This is a webpage for a course taught in 2013. Here's a link to the lastest, if not current, course webpage.

STAT 2221: Advanced Applied Multivariate Analysis

Fall 2013, Tuesday‚€”Thursday 4-5:15, 236 Cathedral of Learning

Instructor: Sungkyu Jung

TA/Grader: Sung Won Lee

Course Web page:

Important statistical methods and relevant theory for analyzing continuous multivariate data are introduced. The first half of the course examines traditional and fundamental topics in some depth, and the second half of the course surveys modern topics.
There is no prerequisite for this course. However, I assume students have working knowledge of probability, statistics and matrix algebra.


Thursday, Nov 7. Class cancelled. Students are invited to Pitt biostat seminar `Sparse PCA: Concepts, Theory, and Algorithms' by J Lei

Lecture notes / Class Materials


Links to Matlab supplementary files:
Professor Marron's Matlab files
Link to personal LDA and QDA functions in Matlab

As shown in lecture

Homework assignments:

You may discuss the homework problems with fellow students. However, this does not mean that you can copy each others' solutions. If you do work in a group, all individuals are required to submit their own homework papers and also to include the names of persons you have discussed with. There is no penalty in working as a group.

Final exam

Recommended Textbook

Hardle and Simar (2012) and Izenman (2008). You can either download the books as .pdf files or buy MyCopy Softcover Editions from Springer Link (at Each costs about $25.

References: Books with * are reserved in the Engineering library.


Advanced and applied


Working with R or SAS