Advanced multivariate statistics

The course is designed to teach cutting-edge statistical methods for analyzing multivariate data. Its central theme is inspired by the paper Gelman, A., & Vehtari, A. (2021). What are the most important statistical ideas of the past 50 years? Journal of the American Statistical Association, 116(536), 2087-2097. During the course, applications to real situations will be presented using the R statistical software.

Students will achieve skills for doing independent study and research in presence of multivariate data. Moreover, they will learn how to use dedicated R libraries to deal with multivariate contexts.