Statistical Analysis and Document Mining - 4MMSADM

Goal(s)

The aim of this course is to present statistical approaches for analysing multivariate data. The information age has resulted in masses of multivariate data in many different fields: finance, marketing, economy, biology, environmental sciences,...The theoretical and practical aspects of multivariate data analysis are given equal importance. This balance is achieved through practicals involving actual data analysis using the R software.

This course is intended for students from the IF-mf, ISI and MSIAM students, as well as those within MMIS who are mainly attracted by applications. Students who are attracted by deeper statistical developments regarding the justification of methods are invited to attend "Analyse statistique multidimensionelle" (in French).

Content(s)

1. Multiple linear regression. Least squares, Gaussian linear model, test of linear hypotheses, one-way analysis of variance.
2. Principal Components Analysis (PCA).
3. Classification, linear discriminant analysis, perceptron, Naive Bayes
4. Text mining, numeric representation of texts, connexion with graph clustering.

Elementary notions in probability theory (probability distribution, joint probability density function for random vectors, conditional distribution, expectation, variance, covariance, Gaussian distribution)

Elementary notions in mathematical statistics (estimator, confidence interval, statistical tests). As a bonus: simple linear regression.

Notions in linear algebra (matrix reductions).

As a bonus: elementary notions in Rstudio and the R software.