Probability & Statistical Inference · Descriptive Statistics & EDA

Descriptive statistics: Descriptive introduction to multivariate analysis

Public introduction · full guide in Eikos

Introduction

What this guide covers

A deep and rigorous deep dive into the descriptive analysis of multidimensional data sets, establishing the pillars of data geometry and algebra.

Overview

Topics covered

  • Introduction
  • Descriptive Introduction to Multivariate Analysis
  • Introduction to Multivariate Analysis and Algebraic Fundamentals
  • 1.1 The Paradigm Shift: From Univariate to Multivariate
  • 1.2 Linear Algebra Support for Multivariate Analysis
  • Trace Operator, Determinant and Range

Related concepts

Main connections

  • Linear algebra & matrices
  • Variance & standard deviation
  • Skewness & kurtosis
  • Principal component analysis (PCA)
  • Unsupervised learning & clustering
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝐗=(x11x12⋯x1px21x22⋯x2p⋮⋮⋱⋮xn1xn2⋯xnp)=(𝐱1T𝐱2T⋮𝐱nT)=(𝐗(1)𝐗(2)⋯𝐗(p))
View LaTeX source\mathbf{X} = \begin{pmatrix} x_{11} & x_{12} & \cdots & x_{1p} \\ x_{21} & x_{22} & \cdots & x_{2p} \\ \vdots & \vdots & \ddots & \vdots \\ x_{n1} & x_{n2} & \cdots & x_{np} \end{pmatrix} = \begin{pmatrix} \mathbf{x}_1^T \\ \mathbf{x}_2^T \\ \vdots \\ \mathbf{x}_n^T \end{pmatrix} = \begin{pmatrix} \mathbf{X}^{(1)} & \mathbf{X}^{(2)} & \cdots & \mathbf{X}^{(p)} \end{pmatrix}