Course Materials
| Week | Date | Topic | Slides | Data example | Extra materials | Due |
|---|---|---|---|---|---|---|
| 1 | 2026-03-24 | Multivariate data and covariance geometry | Lecture 1 | R demo: dependence measures | Probability review | — |
| 1 | 2026-03-26 | Principal Component Analysis: Foundations | Lecture 2 | — | — | — |
| 2 | 2026-03-31 | PCA in practice | Lecture 3 | R demo: PCA | Multivariate normal review | — |
| 2 | 2026-04-02 | Factor analysis | Lecture 4 | R demo: Factor analysis | — | — |
| 2 | 2026-04-05 | — | — | — | — | HW1 due at 11:59pm |
| 3 | 2026-04-07 | Clustering | Lecture 5 | R demo: clustering on penguins | — | — |
| 3 | 2026-04-09 | Mixture mdoels and EM | Lecture 6 | R demo: GMM on penguins | — | — |
| 4 | 2026-04-16 | Canonical Correlation Analysis: foundations | Lecture 6 | — | — | — |
| 5 | 2026-04-23 | — | — | — | — | in-class Midterm |
| 5 | 2026-04-26 | — | — | — | — | HW2 due at 11:59pm |