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HU Credits:
3
Degree/Cycle:
2nd degree (Master)
Responsible Department:
Statistics
Semester:
1st Semester
Teaching Languages:
Hebrew
Campus:
Mt. Scopus
Course/Module Coordinator:
Prof. Offer Kella
Coordinator Office Hours:
By appointment
Teaching Staff:
Prof Offer Kella
Course/Module description:
The course deals with mathematical tools in various fields which are necessary for the understanding and application of algorithms and various methods in the analysis of multivariate data or complex data.
Course/Module aims:
The study of mathematical tools for the statistical analysis of complex data.
Learning outcomes - On successful completion of this module, students should be able to:
On successful completion of this module, students should be able to employ mathematical results in the areas of calculus, linear algebra, the multivariate normal distribution, and discrete time Markov chain in order to apply them in the context of data analysis.
Attendance requirements(%):
None.
Teaching arrangement and method of instruction:
In class lectures and in class and homework exercises.
Course/Module Content:
Upper and lower bounds, uniform continuity, the chain rule for multivariate functions, inverse function theorem, singular value decomposition of a matrix, pseudo inverse of matrices, matrix norm, matrix exponential, the multivariate normal distribution, the Wishart distribution, discrete time Markov chains, continuous time processes, linear space, norm, Cauchy-Shwartz inequality, inner product spaces, distances.
Required Reading:
None.
Additional Reading Material:
If the need arises, will be given during the course.
Course/Module evaluation:
End of year written/oral examination 100 %
Presentation 0 %
Participation in Tutorials 0 %
Project work 0 %
Assignments 0 %
Reports 0 %
Research project 0 %
Quizzes 0 %
Other 0 %
Additional information:
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