorithms currently needed by people who do research in learning and data mining or who may need to apply learning or data mining techniques to a target problem. The topics of the course draw from classical statistics, from machine learning, from data mining, from Bayesian statistics and from statistical algorithmics.
Students entering the class should have a pre-existing working knowledge of probability, statistics and algorithms, though the class has been designed to allow students with a strong numerate background to catch up and fully participate.

1. Pattern Recognition and Machine Learning
2. Pattern Classification (2nd ed)
3. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Second Edition, 2009.

1. Stanford machine Learning course